CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 1.1427 1.1449 0.0022 0.2% 1.1303
High 1.1510 1.1596 0.0086 0.7% 1.1596
Low 1.1418 1.1434 0.0016 0.1% 1.1273
Close 1.1458 1.1581 0.0123 1.1% 1.1581
Range 0.0092 0.0162 0.0070 76.1% 0.0323
ATR 0.0121 0.0124 0.0003 2.4% 0.0000
Volume 51,763 34,618 -17,145 -33.1% 192,471
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2023 1.1964 1.1670
R3 1.1861 1.1802 1.1626
R2 1.1699 1.1699 1.1611
R1 1.1640 1.1640 1.1596 1.1670
PP 1.1537 1.1537 1.1537 1.1552
S1 1.1478 1.1478 1.1566 1.1508
S2 1.1375 1.1375 1.1551
S3 1.1213 1.1316 1.1536
S4 1.1051 1.1154 1.1492
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2452 1.2340 1.1759
R3 1.2129 1.2017 1.1670
R2 1.1806 1.1806 1.1640
R1 1.1694 1.1694 1.1611 1.1750
PP 1.1483 1.1483 1.1483 1.1512
S1 1.1371 1.1371 1.1551 1.1427
S2 1.1160 1.1160 1.1522
S3 1.0837 1.1048 1.1492
S4 1.0514 1.0725 1.1403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1596 1.1273 0.0323 2.8% 0.0149 1.3% 95% True False 38,494
10 1.1596 1.1105 0.0491 4.2% 0.0130 1.1% 97% True False 39,515
20 1.1596 1.0710 0.0886 7.7% 0.0122 1.1% 98% True False 40,975
40 1.1596 1.0680 0.0916 7.9% 0.0116 1.0% 98% True False 39,220
60 1.1596 1.0268 0.1328 11.5% 0.0109 0.9% 99% True False 26,210
80 1.1596 1.0250 0.1346 11.6% 0.0099 0.9% 99% True False 19,662
100 1.1596 1.0153 0.1443 12.5% 0.0087 0.8% 99% True False 15,732
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2285
2.618 1.2020
1.618 1.1858
1.000 1.1758
0.618 1.1696
HIGH 1.1596
0.618 1.1534
0.500 1.1515
0.382 1.1496
LOW 1.1434
0.618 1.1334
1.000 1.1272
1.618 1.1172
2.618 1.1010
4.250 1.0746
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 1.1559 1.1540
PP 1.1537 1.1500
S1 1.1515 1.1459

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

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