CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 1.0820 1.0810 -0.0010 -0.1% 1.0884
High 1.0820 1.0930 0.0110 1.0% 1.0968
Low 1.0820 1.0810 -0.0010 -0.1% 1.0725
Close 1.0815 1.0886 0.0071 0.7% 1.0839
Range 0.0000 0.0120 0.0120 0.0243
ATR 0.0076 0.0080 0.0003 4.1% 0.0000
Volume 4 9 5 125.0% 100
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1235 1.1181 1.0952
R3 1.1115 1.1061 1.0919
R2 1.0995 1.0995 1.0908
R1 1.0941 1.0941 1.0897 1.0968
PP 1.0875 1.0875 1.0875 1.0889
S1 1.0821 1.0821 1.0875 1.0848
S2 1.0755 1.0755 1.0864
S3 1.0635 1.0701 1.0853
S4 1.0515 1.0581 1.0820
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1573 1.1449 1.0973
R3 1.1330 1.1206 1.0906
R2 1.1087 1.1087 1.0884
R1 1.0963 1.0963 1.0861 1.0904
PP 1.0844 1.0844 1.0844 1.0814
S1 1.0720 1.0720 1.0817 1.0661
S2 1.0601 1.0601 1.0794
S3 1.0358 1.0477 1.0772
S4 1.0115 1.0234 1.0705
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0968 1.0725 0.0243 2.2% 0.0064 0.6% 66% False False 22
10 1.1090 1.0725 0.0365 3.4% 0.0071 0.7% 44% False False 17
20 1.1148 1.0725 0.0423 3.9% 0.0051 0.5% 38% False False 16
40 1.1148 1.0291 0.0857 7.9% 0.0029 0.3% 69% False False 8
60 1.1148 1.0291 0.0857 7.9% 0.0020 0.2% 69% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1440
2.618 1.1244
1.618 1.1124
1.000 1.1050
0.618 1.1004
HIGH 1.0930
0.618 1.0884
0.500 1.0870
0.382 1.0856
LOW 1.0810
0.618 1.0736
1.000 1.0690
1.618 1.0616
2.618 1.0496
4.250 1.0300
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 1.0881 1.0881
PP 1.0875 1.0875
S1 1.0870 1.0870

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

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