CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 1.0384 1.0362 -0.0022 -0.2% 1.0707
High 1.0384 1.0433 0.0049 0.5% 1.0735
Low 1.0384 1.0357 -0.0027 -0.3% 1.0357
Close 1.0384 1.0374 -0.0010 -0.1% 1.0374
Range 0.0000 0.0076 0.0076 0.0378
ATR 0.0078 0.0078 0.0000 -0.2% 0.0000
Volume 26 10 -16 -61.5% 97
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0616 1.0571 1.0416
R3 1.0540 1.0495 1.0395
R2 1.0464 1.0464 1.0388
R1 1.0419 1.0419 1.0381 1.0442
PP 1.0388 1.0388 1.0388 1.0399
S1 1.0343 1.0343 1.0367 1.0366
S2 1.0312 1.0312 1.0360
S3 1.0236 1.0267 1.0353
S4 1.0160 1.0191 1.0332
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.1623 1.1376 1.0582
R3 1.1245 1.0998 1.0478
R2 1.0867 1.0867 1.0443
R1 1.0620 1.0620 1.0409 1.0555
PP 1.0489 1.0489 1.0489 1.0456
S1 1.0242 1.0242 1.0339 1.0177
S2 1.0111 1.0111 1.0305
S3 0.9733 0.9864 1.0270
S4 0.9355 0.9486 1.0166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0735 1.0357 0.0378 3.6% 0.0087 0.8% 4% False True 19
10 1.0735 1.0357 0.0378 3.6% 0.0078 0.7% 4% False True 18
20 1.0735 1.0230 0.0505 4.9% 0.0050 0.5% 29% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0756
2.618 1.0632
1.618 1.0556
1.000 1.0509
0.618 1.0480
HIGH 1.0433
0.618 1.0404
0.500 1.0395
0.382 1.0386
LOW 1.0357
0.618 1.0310
1.000 1.0281
1.618 1.0234
2.618 1.0158
4.250 1.0034
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 1.0395 1.0436
PP 1.0388 1.0415
S1 1.0381 1.0395

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

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