CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 1.1160 1.1140 -0.0020 -0.2% 1.1005
High 1.1200 1.1140 -0.0060 -0.5% 1.1233
Low 1.1130 1.1122 -0.0008 -0.1% 1.1005
Close 1.1160 1.1129 -0.0031 -0.3% 1.1204
Range 0.0070 0.0018 -0.0052 -74.3% 0.0228
ATR 0.0071 0.0069 -0.0002 -3.3% 0.0000
Volume 20 147 127 635.0% 141
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1184 1.1175 1.1139
R3 1.1166 1.1157 1.1134
R2 1.1148 1.1148 1.1132
R1 1.1139 1.1139 1.1131 1.1135
PP 1.1130 1.1130 1.1130 1.1128
S1 1.1121 1.1121 1.1127 1.1117
S2 1.1112 1.1112 1.1126
S3 1.1094 1.1103 1.1124
S4 1.1076 1.1085 1.1119
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 1.1122 0.0111 1.0% 0.0045 0.4% 6% False True 54
10 1.1233 1.0810 0.0423 3.8% 0.0054 0.5% 75% False False 33
20 1.1233 1.0725 0.0508 4.6% 0.0061 0.5% 80% False False 25
40 1.1233 1.0696 0.0537 4.8% 0.0037 0.3% 81% False False 16
60 1.1233 1.0291 0.0942 8.5% 0.0027 0.2% 89% False False 11
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1217
2.618 1.1187
1.618 1.1169
1.000 1.1158
0.618 1.1151
HIGH 1.1140
0.618 1.1133
0.500 1.1131
0.382 1.1129
LOW 1.1122
0.618 1.1111
1.000 1.1104
1.618 1.1093
2.618 1.1075
4.250 1.1046
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 1.1131 1.1163
PP 1.1130 1.1152
S1 1.1130 1.1140

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

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