CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 1.1349 1.1397 0.0048 0.4% 1.1206
High 1.1418 1.1420 0.0002 0.0% 1.1418
Low 1.1329 1.1312 -0.0017 -0.2% 1.1205
Close 1.1410 1.1337 -0.0073 -0.6% 1.1410
Range 0.0089 0.0108 0.0019 21.3% 0.0213
ATR 0.0105 0.0105 0.0000 0.2% 0.0000
Volume 152 152 0 0.0% 573
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 1.1680 1.1617 1.1396
R3 1.1572 1.1509 1.1367
R2 1.1464 1.1464 1.1357
R1 1.1401 1.1401 1.1347 1.1379
PP 1.1356 1.1356 1.1356 1.1345
S1 1.1293 1.1293 1.1327 1.1271
S2 1.1248 1.1248 1.1317
S3 1.1140 1.1185 1.1307
S4 1.1032 1.1077 1.1278
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.1983 1.1910 1.1527
R3 1.1770 1.1697 1.1469
R2 1.1557 1.1557 1.1449
R1 1.1484 1.1484 1.1430 1.1521
PP 1.1344 1.1344 1.1344 1.1363
S1 1.1271 1.1271 1.1390 1.1308
S2 1.1131 1.1131 1.1371
S3 1.0918 1.1058 1.1351
S4 1.0705 1.0845 1.1293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1420 1.1279 0.0141 1.2% 0.0097 0.9% 41% True False 129
10 1.1476 1.1195 0.0281 2.5% 0.0114 1.0% 51% False False 109
20 1.1700 1.1195 0.0505 4.5% 0.0111 1.0% 28% False False 97
40 1.1700 1.0725 0.0975 8.6% 0.0086 0.8% 63% False False 62
60 1.1700 1.0696 0.1004 8.9% 0.0066 0.6% 64% False False 44
80 1.1700 1.0291 0.1409 12.4% 0.0051 0.5% 74% False False 34
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1879
2.618 1.1703
1.618 1.1595
1.000 1.1528
0.618 1.1487
HIGH 1.1420
0.618 1.1379
0.500 1.1366
0.382 1.1353
LOW 1.1312
0.618 1.1245
1.000 1.1204
1.618 1.1137
2.618 1.1029
4.250 1.0853
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 1.1366 1.1350
PP 1.1356 1.1345
S1 1.1347 1.1341

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

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