CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 1.1140 1.1145 0.0005 0.0% 1.1005
High 1.1140 1.1251 0.0111 1.0% 1.1233
Low 1.1122 1.1145 0.0023 0.2% 1.1005
Close 1.1129 1.1257 0.0128 1.2% 1.1204
Range 0.0018 0.0106 0.0088 488.9% 0.0228
ATR 0.0069 0.0073 0.0004 5.5% 0.0000
Volume 147 5 -142 -96.6% 141
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1536 1.1502 1.1315
R3 1.1430 1.1396 1.1286
R2 1.1324 1.1324 1.1276
R1 1.1290 1.1290 1.1267 1.1307
PP 1.1218 1.1218 1.1218 1.1226
S1 1.1184 1.1184 1.1247 1.1201
S2 1.1112 1.1112 1.1238
S3 1.1006 1.1078 1.1228
S4 1.0900 1.0972 1.1199
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 1.1251 1.1122 0.0129 1.1% 0.0053 0.5% 105% True False 43
10 1.1251 1.0910 0.0341 3.0% 0.0053 0.5% 102% True False 33
20 1.1251 1.0725 0.0526 4.7% 0.0062 0.6% 101% True False 25
40 1.1251 1.0696 0.0555 4.9% 0.0039 0.3% 101% True False 16
60 1.1251 1.0291 0.0960 8.5% 0.0028 0.3% 101% True False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1702
2.618 1.1529
1.618 1.1423
1.000 1.1357
0.618 1.1317
HIGH 1.1251
0.618 1.1211
0.500 1.1198
0.382 1.1185
LOW 1.1145
0.618 1.1079
1.000 1.1039
1.618 1.0973
2.618 1.0867
4.250 1.0695
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 1.1237 1.1234
PP 1.1218 1.1210
S1 1.1198 1.1187

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

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