CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 1.0975 1.0930 -0.0045 -0.4% 1.1074
High 1.0975 1.0930 -0.0045 -0.4% 1.1096
Low 1.0975 1.0930 -0.0045 -0.4% 1.0975
Close 1.0899 1.0930 0.0031 0.3% 1.0899
Range
ATR 0.0054 0.0052 -0.0002 -3.0% 0.0000
Volume 5 1 -4 -80.0% 25
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0930 1.0930 1.0930
R3 1.0930 1.0930 1.0930
R2 1.0930 1.0930 1.0930
R1 1.0930 1.0930 1.0930 1.0930
PP 1.0930 1.0930 1.0930 1.0930
S1 1.0930 1.0930 1.0930 1.0930
S2 1.0930 1.0930 1.0930
S3 1.0930 1.0930 1.0930
S4 1.0930 1.0930 1.0930
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1353 1.1247 1.0966
R3 1.1232 1.1126 1.0932
R2 1.1111 1.1111 1.0921
R1 1.1005 1.1005 1.0910 1.0998
PP 1.0990 1.0990 1.0990 1.0986
S1 1.0884 1.0884 1.0888 1.0877
S2 1.0869 1.0869 1.0877
S3 1.0748 1.0763 1.0866
S4 1.0627 1.0642 1.0832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1096 1.0930 0.0166 1.5% 0.0000 0.0% 0% False True 4
10 1.1130 1.0928 0.0202 1.8% 0.0000 0.0% 1% False False 4
20 1.1130 1.0705 0.0425 3.9% 0.0000 0.0% 53% False False 4
40 1.1130 1.0303 0.0827 7.6% 0.0000 0.0% 76% False False 4
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0930
2.618 1.0930
1.618 1.0930
1.000 1.0930
0.618 1.0930
HIGH 1.0930
0.618 1.0930
0.500 1.0930
0.382 1.0930
LOW 1.0930
0.618 1.0930
1.000 1.0930
1.618 1.0930
2.618 1.0930
4.250 1.0930
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 1.0930 1.0988
PP 1.0930 1.0969
S1 1.0930 1.0949

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

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