CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 1.0617 1.0620 0.0003 0.0% 1.0466
High 1.0645 1.0620 -0.0025 -0.2% 1.0645
Low 1.0570 1.0620 0.0050 0.5% 1.0466
Close 1.0586 1.0628 0.0042 0.4% 1.0628
Range 0.0075 0.0000 -0.0075 -100.0% 0.0179
ATR 0.0080 0.0077 -0.0003 -4.1% 0.0000
Volume 31 15 -16 -51.6% 84
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0623 1.0625 1.0628
R3 1.0623 1.0625 1.0628
R2 1.0623 1.0623 1.0628
R1 1.0625 1.0625 1.0628 1.0624
PP 1.0623 1.0623 1.0623 1.0622
S1 1.0625 1.0625 1.0628 1.0624
S2 1.0623 1.0623 1.0628
S3 1.0623 1.0625 1.0628
S4 1.0623 1.0625 1.0628
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.1117 1.1051 1.0726
R3 1.0938 1.0872 1.0677
R2 1.0759 1.0759 1.0661
R1 1.0693 1.0693 1.0644 1.0726
PP 1.0580 1.0580 1.0580 1.0596
S1 1.0514 1.0514 1.0612 1.0547
S2 1.0401 1.0401 1.0595
S3 1.0222 1.0335 1.0579
S4 1.0043 1.0156 1.0530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0645 1.0466 0.0179 1.7% 0.0047 0.4% 91% False False 16
10 1.0645 1.0357 0.0288 2.7% 0.0051 0.5% 94% False False 16
20 1.0735 1.0250 0.0485 4.6% 0.0070 0.7% 78% False False 19
40 1.0735 1.0092 0.0643 6.1% 0.0048 0.5% 83% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0620
2.618 1.0620
1.618 1.0620
1.000 1.0620
0.618 1.0620
HIGH 1.0620
0.618 1.0620
0.500 1.0620
0.382 1.0620
LOW 1.0620
0.618 1.0620
1.000 1.0620
1.618 1.0620
2.618 1.0620
4.250 1.0620
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 1.0625 1.0621
PP 1.0623 1.0614
S1 1.0620 1.0608

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

View Archives - Comment on this page... - Back to Index of Symbols