CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 1.0890 1.0891 0.0001 0.0% 1.0862
High 1.0962 1.0895 -0.0067 -0.6% 1.0962
Low 1.0873 1.0710 -0.0163 -1.5% 1.0710
Close 1.0918 1.0831 -0.0087 -0.8% 1.0831
Range 0.0089 0.0185 0.0096 107.9% 0.0252
ATR 0.0109 0.0116 0.0007 6.5% 0.0000
Volume 39,577 37,099 -2,478 -6.3% 193,022
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1367 1.1284 1.0933
R3 1.1182 1.1099 1.0882
R2 1.0997 1.0997 1.0865
R1 1.0914 1.0914 1.0848 1.0863
PP 1.0812 1.0812 1.0812 1.0787
S1 1.0729 1.0729 1.0814 1.0678
S2 1.0627 1.0627 1.0797
S3 1.0442 1.0544 1.0780
S4 1.0257 1.0359 1.0729
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1590 1.1463 1.0970
R3 1.1338 1.1211 1.0900
R2 1.1086 1.1086 1.0877
R1 1.0959 1.0959 1.0854 1.0897
PP 1.0834 1.0834 1.0834 1.0803
S1 1.0707 1.0707 1.0808 1.0645
S2 1.0582 1.0582 1.0785
S3 1.0330 1.0455 1.0762
S4 1.0078 1.0203 1.0692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0962 1.0710 0.0252 2.3% 0.0119 1.1% 48% False True 38,604
10 1.1145 1.0710 0.0435 4.0% 0.0115 1.1% 28% False True 38,955
20 1.1163 1.0680 0.0483 4.5% 0.0114 1.0% 31% False False 39,231
40 1.1163 1.0268 0.0895 8.3% 0.0104 1.0% 63% False False 19,753
60 1.1163 1.0250 0.0913 8.4% 0.0092 0.9% 64% False False 13,176
80 1.1163 1.0167 0.0996 9.2% 0.0081 0.7% 67% False False 9,885
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 0.0027
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1.1681
2.618 1.1379
1.618 1.1194
1.000 1.1080
0.618 1.1009
HIGH 1.0895
0.618 1.0824
0.500 1.0803
0.382 1.0781
LOW 1.0710
0.618 1.0596
1.000 1.0525
1.618 1.0411
2.618 1.0226
4.250 0.9924
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 1.0822 1.0836
PP 1.0812 1.0834
S1 1.0803 1.0833

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

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