CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 1.0911 1.0869 -0.0042 -0.4% 1.1089
High 1.0948 1.0904 -0.0044 -0.4% 1.1145
Low 1.0845 1.0785 -0.0060 -0.6% 1.0856
Close 1.0854 1.0884 0.0030 0.3% 1.0882
Range 0.0103 0.0119 0.0016 15.5% 0.0289
ATR 0.0109 0.0110 0.0001 0.6% 0.0000
Volume 34,995 38,219 3,224 9.2% 196,528
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1215 1.1168 1.0949
R3 1.1096 1.1049 1.0917
R2 1.0977 1.0977 1.0906
R1 1.0930 1.0930 1.0895 1.0954
PP 1.0858 1.0858 1.0858 1.0869
S1 1.0811 1.0811 1.0873 1.0835
S2 1.0739 1.0739 1.0862
S3 1.0620 1.0692 1.0851
S4 1.0501 1.0573 1.0819
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1828 1.1644 1.1041
R3 1.1539 1.1355 1.0961
R2 1.1250 1.1250 1.0935
R1 1.1066 1.1066 1.0908 1.1014
PP 1.0961 1.0961 1.0961 1.0935
S1 1.0777 1.0777 1.0856 1.0725
S2 1.0672 1.0672 1.0829
S3 1.0383 1.0488 1.0803
S4 1.0094 1.0199 1.0723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1082 1.0785 0.0297 2.7% 0.0121 1.1% 33% False True 40,067
10 1.1163 1.0785 0.0378 3.5% 0.0113 1.0% 26% False True 42,857
20 1.1163 1.0680 0.0483 4.4% 0.0111 1.0% 42% False False 35,536
40 1.1163 1.0268 0.0895 8.2% 0.0103 0.9% 69% False False 17,839
60 1.1163 1.0250 0.0913 8.4% 0.0093 0.9% 69% False False 11,899
80 1.1163 1.0153 0.1010 9.3% 0.0078 0.7% 72% False False 8,927
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 0.0030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1410
2.618 1.1216
1.618 1.1097
1.000 1.1023
0.618 1.0978
HIGH 1.0904
0.618 1.0859
0.500 1.0845
0.382 1.0830
LOW 1.0785
0.618 1.0711
1.000 1.0666
1.618 1.0592
2.618 1.0473
4.250 1.0279
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 1.0871 1.0878
PP 1.0858 1.0872
S1 1.0845 1.0867

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

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