CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 1.1540 1.1604 0.0064 0.6% 1.1365
High 1.1560 1.1624 0.0064 0.6% 1.1560
Low 1.1540 1.1604 0.0064 0.6% 1.1365
Close 1.1586 1.1578 -0.0008 -0.1% 1.1586
Range 0.0020 0.0020 0.0000 0.0% 0.0195
ATR 0.0057 0.0056 -0.0001 -2.4% 0.0000
Volume 8 3 -5 -62.5% 22
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 1.1662 1.1640 1.1589
R3 1.1642 1.1620 1.1584
R2 1.1622 1.1622 1.1582
R1 1.1600 1.1600 1.1580 1.1601
PP 1.1602 1.1602 1.1602 1.1603
S1 1.1580 1.1580 1.1576 1.1581
S2 1.1582 1.1582 1.1574
S3 1.1562 1.1560 1.1573
S4 1.1542 1.1540 1.1567
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2089 1.2032 1.1693
R3 1.1894 1.1837 1.1640
R2 1.1699 1.1699 1.1622
R1 1.1642 1.1642 1.1604 1.1671
PP 1.1504 1.1504 1.1504 1.1518
S1 1.1447 1.1447 1.1568 1.1476
S2 1.1309 1.1309 1.1550
S3 1.1114 1.1252 1.1532
S4 1.0919 1.1057 1.1479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1624 1.1404 0.0220 1.9% 0.0022 0.2% 79% True False 4
10 1.1624 1.1133 0.0491 4.2% 0.0011 0.1% 91% True False 3
20 1.1624 1.0821 0.0803 6.9% 0.0012 0.1% 94% True False 2
40 1.1624 1.0705 0.0919 7.9% 0.0006 0.1% 95% True False 3
60 1.1624 1.0303 0.1321 11.4% 0.0004 0.0% 97% True 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1709
2.618 1.1676
1.618 1.1656
1.000 1.1644
0.618 1.1636
HIGH 1.1624
0.618 1.1616
0.500 1.1614
0.382 1.1612
LOW 1.1604
0.618 1.1592
1.000 1.1584
1.618 1.1572
2.618 1.1552
4.250 1.1519
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 1.1614 1.1567
PP 1.1602 1.1556
S1 1.1590 1.1545

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

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