CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 1.1145 1.1275 0.0130 1.2% 1.1005
High 1.1251 1.1377 0.0126 1.1% 1.1233
Low 1.1145 1.1275 0.0130 1.2% 1.1005
Close 1.1257 1.1329 0.0072 0.6% 1.1204
Range 0.0106 0.0102 -0.0004 -3.8% 0.0228
ATR 0.0073 0.0076 0.0003 4.6% 0.0000
Volume 5 14 9 180.0% 141
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1633 1.1583 1.1385
R3 1.1531 1.1481 1.1357
R2 1.1429 1.1429 1.1348
R1 1.1379 1.1379 1.1338 1.1404
PP 1.1327 1.1327 1.1327 1.1340
S1 1.1277 1.1277 1.1320 1.1302
S2 1.1225 1.1225 1.1310
S3 1.1123 1.1175 1.1301
S4 1.1021 1.1073 1.1273
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 1.1377 1.1122 0.0255 2.3% 0.0059 0.5% 81% True False 41
10 1.1377 1.0950 0.0427 3.8% 0.0061 0.5% 89% True False 33
20 1.1377 1.0725 0.0652 5.8% 0.0062 0.6% 93% True False 25
40 1.1377 1.0696 0.0681 6.0% 0.0042 0.4% 93% True False 17
60 1.1377 1.0291 0.1086 9.6% 0.0030 0.3% 96% True 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 False
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 1.1811
2.618 1.1644
1.618 1.1542
1.000 1.1479
0.618 1.1440
HIGH 1.1377
0.618 1.1338
0.500 1.1326
0.382 1.1314
LOW 1.1275
0.618 1.1212
1.000 1.1173
1.618 1.1110
2.618 1.1008
4.250 1.0842
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 1.1328 1.1303
PP 1.1327 1.1276
S1 1.1326 1.1250

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

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