CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 1.1887 1.1866 -0.0021 -0.2% 1.1978
High 1.1908 1.1966 0.0058 0.5% 1.2010
Low 1.1846 1.1810 -0.0036 -0.3% 1.1838
Close 1.1876 1.1951 0.0075 0.6% 1.1876
Range 0.0062 0.0156 0.0094 151.6% 0.0172
ATR 0.0122 0.0124 0.0002 2.0% 0.0000
Volume 13,524 1,116 -12,408 -91.7% 180,532
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2377 1.2320 1.2037
R3 1.2221 1.2164 1.1994
R2 1.2065 1.2065 1.1980
R1 1.2008 1.2008 1.1965 1.2037
PP 1.1909 1.1909 1.1909 1.1923
S1 1.1852 1.1852 1.1937 1.1881
S2 1.1753 1.1753 1.1922
S3 1.1597 1.1696 1.1908
S4 1.1441 1.1540 1.1865
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 1.1810 0.0200 1.7% 0.0098 0.8% 71% False True 30,629
10 1.2010 1.1702 0.0308 2.6% 0.0116 1.0% 81% False False 37,472
20 1.2010 1.1189 0.0821 6.9% 0.0127 1.1% 93% False False 39,825
40 1.2010 1.1105 0.0905 7.6% 0.0131 1.1% 93% False False 40,336
60 1.2010 1.0710 0.1300 10.9% 0.0125 1.0% 95% False False 40,702
80 1.2010 1.0428 0.1582 13.2% 0.0119 1.0% 96% False False 34,881
100 1.2010 1.0268 0.1742 14.6% 0.0111 0.9% 97% False False 27,911
120 1.2010 1.0250 0.1760 14.7% 0.0104 0.9% 97% False False 23,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2629
2.618 1.2374
1.618 1.2218
1.000 1.2122
0.618 1.2062
HIGH 1.1966
0.618 1.1906
0.500 1.1888
0.382 1.1870
LOW 1.1810
0.618 1.1714
1.000 1.1654
1.618 1.1558
2.618 1.1402
4.250 1.1147
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 1.1930 1.1931
PP 1.1909 1.1910
S1 1.1888 1.1890

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

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