CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 1.0884 1.0874 -0.0010 -0.1% 1.1065
High 1.0935 1.0874 -0.0061 -0.6% 1.1131
Low 1.0862 1.0860 -0.0002 0.0% 1.0895
Close 1.0922 1.0862 -0.0060 -0.5% 1.0892
Range 0.0073 0.0014 -0.0059 -80.8% 0.0236
ATR 0.0074 0.0073 -0.0001 -1.2% 0.0000
Volume 7 21 14 200.0% 49
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0907 1.0899 1.0870
R3 1.0893 1.0885 1.0866
R2 1.0879 1.0879 1.0865
R1 1.0871 1.0871 1.0863 1.0868
PP 1.0865 1.0865 1.0865 1.0864
S1 1.0857 1.0857 1.0861 1.0854
S2 1.0851 1.0851 1.0859
S3 1.0837 1.0843 1.0858
S4 1.0823 1.0829 1.0854
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 1.0860 0.0271 2.5% 0.0074 0.7% 1% False True 12
10 1.1148 1.0860 0.0288 2.7% 0.0057 0.5% 1% False True 18
20 1.1148 1.0696 0.0452 4.2% 0.0030 0.3% 37% False False 10
40 1.1148 1.0291 0.0857 7.9% 0.0019 0.2% 67% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0005
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0934
2.618 1.0911
1.618 1.0897
1.000 1.0888
0.618 1.0883
HIGH 1.0874
0.618 1.0869
0.500 1.0867
0.382 1.0865
LOW 1.0860
0.618 1.0851
1.000 1.0846
1.618 1.0837
2.618 1.0823
4.250 1.0801
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 1.0867 1.0928
PP 1.0865 1.0906
S1 1.0864 1.0884

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

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