CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 1.1531 1.1557 0.0026 0.2% 1.1324
High 1.1595 1.1596 0.0001 0.0% 1.1595
Low 1.1531 1.1518 -0.0013 -0.1% 1.1324
Close 1.1586 1.1578 -0.0008 -0.1% 1.1586
Range 0.0064 0.0078 0.0014 21.9% 0.0271
ATR 0.0089 0.0088 -0.0001 -0.9% 0.0000
Volume 51 78 27 52.9% 214
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 1.1798 1.1766 1.1621
R3 1.1720 1.1688 1.1599
R2 1.1642 1.1642 1.1592
R1 1.1610 1.1610 1.1585 1.1626
PP 1.1564 1.1564 1.1564 1.1572
S1 1.1532 1.1532 1.1571 1.1548
S2 1.1486 1.1486 1.1564
S3 1.1408 1.1454 1.1557
S4 1.1330 1.1376 1.1535
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2315 1.2221 1.1735
R3 1.2044 1.1950 1.1661
R2 1.1773 1.1773 1.1636
R1 1.1679 1.1679 1.1611 1.1726
PP 1.1502 1.1502 1.1502 1.1525
S1 1.1408 1.1408 1.1561 1.1455
S2 1.1231 1.1231 1.1536
S3 1.0960 1.1137 1.1511
S4 1.0689 1.0866 1.1437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1596 1.1338 0.0258 2.2% 0.0099 0.9% 93% True False 46
10 1.1596 1.1122 0.0474 4.1% 0.0087 0.7% 96% True False 47
20 1.1596 1.0810 0.0786 6.8% 0.0067 0.6% 98% True False 34
40 1.1596 1.0696 0.0900 7.8% 0.0056 0.5% 98% True False 24
60 1.1596 1.0291 0.1305 11.3% 0.0040 0.3% 99% True False 16
80 1.1596 1.0291 0.1305 11.3% 0.0030 0.3% 99% True False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1928
2.618 1.1800
1.618 1.1722
1.000 1.1674
0.618 1.1644
HIGH 1.1596
0.618 1.1566
0.500 1.1557
0.382 1.1548
LOW 1.1518
0.618 1.1470
1.000 1.1440
1.618 1.1392
2.618 1.1314
4.250 1.1187
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 1.1571 1.1557
PP 1.1564 1.1535
S1 1.1557 1.1514

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

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