CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 1.0810 1.0910 0.0100 0.9% 1.0884
High 1.0930 1.0930 0.0000 0.0% 1.0968
Low 1.0810 1.0910 0.0100 0.9% 1.0725
Close 1.0886 1.0924 0.0038 0.3% 1.0839
Range 0.0120 0.0020 -0.0100 -83.3% 0.0243
ATR 0.0080 0.0077 -0.0003 -3.2% 0.0000
Volume 9 13 4 44.4% 100
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0981 1.0973 1.0935
R3 1.0961 1.0953 1.0930
R2 1.0941 1.0941 1.0928
R1 1.0933 1.0933 1.0926 1.0937
PP 1.0921 1.0921 1.0921 1.0924
S1 1.0913 1.0913 1.0922 1.0917
S2 1.0901 1.0901 1.0920
S3 1.0881 1.0893 1.0919
S4 1.0861 1.0873 1.0913
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 1.0930 1.0725 0.0205 1.9% 0.0061 0.6% 97% True False 14
10 1.0995 1.0725 0.0270 2.5% 0.0064 0.6% 74% False False 18
20 1.1148 1.0725 0.0423 3.9% 0.0052 0.5% 47% False False 16
40 1.1148 1.0291 0.0857 7.8% 0.0030 0.3% 74% False False 9
60 1.1148 1.0291 0.0857 7.8% 0.0020 0.2% 74% False False 6
Crabel Price Patterns
NR True
NR4 False
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 False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1015
2.618 1.0982
1.618 1.0962
1.000 1.0950
0.618 1.0942
HIGH 1.0930
0.618 1.0922
0.500 1.0920
0.382 1.0918
LOW 1.0910
0.618 1.0898
1.000 1.0890
1.618 1.0878
2.618 1.0858
4.250 1.0825
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 1.0923 1.0906
PP 1.0921 1.0888
S1 1.0920 1.0870

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

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