CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 1.1406 1.1463 0.0057 0.5% 1.1566
High 1.1484 1.1488 0.0004 0.0% 1.1697
Low 1.1381 1.1334 -0.0047 -0.4% 1.1366
Close 1.1462 1.1353 -0.0109 -1.0% 1.1382
Range 0.0103 0.0154 0.0051 49.5% 0.0331
ATR 0.0129 0.0131 0.0002 1.4% 0.0000
Volume 37,771 46,673 8,902 23.6% 216,851
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 1.1854 1.1757 1.1438
R3 1.1700 1.1603 1.1395
R2 1.1546 1.1546 1.1381
R1 1.1449 1.1449 1.1367 1.1421
PP 1.1392 1.1392 1.1392 1.1377
S1 1.1295 1.1295 1.1339 1.1267
S2 1.1238 1.1238 1.1325
S3 1.1084 1.1141 1.1311
S4 1.0930 1.0987 1.1268
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.2475 1.2259 1.1564
R3 1.2144 1.1928 1.1473
R2 1.1813 1.1813 1.1443
R1 1.1597 1.1597 1.1412 1.1540
PP 1.1482 1.1482 1.1482 1.1453
S1 1.1266 1.1266 1.1352 1.1209
S2 1.1151 1.1151 1.1321
S3 1.0820 1.0935 1.1291
S4 1.0489 1.0604 1.1200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1697 1.1334 0.0363 3.2% 0.0154 1.4% 5% False True 44,844
10 1.1697 1.1322 0.0375 3.3% 0.0144 1.3% 8% False False 42,587
20 1.1697 1.1021 0.0676 6.0% 0.0131 1.2% 49% False False 41,037
40 1.1697 1.0710 0.0987 8.7% 0.0123 1.1% 65% False False 42,627
60 1.1697 1.0275 0.1422 12.5% 0.0114 1.0% 76% False False 31,227
80 1.1697 1.0268 0.1429 12.6% 0.0104 0.9% 76% False False 23,427
100 1.1697 1.0250 0.1447 12.7% 0.0097 0.9% 76% False False 18,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2143
2.618 1.1891
1.618 1.1737
1.000 1.1642
0.618 1.1583
HIGH 1.1488
0.618 1.1429
0.500 1.1411
0.382 1.1393
LOW 1.1334
0.618 1.1239
1.000 1.1180
1.618 1.1085
2.618 1.0931
4.250 1.0680
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 1.1411 1.1432
PP 1.1392 1.1405
S1 1.1372 1.1379

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

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