CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 1.1062 1.1077 0.0015 0.1% 1.0778
High 1.1102 1.1145 0.0043 0.4% 1.1163
Low 1.1048 1.1007 -0.0041 -0.4% 1.0741
Close 1.1081 1.1021 -0.0060 -0.5% 1.1096
Range 0.0054 0.0138 0.0084 155.6% 0.0422
ATR 0.0103 0.0105 0.0003 2.5% 0.0000
Volume 33,662 30,900 -2,762 -8.2% 285,524
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1472 1.1384 1.1097
R3 1.1334 1.1246 1.1059
R2 1.1196 1.1196 1.1046
R1 1.1108 1.1108 1.1034 1.1083
PP 1.1058 1.1058 1.1058 1.1045
S1 1.0970 1.0970 1.1008 1.0945
S2 1.0920 1.0920 1.0996
S3 1.0782 1.0832 1.0983
S4 1.0644 1.0694 1.0945
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2266 1.2103 1.1328
R3 1.1844 1.1681 1.1212
R2 1.1422 1.1422 1.1173
R1 1.1259 1.1259 1.1135 1.1341
PP 1.1000 1.1000 1.1000 1.1041
S1 1.0837 1.0837 1.1057 1.0919
S2 1.0578 1.0578 1.1019
S3 1.0156 1.0415 1.0980
S4 0.9734 0.9993 1.0864
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1163 1.1007 0.0156 1.4% 0.0105 1.0% 9% False True 45,648
10 1.1163 1.0687 0.0476 4.3% 0.0112 1.0% 70% False False 47,992
20 1.1163 1.0680 0.0483 4.4% 0.0100 0.9% 71% False False 25,610
40 1.1163 1.0268 0.0895 8.1% 0.0095 0.9% 84% False False 12,834
60 1.1163 1.0250 0.0913 8.3% 0.0089 0.8% 84% False False 8,561
80 1.1163 0.9990 0.1173 10.6% 0.0070 0.6% 88% False False 6,423
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 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1732
2.618 1.1506
1.618 1.1368
1.000 1.1283
0.618 1.1230
HIGH 1.1145
0.618 1.1092
0.500 1.1076
0.382 1.1060
LOW 1.1007
0.618 1.0922
1.000 1.0869
1.618 1.0784
2.618 1.0646
4.250 1.0421
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 1.1076 1.1076
PP 1.1058 1.1058
S1 1.1039 1.1039

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

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