CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 1.1214 1.1205 -0.0009 -0.1% 1.1000
High 1.1214 1.1205 -0.0009 -0.1% 1.1214
Low 1.1214 1.1205 -0.0009 -0.1% 1.1000
Close 1.1214 1.1205 -0.0009 -0.1% 1.1205
Range
ATR 0.0053 0.0050 -0.0003 -5.9% 0.0000
Volume 2 2 0 0.0% 11
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1205 1.1205 1.1205
R3 1.1205 1.1205 1.1205
R2 1.1205 1.1205 1.1205
R1 1.1205 1.1205 1.1205 1.1205
PP 1.1205 1.1205 1.1205 1.1205
S1 1.1205 1.1205 1.1205 1.1205
S2 1.1205 1.1205 1.1205
S3 1.1205 1.1205 1.1205
S4 1.1205 1.1205 1.1205
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1782 1.1707 1.1323
R3 1.1568 1.1493 1.1264
R2 1.1354 1.1354 1.1244
R1 1.1279 1.1279 1.1225 1.1317
PP 1.1140 1.1140 1.1140 1.1158
S1 1.1065 1.1065 1.1185 1.1103
S2 1.0926 1.0926 1.1166
S3 1.0712 1.0851 1.1146
S4 1.0498 1.0637 1.1087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1214 1.1000 0.0214 1.9% 0.0010 0.1% 96% False False 2
10 1.1214 1.0821 0.0393 3.5% 0.0013 0.1% 98% False False 2
20 1.1214 1.0821 0.0393 3.5% 0.0007 0.1% 98% False False 2
40 1.1214 1.0611 0.0603 5.4% 0.0003 0.0% 99% False False 3
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.1205
2.618 1.1205
1.618 1.1205
1.000 1.1205
0.618 1.1205
HIGH 1.1205
0.618 1.1205
0.500 1.1205
0.382 1.1205
LOW 1.1205
0.618 1.1205
1.000 1.1205
1.618 1.1205
2.618 1.1205
4.250 1.1205
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 1.1205 1.1200
PP 1.1205 1.1195
S1 1.1205 1.1191

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

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