CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 1.1623 1.1509 -0.0114 -1.0% 1.1557
High 1.1680 1.1529 -0.0151 -1.3% 1.1700
Low 1.1500 1.1375 -0.0125 -1.1% 1.1375
Close 1.1496 1.1386 -0.0110 -1.0% 1.1386
Range 0.0180 0.0154 -0.0026 -14.4% 0.0325
ATR 0.0096 0.0101 0.0004 4.3% 0.0000
Volume 166 161 -5 -3.0% 534
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.1892 1.1793 1.1471
R3 1.1738 1.1639 1.1428
R2 1.1584 1.1584 1.1414
R1 1.1485 1.1485 1.1400 1.1458
PP 1.1430 1.1430 1.1430 1.1416
S1 1.1331 1.1331 1.1372 1.1304
S2 1.1276 1.1276 1.1358
S3 1.1122 1.1177 1.1344
S4 1.0968 1.1023 1.1301
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.2462 1.2249 1.1565
R3 1.2137 1.1924 1.1475
R2 1.1812 1.1812 1.1446
R1 1.1599 1.1599 1.1416 1.1543
PP 1.1487 1.1487 1.1487 1.1459
S1 1.1274 1.1274 1.1356 1.1218
S2 1.1162 1.1162 1.1326
S3 1.0837 1.0949 1.1297
S4 1.0512 1.0624 1.1207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1700 1.1375 0.0325 2.9% 0.0124 1.1% 3% False True 106
10 1.1700 1.1324 0.0376 3.3% 0.0111 1.0% 16% False False 74
20 1.1700 1.0950 0.0750 6.6% 0.0086 0.8% 58% False False 53
40 1.1700 1.0725 0.0975 8.6% 0.0069 0.6% 68% False False 35
60 1.1700 1.0291 0.1409 12.4% 0.0049 0.4% 78% False False 24
80 1.1700 1.0291 0.1409 12.4% 0.0036 0.3% 78% False False 18
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2184
2.618 1.1932
1.618 1.1778
1.000 1.1683
0.618 1.1624
HIGH 1.1529
0.618 1.1470
0.500 1.1452
0.382 1.1434
LOW 1.1375
0.618 1.1280
1.000 1.1221
1.618 1.1126
2.618 1.0972
4.250 1.0721
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 1.1452 1.1538
PP 1.1430 1.1487
S1 1.1408 1.1437

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

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