CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 1.1037 1.1157 0.0120 1.1% 1.0819
High 1.1188 1.1204 0.0016 0.1% 1.1039
Low 1.1021 1.1123 0.0102 0.9% 1.0760
Close 1.1156 1.1163 0.0007 0.1% 1.0993
Range 0.0167 0.0081 -0.0086 -51.5% 0.0279
ATR 0.0115 0.0112 -0.0002 -2.1% 0.0000
Volume 28,908 56,466 27,558 95.3% 224,276
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1406 1.1366 1.1208
R3 1.1325 1.1285 1.1185
R2 1.1244 1.1244 1.1178
R1 1.1204 1.1204 1.1170 1.1224
PP 1.1163 1.1163 1.1163 1.1174
S1 1.1123 1.1123 1.1156 1.1143
S2 1.1082 1.1082 1.1148
S3 1.1001 1.1042 1.1141
S4 1.0920 1.0961 1.1118
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1768 1.1659 1.1146
R3 1.1489 1.1380 1.1070
R2 1.1210 1.1210 1.1044
R1 1.1101 1.1101 1.1019 1.1156
PP 1.0931 1.0931 1.0931 1.0958
S1 1.0822 1.0822 1.0967 1.0877
S2 1.0652 1.0652 1.0942
S3 1.0373 1.0543 1.0916
S4 1.0094 1.0264 1.0840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1204 1.0872 0.0332 3.0% 0.0101 0.9% 88% True False 42,084
10 1.1204 1.0710 0.0494 4.4% 0.0114 1.0% 92% True False 42,499
20 1.1204 1.0710 0.0494 4.4% 0.0113 1.0% 92% True False 42,678
40 1.1204 1.0283 0.0921 8.3% 0.0110 1.0% 96% True False 28,454
60 1.1204 1.0268 0.0936 8.4% 0.0096 0.9% 96% True False 18,978
80 1.1204 1.0250 0.0954 8.5% 0.0089 0.8% 96% True False 14,239
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1548
2.618 1.1416
1.618 1.1335
1.000 1.1285
0.618 1.1254
HIGH 1.1204
0.618 1.1173
0.500 1.1164
0.382 1.1154
LOW 1.1123
0.618 1.1073
1.000 1.1042
1.618 1.0992
2.618 1.0911
4.250 1.0779
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 1.1164 1.1140
PP 1.1163 1.1117
S1 1.1163 1.1095

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

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