CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 1.1959 1.1887 -0.0072 -0.6% 1.1978
High 1.1969 1.1908 -0.0061 -0.5% 1.2010
Low 1.1838 1.1846 0.0008 0.1% 1.1838
Close 1.1875 1.1876 0.0001 0.0% 1.1876
Range 0.0131 0.0062 -0.0069 -52.7% 0.0172
ATR 0.0126 0.0122 -0.0005 -3.6% 0.0000
Volume 48,772 13,524 -35,248 -72.3% 180,532
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2063 1.2031 1.1910
R3 1.2001 1.1969 1.1893
R2 1.1939 1.1939 1.1887
R1 1.1907 1.1907 1.1882 1.1892
PP 1.1877 1.1877 1.1877 1.1869
S1 1.1845 1.1845 1.1870 1.1830
S2 1.1815 1.1815 1.1865
S3 1.1753 1.1783 1.1859
S4 1.1691 1.1721 1.1842
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2424 1.2322 1.1971
R3 1.2252 1.2150 1.1923
R2 1.2080 1.2080 1.1908
R1 1.1978 1.1978 1.1892 1.1943
PP 1.1908 1.1908 1.1908 1.1891
S1 1.1806 1.1806 1.1860 1.1771
S2 1.1736 1.1736 1.1844
S3 1.1564 1.1634 1.1829
S4 1.1392 1.1462 1.1781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2010 1.1838 0.0172 1.4% 0.0083 0.7% 22% False False 36,106
10 1.2010 1.1545 0.0465 3.9% 0.0121 1.0% 71% False False 42,045
20 1.2010 1.1177 0.0833 7.0% 0.0128 1.1% 84% False False 41,842
40 1.2010 1.1105 0.0905 7.6% 0.0129 1.1% 85% False False 41,282
60 1.2010 1.0710 0.1300 10.9% 0.0124 1.0% 90% False False 41,747
80 1.2010 1.0283 0.1727 14.5% 0.0119 1.0% 92% False False 34,868
100 1.2010 1.0268 0.1742 14.7% 0.0109 0.9% 92% False False 27,900
120 1.2010 1.0250 0.1760 14.8% 0.0103 0.9% 92% False False 23,253
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2172
2.618 1.2070
1.618 1.2008
1.000 1.1970
0.618 1.1946
HIGH 1.1908
0.618 1.1884
0.500 1.1877
0.382 1.1870
LOW 1.1846
0.618 1.1808
1.000 1.1784
1.618 1.1746
2.618 1.1684
4.250 1.1583
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 1.1877 1.1909
PP 1.1877 1.1898
S1 1.1876 1.1887

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

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