CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 1.1300 1.1189 -0.0111 -1.0% 1.1470
High 1.1300 1.1189 -0.0111 -1.0% 1.1470
Low 1.1300 1.1180 -0.0120 -1.1% 1.1300
Close 1.1220 1.1332 0.0112 1.0% 1.1220
Range 0.0000 0.0009 0.0009 0.0170
ATR 0.0061 0.0060 -0.0002 -2.5% 0.0000
Volume 1 4 3 300.0% 5
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 1.1261 1.1305 1.1337
R3 1.1252 1.1296 1.1334
R2 1.1243 1.1243 1.1334
R1 1.1287 1.1287 1.1333 1.1265
PP 1.1234 1.1234 1.1234 1.1223
S1 1.1278 1.1278 1.1331 1.1256
S2 1.1225 1.1225 1.1330
S3 1.1216 1.1269 1.1330
S4 1.1207 1.1260 1.1327
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.1840 1.1700 1.1314
R3 1.1670 1.1530 1.1267
R2 1.1500 1.1500 1.1251
R1 1.1360 1.1360 1.1236 1.1345
PP 1.1330 1.1330 1.1330 1.1323
S1 1.1190 1.1190 1.1204 1.1175
S2 1.1160 1.1160 1.1189
S3 1.0990 1.1020 1.1173
S4 1.0820 1.0850 1.1127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1321 1.1180 0.0141 1.2% 0.0002 0.0% 108% False True 1
10 1.1639 1.1180 0.0459 4.1% 0.0001 0.0% 33% False True 4
20 1.1639 1.1133 0.0506 4.5% 0.0006 0.1% 39% False False 3
40 1.1639 1.0821 0.0818 7.2% 0.0006 0.1% 62% False False 3
60 1.1639 1.0611 0.1028 9.1% 0.0004 0.0% 70% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1227
2.618 1.1213
1.618 1.1204
1.000 1.1198
0.618 1.1195
HIGH 1.1189
0.618 1.1186
0.500 1.1185
0.382 1.1183
LOW 1.1180
0.618 1.1174
1.000 1.1171
1.618 1.1165
2.618 1.1156
4.250 1.1142
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 1.1283 1.1303
PP 1.1234 1.1274
S1 1.1185 1.1245

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

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