CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 1.1359 1.1355 -0.0004 0.0% 1.1470
High 1.1359 1.1355 -0.0004 0.0% 1.1470
Low 1.1359 1.1355 -0.0004 0.0% 1.1300
Close 1.1359 1.1355 -0.0004 0.0% 1.1220
Range
ATR 0.0055 0.0052 -0.0004 -6.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 1.1355 1.1355 1.1355
R3 1.1355 1.1355 1.1355
R2 1.1355 1.1355 1.1355
R1 1.1355 1.1355 1.1355 1.1355
PP 1.1355 1.1355 1.1355 1.1355
S1 1.1355 1.1355 1.1355 1.1355
S2 1.1355 1.1355 1.1355
S3 1.1355 1.1355 1.1355
S4 1.1355 1.1355 1.1355
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 1.1378 1.1180 0.0198 1.7% 0.0002 0.0% 88% False False 2
10 1.1470 1.1180 0.0290 2.6% 0.0001 0.0% 60% False False 1
20 1.1639 1.1180 0.0459 4.0% 0.0006 0.1% 38% False False 3
40 1.1639 1.0821 0.0818 7.2% 0.0006 0.1% 65% False False 2
60 1.1639 1.0705 0.0934 8.2% 0.0004 0.0% 70% False False 3
80 1.1639 1.0303 0.1336 11.8% 0.0003 0.0% 79% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1355
2.618 1.1355
1.618 1.1355
1.000 1.1355
0.618 1.1355
HIGH 1.1355
0.618 1.1355
0.500 1.1355
0.382 1.1355
LOW 1.1355
0.618 1.1355
1.000 1.1355
1.618 1.1355
2.618 1.1355
4.250 1.1355
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 1.1355 1.1367
PP 1.1355 1.1363
S1 1.1355 1.1359

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

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