CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 1.0647 1.0579 -0.0068 -0.6% 1.0633
High 1.0650 1.0590 -0.0060 -0.6% 1.0730
Low 1.0550 1.0451 -0.0099 -0.9% 1.0451
Close 1.0595 1.0480 -0.0115 -1.1% 1.0480
Range 0.0100 0.0139 0.0039 39.0% 0.0279
ATR 0.0082 0.0087 0.0004 5.3% 0.0000
Volume 101 12 -89 -88.1% 193
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0924 1.0841 1.0556
R3 1.0785 1.0702 1.0518
R2 1.0646 1.0646 1.0505
R1 1.0563 1.0563 1.0493 1.0535
PP 1.0507 1.0507 1.0507 1.0493
S1 1.0424 1.0424 1.0467 1.0396
S2 1.0368 1.0368 1.0455
S3 1.0229 1.0285 1.0442
S4 1.0090 1.0146 1.0404
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1391 1.1214 1.0633
R3 1.1112 1.0935 1.0557
R2 1.0833 1.0833 1.0531
R1 1.0656 1.0656 1.0506 1.0605
PP 1.0554 1.0554 1.0554 1.0528
S1 1.0377 1.0377 1.0454 1.0326
S2 1.0275 1.0275 1.0429
S3 0.9996 1.0098 1.0403
S4 0.9717 0.9819 1.0327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0730 1.0451 0.0279 2.7% 0.0106 1.0% 10% False True 38
10 1.0730 1.0451 0.0279 2.7% 0.0077 0.7% 10% False True 27
20 1.0730 1.0250 0.0480 4.6% 0.0076 0.7% 48% False False 22
40 1.0735 1.0167 0.0568 5.4% 0.0062 0.6% 55% False False 19
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 0.0015
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.1181
2.618 1.0954
1.618 1.0815
1.000 1.0729
0.618 1.0676
HIGH 1.0590
0.618 1.0537
0.500 1.0521
0.382 1.0504
LOW 1.0451
0.618 1.0365
1.000 1.0312
1.618 1.0226
2.618 1.0087
4.250 0.9860
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 1.0521 1.0591
PP 1.0507 1.0554
S1 1.0494 1.0517

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

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