CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 1.0466 1.0543 0.0077 0.7% 1.0365
High 1.0488 1.0641 0.0153 1.5% 1.0498
Low 1.0466 1.0543 0.0077 0.7% 1.0357
Close 1.0544 1.0626 0.0082 0.8% 1.0439
Range 0.0022 0.0098 0.0076 345.5% 0.0141
ATR 0.0082 0.0084 0.0001 1.4% 0.0000
Volume 3 2 -1 -33.3% 39
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0897 1.0860 1.0680
R3 1.0799 1.0762 1.0653
R2 1.0701 1.0701 1.0644
R1 1.0664 1.0664 1.0635 1.0683
PP 1.0603 1.0603 1.0603 1.0613
S1 1.0566 1.0566 1.0617 1.0585
S2 1.0505 1.0505 1.0608
S3 1.0407 1.0468 1.0599
S4 1.0309 1.0370 1.0572
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0854 1.0788 1.0517
R3 1.0713 1.0647 1.0478
R2 1.0572 1.0572 1.0465
R1 1.0506 1.0506 1.0452 1.0539
PP 1.0431 1.0431 1.0431 1.0448
S1 1.0365 1.0365 1.0426 1.0398
S2 1.0290 1.0290 1.0413
S3 1.0149 1.0224 1.0400
S4 1.0008 1.0083 1.0361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0641 1.0400 0.0241 2.3% 0.0045 0.4% 94% True False 6
10 1.0641 1.0250 0.0391 3.7% 0.0071 0.7% 96% True False 13
20 1.0735 1.0250 0.0485 4.6% 0.0079 0.7% 78% False False 17
40 1.0735 0.9990 0.0745 7.0% 0.0046 0.4% 85% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1058
2.618 1.0898
1.618 1.0800
1.000 1.0739
0.618 1.0702
HIGH 1.0641
0.618 1.0604
0.500 1.0592
0.382 1.0580
LOW 1.0543
0.618 1.0482
1.000 1.0445
1.618 1.0384
2.618 1.0286
4.250 1.0127
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 1.0615 1.0598
PP 1.0603 1.0571
S1 1.0592 1.0543

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

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