CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 1.1324 1.1338 0.0014 0.1% 1.1160
High 1.1400 1.1440 0.0040 0.4% 1.1377
Low 1.1324 1.1338 0.0014 0.1% 1.1122
Close 1.1362 1.1401 0.0039 0.3% 1.1329
Range 0.0076 0.0102 0.0026 34.2% 0.0255
ATR 0.0076 0.0078 0.0002 2.4% 0.0000
Volume 58 20 -38 -65.5% 186
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1699 1.1652 1.1457
R3 1.1597 1.1550 1.1429
R2 1.1495 1.1495 1.1420
R1 1.1448 1.1448 1.1410 1.1472
PP 1.1393 1.1393 1.1393 1.1405
S1 1.1346 1.1346 1.1392 1.1370
S2 1.1291 1.1291 1.1382
S3 1.1189 1.1244 1.1373
S4 1.1087 1.1142 1.1345
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2041 1.1940 1.1469
R3 1.1786 1.1685 1.1399
R2 1.1531 1.1531 1.1376
R1 1.1430 1.1430 1.1352 1.1481
PP 1.1276 1.1276 1.1276 1.1301
S1 1.1175 1.1175 1.1306 1.1226
S2 1.1021 1.1021 1.1282
S3 1.0766 1.0920 1.1259
S4 1.0511 1.0665 1.1189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1440 1.1122 0.0318 2.8% 0.0081 0.7% 88% True False 48
10 1.1440 1.1055 0.0385 3.4% 0.0071 0.6% 90% True False 37
20 1.1440 1.0725 0.0715 6.3% 0.0063 0.5% 95% True False 28
40 1.1440 1.0696 0.0744 6.5% 0.0046 0.4% 95% True False 19
60 1.1440 1.0291 0.1149 10.1% 0.0033 0.3% 97% True False 13
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1874
2.618 1.1707
1.618 1.1605
1.000 1.1542
0.618 1.1503
HIGH 1.1440
0.618 1.1401
0.500 1.1389
0.382 1.1377
LOW 1.1338
0.618 1.1275
1.000 1.1236
1.618 1.1173
2.618 1.1071
4.250 1.0905
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 1.1397 1.1387
PP 1.1393 1.1372
S1 1.1389 1.1358

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

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