CME Swiss Franc Future September 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 1.1065 1.1066 0.0001 0.0% 1.0838
High 1.1065 1.1100 0.0035 0.3% 1.1148
Low 1.1050 1.1066 0.0016 0.1% 1.0838
Close 1.1068 1.1089 0.0021 0.2% 1.1105
Range 0.0015 0.0034 0.0019 126.7% 0.0310
ATR 0.0067 0.0065 -0.0002 -3.5% 0.0000
Volume 15 2 -13 -86.7% 115
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1187 1.1172 1.1108
R3 1.1153 1.1138 1.1098
R2 1.1119 1.1119 1.1095
R1 1.1104 1.1104 1.1092 1.1112
PP 1.1085 1.1085 1.1085 1.1089
S1 1.1070 1.1070 1.1086 1.1078
S2 1.1051 1.1051 1.1083
S3 1.1017 1.1036 1.1080
S4 1.0983 1.1002 1.1070
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1960 1.1843 1.1276
R3 1.1650 1.1533 1.1190
R2 1.1340 1.1340 1.1162
R1 1.1223 1.1223 1.1133 1.1282
PP 1.1030 1.1030 1.1030 1.1060
S1 1.0913 1.0913 1.1077 1.0972
S2 1.0720 1.0720 1.1048
S3 1.0410 1.0603 1.1020
S4 1.0100 1.0293 1.0935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1148 1.0956 0.0192 1.7% 0.0040 0.4% 69% False False 25
10 1.1148 1.0745 0.0403 3.6% 0.0022 0.2% 85% False False 14
20 1.1148 1.0696 0.0452 4.1% 0.0012 0.1% 87% False False 8
40 1.1148 1.0291 0.0857 7.7% 0.0009 0.1% 93% False False 4
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1245
2.618 1.1189
1.618 1.1155
1.000 1.1134
0.618 1.1121
HIGH 1.1100
0.618 1.1087
0.500 1.1083
0.382 1.1079
LOW 1.1066
0.618 1.1045
1.000 1.1032
1.618 1.1011
2.618 1.0977
4.250 1.0922
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 1.1087 1.1085
PP 1.1085 1.1080
S1 1.1083 1.1076

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

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