CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 1.0702 1.0765 0.0063 0.6% 1.0787
High 1.0797 1.0782 -0.0015 -0.1% 1.0877
Low 1.0680 1.0687 0.0007 0.1% 1.0725
Close 1.0762 1.0738 -0.0024 -0.2% 1.0804
Range 0.0117 0.0095 -0.0022 -18.8% 0.0152
ATR 0.0094 0.0094 0.0000 0.1% 0.0000
Volume 13,794 28,919 15,125 109.6% 3,985
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1021 1.0974 1.0790
R3 1.0926 1.0879 1.0764
R2 1.0831 1.0831 1.0755
R1 1.0784 1.0784 1.0747 1.0760
PP 1.0736 1.0736 1.0736 1.0724
S1 1.0689 1.0689 1.0729 1.0665
S2 1.0641 1.0641 1.0721
S3 1.0546 1.0594 1.0712
S4 1.0451 1.0499 1.0686
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1258 1.1183 1.0888
R3 1.1106 1.1031 1.0846
R2 1.0954 1.0954 1.0832
R1 1.0879 1.0879 1.0818 1.0917
PP 1.0802 1.0802 1.0802 1.0821
S1 1.0727 1.0727 1.0790 1.0765
S2 1.0650 1.0650 1.0776
S3 1.0498 1.0575 1.0762
S4 1.0346 1.0423 1.0720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0846 1.0680 0.0166 1.5% 0.0099 0.9% 35% False False 11,683
10 1.0877 1.0680 0.0197 1.8% 0.0089 0.8% 29% False False 6,095
20 1.0877 1.0268 0.0609 5.7% 0.0095 0.9% 77% False False 3,101
40 1.0877 1.0267 0.0610 5.7% 0.0084 0.8% 77% False False 1,562
60 1.0877 1.0250 0.0627 5.8% 0.0076 0.7% 78% False False 1,047
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1186
2.618 1.1031
1.618 1.0936
1.000 1.0877
0.618 1.0841
HIGH 1.0782
0.618 1.0746
0.500 1.0735
0.382 1.0723
LOW 1.0687
0.618 1.0628
1.000 1.0592
1.618 1.0533
2.618 1.0438
4.250 1.0283
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 1.0737 1.0743
PP 1.0736 1.0741
S1 1.0735 1.0740

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

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