CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 1.1565 1.1614 0.0049 0.4% 1.1324
High 1.1633 1.1700 0.0067 0.6% 1.1595
Low 1.1541 1.1585 0.0044 0.4% 1.1324
Close 1.1613 1.1637 0.0024 0.2% 1.1586
Range 0.0092 0.0115 0.0023 25.0% 0.0271
ATR 0.0088 0.0090 0.0002 2.2% 0.0000
Volume 88 41 -47 -53.4% 214
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 1.1986 1.1926 1.1700
R3 1.1871 1.1811 1.1669
R2 1.1756 1.1756 1.1658
R1 1.1696 1.1696 1.1648 1.1726
PP 1.1641 1.1641 1.1641 1.1656
S1 1.1581 1.1581 1.1626 1.1611
S2 1.1526 1.1526 1.1616
S3 1.1411 1.1466 1.1605
S4 1.1296 1.1351 1.1574
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 1.1700 1.1432 0.0268 2.3% 0.0084 0.7% 76% True False 60
10 1.1700 1.1145 0.0555 4.8% 0.0098 0.8% 89% True False 44
20 1.1700 1.0810 0.0890 7.6% 0.0076 0.7% 93% True False 38
40 1.1700 1.0725 0.0975 8.4% 0.0061 0.5% 94% True False 27
60 1.1700 1.0291 0.1409 12.1% 0.0043 0.4% 96% True False 18
80 1.1700 1.0291 0.1409 12.1% 0.0032 0.3% 96% True False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2189
2.618 1.2001
1.618 1.1886
1.000 1.1815
0.618 1.1771
HIGH 1.1700
0.618 1.1656
0.500 1.1643
0.382 1.1629
LOW 1.1585
0.618 1.1514
1.000 1.1470
1.618 1.1399
2.618 1.1284
4.250 1.1096
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 1.1643 1.1628
PP 1.1641 1.1618
S1 1.1639 1.1609

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

View Archives - Comment on this page... - Back to Index of Symbols