CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 1.1070 1.1150 0.0080 0.7% 1.0853
High 1.1151 1.1200 0.0049 0.4% 1.0997
Low 1.1055 1.1132 0.0077 0.7% 1.0810
Close 1.1159 1.1166 0.0007 0.1% 1.0997
Range 0.0096 0.0068 -0.0028 -29.2% 0.0187
ATR 0.0077 0.0076 -0.0001 -0.8% 0.0000
Volume 7 59 52 742.9% 69
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1370 1.1336 1.1203
R3 1.1302 1.1268 1.1185
R2 1.1234 1.1234 1.1178
R1 1.1200 1.1200 1.1172 1.1217
PP 1.1166 1.1166 1.1166 1.1175
S1 1.1132 1.1132 1.1160 1.1149
S2 1.1098 1.1098 1.1154
S3 1.1030 1.1064 1.1147
S4 1.0962 1.0996 1.1129
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1496 1.1433 1.1100
R3 1.1309 1.1246 1.1048
R2 1.1122 1.1122 1.1031
R1 1.1059 1.1059 1.1014 1.1091
PP 1.0935 1.0935 1.0935 1.0950
S1 1.0872 1.0872 1.0980 1.0904
S2 1.0748 1.0748 1.0963
S3 1.0561 1.0685 1.0946
S4 1.0374 1.0498 1.0894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1200 1.0910 0.0290 2.6% 0.0053 0.5% 88% True False 22
10 1.1200 1.0725 0.0475 4.3% 0.0059 0.5% 93% True False 22
20 1.1200 1.0725 0.0475 4.3% 0.0060 0.5% 93% True False 21
40 1.1200 1.0456 0.0744 6.7% 0.0036 0.3% 95% True False 11
60 1.1200 1.0291 0.0909 8.1% 0.0024 0.2% 96% True False 8
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1489
2.618 1.1378
1.618 1.1310
1.000 1.1268
0.618 1.1242
HIGH 1.1200
0.618 1.1174
0.500 1.1166
0.382 1.1158
LOW 1.1132
0.618 1.1090
1.000 1.1064
1.618 1.1022
2.618 1.0954
4.250 1.0843
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 1.1166 1.1145
PP 1.1166 1.1124
S1 1.1166 1.1103

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

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