CME Swiss Franc Future September 2011

Trading Metrics calculated at close of trading on 28-Mar-2011

Day Change Summary
	Previous	Current
	25-Mar-2011	28-Mar-2011	Change	Change %	Previous Week
Open	1.0995	1.0884	-0.0111	-1.0%	1.1065
High	1.0995	1.0935	-0.0060	-0.5%	1.1131
Low	1.0895	1.0862	-0.0033	-0.3%	1.0895
Close	1.0892	1.0922	0.0030	0.3%	1.0892
Range	0.0100	0.0073	-0.0027	-27.0%	0.0236
ATR	0.0074	0.0074	0.0000	-0.1%	0.0000
Volume	15	7	-8	-53.3%	49

Daily Pivots for day following 28-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1125	1.1097	1.0962
R3	1.1052	1.1024	1.0942
R2	1.0979	1.0979	1.0935
R1	1.0951	1.0951	1.0929	1.0965
PP	1.0906	1.0906	1.0906	1.0914
S1	1.0878	1.0878	1.0915	1.0892
S2	1.0833	1.0833	1.0909
S3	1.0760	1.0805	1.0902
S4	1.0687	1.0732	1.0882

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1681	1.1522	1.1022
R3	1.1445	1.1286	1.0957
R2	1.1209	1.1209	1.0935
R1	1.1050	1.1050	1.0914	1.1012
PP	1.0973	1.0973	1.0973	1.0953
S1	1.0814	1.0814	1.0870	1.0776
S2	1.0737	1.0737	1.0849
S3	1.0501	1.0578	1.0827
S4	1.0265	1.0342	1.0762

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1131	1.0862	0.0269	2.5%	0.0078	0.7%	22%	False	True	8
10	1.1148	1.0862	0.0286	2.6%	0.0057	0.5%	21%	False	True	16
20	1.1148	1.0696	0.0452	4.1%	0.0030	0.3%	50%	False	False	9
40	1.1148	1.0291	0.0857	7.8%	0.0018	0.2%	74%	False	False	5

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0005
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1245
2.618	1.1126
1.618	1.1053
1.000	1.1008
0.618	1.0980
HIGH	1.0935
0.618	1.0907
0.500	1.0899
0.382	1.0890
LOW	1.0862
0.618	1.0817
1.000	1.0789
1.618	1.0744
2.618	1.0671
4.250	1.0552

Fisher Pivots for day following 28-Mar-2011
Pivot	1 day	3 day
R1	1.0914	1.0976
PP	1.0906	1.0958
S1	1.0899	1.0940

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols