CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 1.0963 1.1000 0.0037 0.3% 1.0873
High 1.0963 1.1048 0.0085 0.8% 1.0963
Low 1.0963 1.1000 0.0037 0.3% 1.0821
Close 1.0999 1.1040 0.0041 0.4% 1.0999
Range 0.0000 0.0048 0.0048 0.0142
ATR 0.0053 0.0053 0.0000 -0.5% 0.0000
Volume 2 1 -1 -50.0% 11
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1173 1.1155 1.1066
R3 1.1125 1.1107 1.1053
R2 1.1077 1.1077 1.1049
R1 1.1059 1.1059 1.1044 1.1068
PP 1.1029 1.1029 1.1029 1.1034
S1 1.1011 1.1011 1.1036 1.1020
S2 1.0981 1.0981 1.1031
S3 1.0933 1.0963 1.1027
S4 1.0885 1.0915 1.1014
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1354 1.1318 1.1077
R3 1.1212 1.1176 1.1038
R2 1.1070 1.1070 1.1025
R1 1.1034 1.1034 1.1012 1.1052
PP 1.0928 1.0928 1.0928 1.0937
S1 1.0892 1.0892 1.0986 1.0910
S2 1.0786 1.0786 1.0973
S3 1.0644 1.0750 1.0960
S4 1.0502 1.0608 1.0921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1048 1.0821 0.0227 2.1% 0.0021 0.2% 96% True False 2
10 1.1048 1.0821 0.0227 2.1% 0.0013 0.1% 96% True False 1
20 1.1130 1.0821 0.0309 2.8% 0.0007 0.1% 71% False False 3
40 1.1130 1.0340 0.0790 7.2% 0.0003 0.0% 89% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1252
2.618 1.1174
1.618 1.1126
1.000 1.1096
0.618 1.1078
HIGH 1.1048
0.618 1.1030
0.500 1.1024
0.382 1.1018
LOW 1.1000
0.618 1.0970
1.000 1.0952
1.618 1.0922
2.618 1.0874
4.250 1.0796
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 1.1035 1.1024
PP 1.1029 1.1008
S1 1.1024 1.0992

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

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