CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 1.1509 1.1405 -0.0104 -0.9% 1.1557
High 1.1529 1.1452 -0.0077 -0.7% 1.1700
Low 1.1375 1.1400 0.0025 0.2% 1.1375
Close 1.1386 1.1467 0.0081 0.7% 1.1386
Range 0.0154 0.0052 -0.0102 -66.2% 0.0325
ATR 0.0101 0.0098 -0.0002 -2.5% 0.0000
Volume 161 172 11 6.8% 534
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 1.1596 1.1583 1.1496
R3 1.1544 1.1531 1.1481
R2 1.1492 1.1492 1.1477
R1 1.1479 1.1479 1.1472 1.1486
PP 1.1440 1.1440 1.1440 1.1443
S1 1.1427 1.1427 1.1462 1.1434
S2 1.1388 1.1388 1.1457
S3 1.1336 1.1375 1.1453
S4 1.1284 1.1323 1.1438
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 2.8% 0.0119 1.0% 28% False False 125
10 1.1700 1.1338 0.0362 3.2% 0.0109 0.9% 36% False False 86
20 1.1700 1.1005 0.0695 6.1% 0.0086 0.8% 66% False False 62
40 1.1700 1.0725 0.0975 8.5% 0.0070 0.6% 76% False False 39
60 1.1700 1.0291 0.1409 12.3% 0.0050 0.4% 83% False False 27
80 1.1700 1.0291 0.1409 12.3% 0.0037 0.3% 83% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1673
2.618 1.1588
1.618 1.1536
1.000 1.1504
0.618 1.1484
HIGH 1.1452
0.618 1.1432
0.500 1.1426
0.382 1.1420
LOW 1.1400
0.618 1.1368
1.000 1.1348
1.618 1.1316
2.618 1.1264
4.250 1.1179
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 1.1453 1.1528
PP 1.1440 1.1507
S1 1.1426 1.1487

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

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