CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 1.1303 1.1350 0.0047 0.4% 1.1207
High 1.1403 1.1438 0.0035 0.3% 1.1392
Low 1.1273 1.1293 0.0020 0.2% 1.1105
Close 1.1357 1.1396 0.0039 0.3% 1.1324
Range 0.0130 0.0145 0.0015 11.5% 0.0287
ATR 0.0113 0.0116 0.0002 2.0% 0.0000
Volume 48,388 19,504 -28,884 -59.7% 162,885
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1811 1.1748 1.1476
R3 1.1666 1.1603 1.1436
R2 1.1521 1.1521 1.1423
R1 1.1458 1.1458 1.1409 1.1490
PP 1.1376 1.1376 1.1376 1.1391
S1 1.1313 1.1313 1.1383 1.1345
S2 1.1231 1.1231 1.1369
S3 1.1086 1.1168 1.1356
S4 1.0941 1.1023 1.1316
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2135 1.2016 1.1482
R3 1.1848 1.1729 1.1403
R2 1.1561 1.1561 1.1377
R1 1.1442 1.1442 1.1350 1.1502
PP 1.1274 1.1274 1.1274 1.1303
S1 1.1155 1.1155 1.1298 1.1215
S2 1.0987 1.0987 1.1271
S3 1.0700 1.0868 1.1245
S4 1.0413 1.0581 1.1166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1438 1.1105 0.0333 2.9% 0.0130 1.1% 87% True False 41,000
10 1.1438 1.1021 0.0417 3.7% 0.0117 1.0% 90% True False 39,488
20 1.1438 1.0710 0.0728 6.4% 0.0114 1.0% 94% True False 40,385
40 1.1438 1.0680 0.0758 6.7% 0.0111 1.0% 94% True False 36,149
60 1.1438 1.0268 0.1170 10.3% 0.0106 0.9% 96% True False 24,135
80 1.1438 1.0250 0.1188 10.4% 0.0097 0.8% 96% True False 18,106
100 1.1438 1.0092 0.1346 11.8% 0.0083 0.7% 97% True False 14,487
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2054
2.618 1.1818
1.618 1.1673
1.000 1.1583
0.618 1.1528
HIGH 1.1438
0.618 1.1383
0.500 1.1366
0.382 1.1348
LOW 1.1293
0.618 1.1203
1.000 1.1148
1.618 1.1058
2.618 1.0913
4.250 1.0677
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 1.1386 1.1379
PP 1.1376 1.1361
S1 1.1366 1.1344

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

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