CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 1.0874 1.0839 -0.0035 -0.3% 1.1065
High 1.0874 1.0907 0.0033 0.3% 1.1131
Low 1.0860 1.0800 -0.0060 -0.6% 1.0895
Close 1.0862 1.0892 0.0030 0.3% 1.0892
Range 0.0014 0.0107 0.0093 664.3% 0.0236
ATR 0.0073 0.0076 0.0002 3.3% 0.0000
Volume 21 12 -9 -42.9% 49
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1187 1.1147 1.0951
R3 1.1080 1.1040 1.0921
R2 1.0973 1.0973 1.0912
R1 1.0933 1.0933 1.0902 1.0953
PP 1.0866 1.0866 1.0866 1.0877
S1 1.0826 1.0826 1.0882 1.0846
S2 1.0759 1.0759 1.0872
S3 1.0652 1.0719 1.0863
S4 1.0545 1.0612 1.0833
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 1.1090 1.0800 0.0290 2.7% 0.0078 0.7% 32% False True 12
10 1.1148 1.0800 0.0348 3.2% 0.0061 0.6% 26% False True 19
20 1.1148 1.0696 0.0452 4.1% 0.0036 0.3% 43% False False 11
40 1.1148 1.0291 0.0857 7.9% 0.0021 0.2% 70% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.1362
2.618 1.1187
1.618 1.1080
1.000 1.1014
0.618 1.0973
HIGH 1.0907
0.618 1.0866
0.500 1.0854
0.382 1.0841
LOW 1.0800
0.618 1.0734
1.000 1.0693
1.618 1.0627
2.618 1.0520
4.250 1.0345
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 1.0879 1.0884
PP 1.0866 1.0876
S1 1.0854 1.0868

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

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