CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 1.1384 1.1317 -0.0067 -0.6% 1.1191
High 1.1422 1.1388 -0.0034 -0.3% 1.1434
Low 1.1301 1.1240 -0.0061 -0.5% 1.1189
Close 1.1330 1.1374 0.0044 0.4% 1.1405
Range 0.0121 0.0148 0.0027 22.3% 0.0245
ATR 0.0131 0.0133 0.0001 0.9% 0.0000
Volume 33,857 38,213 4,356 12.9% 210,470
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 1.1778 1.1724 1.1455
R3 1.1630 1.1576 1.1415
R2 1.1482 1.1482 1.1401
R1 1.1428 1.1428 1.1388 1.1455
PP 1.1334 1.1334 1.1334 1.1348
S1 1.1280 1.1280 1.1360 1.1307
S2 1.1186 1.1186 1.1347
S3 1.1038 1.1132 1.1333
S4 1.0890 1.0984 1.1293
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.2078 1.1986 1.1540
R3 1.1833 1.1741 1.1472
R2 1.1588 1.1588 1.1450
R1 1.1496 1.1496 1.1427 1.1542
PP 1.1343 1.1343 1.1343 1.1366
S1 1.1251 1.1251 1.1383 1.1297
S2 1.1098 1.1098 1.1360
S3 1.0853 1.1006 1.1338
S4 1.0608 1.0761 1.1270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1434 1.1240 0.0194 1.7% 0.0127 1.1% 69% False True 42,474
10 1.1434 1.1177 0.0257 2.3% 0.0135 1.2% 77% False False 40,304
20 1.1697 1.1177 0.0520 4.6% 0.0139 1.2% 38% False False 41,445
40 1.1697 1.0710 0.0987 8.7% 0.0127 1.1% 67% False False 40,915
60 1.1697 1.0680 0.1017 8.9% 0.0121 1.1% 68% False False 37,914
80 1.1697 1.0268 0.1429 12.6% 0.0114 1.0% 77% False False 28,463
100 1.1697 1.0250 0.1447 12.7% 0.0105 0.9% 78% False False 22,774
120 1.1697 1.0092 0.1605 14.1% 0.0092 0.8% 80% False False 18,980
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0044
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2017
2.618 1.1775
1.618 1.1627
1.000 1.1536
0.618 1.1479
HIGH 1.1388
0.618 1.1331
0.500 1.1314
0.382 1.1297
LOW 1.1240
0.618 1.1149
1.000 1.1092
1.618 1.1001
2.618 1.0853
4.250 1.0611
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 1.1354 1.1362
PP 1.1334 1.1349
S1 1.1314 1.1337

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

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