CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 1.0889 1.0940 0.0051 0.5% 1.0930
High 1.0942 1.0940 -0.0002 0.0% 1.0932
Low 1.0889 1.0935 0.0046 0.4% 1.0845
Close 1.0891 1.0928 0.0037 0.3% 1.0845
Range 0.0053 0.0005 -0.0048 -90.6% 0.0087
ATR 0.0055 0.0054 0.0000 -0.7% 0.0000
Volume 3 2 -1 -33.3% 5
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0949 1.0944 1.0931
R3 1.0944 1.0939 1.0929
R2 1.0939 1.0939 1.0929
R1 1.0934 1.0934 1.0928 1.0934
PP 1.0934 1.0934 1.0934 1.0935
S1 1.0929 1.0929 1.0928 1.0929
S2 1.0929 1.0929 1.0927
S3 1.0924 1.0924 1.0927
S4 1.0919 1.0919 1.0925
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1135 1.1077 1.0893
R3 1.1048 1.0990 1.0869
R2 1.0961 1.0961 1.0861
R1 1.0903 1.0903 1.0853 1.0889
PP 1.0874 1.0874 1.0874 1.0867
S1 1.0816 1.0816 1.0837 1.0802
S2 1.0787 1.0787 1.0829
S3 1.0700 1.0729 1.0821
S4 1.0613 1.0642 1.0797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0942 1.0821 0.0121 1.1% 0.0016 0.2% 88% False False 2
10 1.0975 1.0821 0.0154 1.4% 0.0008 0.1% 69% False False 1
20 1.1130 1.0779 0.0351 3.2% 0.0004 0.0% 42% False False 3
40 1.1130 1.0303 0.0827 7.6% 0.0002 0.0% 76% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0961
2.618 1.0953
1.618 1.0948
1.000 1.0945
0.618 1.0943
HIGH 1.0940
0.618 1.0938
0.500 1.0938
0.382 1.0937
LOW 1.0935
0.618 1.0932
1.000 1.0930
1.618 1.0927
2.618 1.0922
4.250 1.0914
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 1.0938 1.0913
PP 1.0934 1.0897
S1 1.0931 1.0882

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

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