CME Swiss Franc Future September 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 1.1164 1.1204 0.0040 0.4% 1.1005
High 1.1233 1.1204 -0.0029 -0.3% 1.1233
Low 1.1164 1.1204 0.0040 0.4% 1.1005
Close 1.1213 1.1204 -0.0009 -0.1% 1.1204
Range 0.0069 0.0000 -0.0069 -100.0% 0.0228
ATR 0.0076 0.0071 -0.0005 -6.3% 0.0000
Volume 26 20 -6 -23.1% 141
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1204 1.1204 1.1204
R3 1.1204 1.1204 1.1204
R2 1.1204 1.1204 1.1204
R1 1.1204 1.1204 1.1204 1.1204
PP 1.1204 1.1204 1.1204 1.1204
S1 1.1204 1.1204 1.1204 1.1204
S2 1.1204 1.1204 1.1204
S3 1.1204 1.1204 1.1204
S4 1.1204 1.1204 1.1204
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1831 1.1746 1.1329
R3 1.1603 1.1518 1.1267
R2 1.1375 1.1375 1.1246
R1 1.1290 1.1290 1.1225 1.1333
PP 1.1147 1.1147 1.1147 1.1169
S1 1.1062 1.1062 1.1183 1.1105
S2 1.0919 1.0919 1.1162
S3 1.0691 1.0834 1.1141
S4 1.0463 1.0606 1.1079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1233 1.1005 0.0228 2.0% 0.0054 0.5% 87% False False 28
10 1.1233 1.0810 0.0423 3.8% 0.0047 0.4% 93% False False 21
20 1.1233 1.0725 0.0508 4.5% 0.0059 0.5% 94% False False 17
40 1.1233 1.0560 0.0673 6.0% 0.0038 0.3% 96% False False 12
60 1.1233 1.0291 0.0942 8.4% 0.0025 0.2% 97% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1204
2.618 1.1204
1.618 1.1204
1.000 1.1204
0.618 1.1204
HIGH 1.1204
0.618 1.1204
0.500 1.1204
0.382 1.1204
LOW 1.1204
0.618 1.1204
1.000 1.1204
1.618 1.1204
2.618 1.1204
4.250 1.1204
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 1.1204 1.1197
PP 1.1204 1.1190
S1 1.1204 1.1183

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

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