CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 1.0814 1.0888 0.0074 0.7% 1.0862
High 1.0957 1.0930 -0.0027 -0.2% 1.0962
Low 1.0760 1.0872 0.0112 1.0% 1.0710
Close 1.0880 1.0918 0.0038 0.3% 1.0831
Range 0.0197 0.0058 -0.0139 -70.6% 0.0252
ATR 0.0117 0.0113 -0.0004 -3.6% 0.0000
Volume 36,388 48,983 12,595 34.6% 193,022
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1081 1.1057 1.0950
R3 1.1023 1.0999 1.0934
R2 1.0965 1.0965 1.0929
R1 1.0941 1.0941 1.0923 1.0953
PP 1.0907 1.0907 1.0907 1.0913
S1 1.0883 1.0883 1.0913 1.0895
S2 1.0849 1.0849 1.0907
S3 1.0791 1.0825 1.0902
S4 1.0733 1.0767 1.0886
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 1.0957 1.0710 0.0247 2.3% 0.0121 1.1% 84% False False 44,794
10 1.1025 1.0710 0.0315 2.9% 0.0118 1.1% 66% False False 41,659
20 1.1163 1.0691 0.0472 4.3% 0.0116 1.1% 48% False False 45,744
40 1.1163 1.0268 0.0895 8.2% 0.0106 1.0% 73% False False 24,423
60 1.1163 1.0267 0.0896 8.2% 0.0095 0.9% 73% False False 16,289
80 1.1163 1.0250 0.0913 8.4% 0.0086 0.8% 73% False False 12,221
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1177
2.618 1.1082
1.618 1.1024
1.000 1.0988
0.618 1.0966
HIGH 1.0930
0.618 1.0908
0.500 1.0901
0.382 1.0894
LOW 1.0872
0.618 1.0836
1.000 1.0814
1.618 1.0778
2.618 1.0720
4.250 1.0626
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 1.0912 1.0898
PP 1.0907 1.0878
S1 1.0901 1.0859

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

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