CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 1.1000 1.1160 0.0160 1.5% 1.0873
High 1.1048 1.1160 0.0112 1.0% 1.0963
Low 1.1000 1.1160 0.0160 1.5% 1.0821
Close 1.1040 1.1160 0.0120 1.1% 1.0999
Range 0.0048 0.0000 -0.0048 -100.0% 0.0142
ATR 0.0053 0.0057 0.0005 9.2% 0.0000
Volume 1 4 3 300.0% 11
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1160 1.1160 1.1160
R3 1.1160 1.1160 1.1160
R2 1.1160 1.1160 1.1160
R1 1.1160 1.1160 1.1160 1.1160
PP 1.1160 1.1160 1.1160 1.1160
S1 1.1160 1.1160 1.1160 1.1160
S2 1.1160 1.1160 1.1160
S3 1.1160 1.1160 1.1160
S4 1.1160 1.1160 1.1160
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 1.1160 1.0889 0.0271 2.4% 0.0021 0.2% 100% True False 2
10 1.1160 1.0821 0.0339 3.0% 0.0013 0.1% 100% True False 1
20 1.1160 1.0821 0.0339 3.0% 0.0007 0.1% 100% True False 3
40 1.1160 1.0378 0.0782 7.0% 0.0003 0.0% 100% True False 4
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1160
2.618 1.1160
1.618 1.1160
1.000 1.1160
0.618 1.1160
HIGH 1.1160
0.618 1.1160
0.500 1.1160
0.382 1.1160
LOW 1.1160
0.618 1.1160
1.000 1.1160
1.618 1.1160
2.618 1.1160
4.250 1.1160
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 1.1160 1.1127
PP 1.1160 1.1094
S1 1.1160 1.1062

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

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