CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 1.1150 1.1164 0.0014 0.1% 1.0853
High 1.1200 1.1233 0.0033 0.3% 1.0997
Low 1.1132 1.1164 0.0032 0.3% 1.0810
Close 1.1166 1.1213 0.0047 0.4% 1.0997
Range 0.0068 0.0069 0.0001 1.5% 0.0187
ATR 0.0076 0.0076 -0.0001 -0.7% 0.0000
Volume 59 26 -33 -55.9% 69
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1410 1.1381 1.1251
R3 1.1341 1.1312 1.1232
R2 1.1272 1.1272 1.1226
R1 1.1243 1.1243 1.1219 1.1258
PP 1.1203 1.1203 1.1203 1.1211
S1 1.1174 1.1174 1.1207 1.1189
S2 1.1134 1.1134 1.1200
S3 1.1065 1.1105 1.1194
S4 1.0996 1.1036 1.1175
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 1.1233 1.0950 0.0283 2.5% 0.0063 0.6% 93% True False 25
10 1.1233 1.0725 0.0508 4.5% 0.0062 0.6% 96% True False 19
20 1.1233 1.0725 0.0508 4.5% 0.0061 0.5% 96% True False 17
40 1.1233 1.0550 0.0683 6.1% 0.0038 0.3% 97% True False 12
60 1.1233 1.0291 0.0942 8.4% 0.0025 0.2% 98% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1526
2.618 1.1414
1.618 1.1345
1.000 1.1302
0.618 1.1276
HIGH 1.1233
0.618 1.1207
0.500 1.1199
0.382 1.1190
LOW 1.1164
0.618 1.1121
1.000 1.1095
1.618 1.1052
2.618 1.0983
4.250 1.0871
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 1.1208 1.1190
PP 1.1203 1.1167
S1 1.1199 1.1144

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

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