CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 1.1074 1.1096 0.0022 0.2% 1.0841
High 1.1074 1.1096 0.0022 0.2% 1.1130
Low 1.1074 1.1096 0.0022 0.2% 1.0841
Close 1.1074 1.1096 0.0022 0.2% 1.1112
Range
ATR 0.0058 0.0056 -0.0003 -4.4% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1096 1.1096 1.1096
R3 1.1096 1.1096 1.1096
R2 1.1096 1.1096 1.1096
R1 1.1096 1.1096 1.1096 1.1096
PP 1.1096 1.1096 1.1096 1.1096
S1 1.1096 1.1096 1.1096 1.1096
S2 1.1096 1.1096 1.1096
S3 1.1096 1.1096 1.1096
S4 1.1096 1.1096 1.1096
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1895 1.1792 1.1271
R3 1.1606 1.1503 1.1191
R2 1.1317 1.1317 1.1165
R1 1.1214 1.1214 1.1138 1.1266
PP 1.1028 1.1028 1.1028 1.1053
S1 1.0925 1.0925 1.1086 1.0977
S2 1.0739 1.0739 1.1059
S3 1.0450 1.0636 1.1033
S4 1.0161 1.0347 1.0953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1130 1.1023 0.0107 1.0% 0.0000 0.0% 68% False False 5
10 1.1130 1.0748 0.0382 3.4% 0.0000 0.0% 91% False False 5
20 1.1130 1.0705 0.0425 3.8% 0.0000 0.0% 92% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1096
2.618 1.1096
1.618 1.1096
1.000 1.1096
0.618 1.1096
HIGH 1.1096
0.618 1.1096
0.500 1.1096
0.382 1.1096
LOW 1.1096
0.618 1.1096
1.000 1.1096
1.618 1.1096
2.618 1.1096
4.250 1.1096
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 1.1096 1.1095
PP 1.1096 1.1094
S1 1.1096 1.1093

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These figures are updated between 7pm and 10pm EST after a trading day.

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