CME Swiss Franc Future September 2011


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Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 1.1397 1.1305 -0.0092 -0.8% 1.1206
High 1.1420 1.1392 -0.0028 -0.2% 1.1418
Low 1.1312 1.1253 -0.0059 -0.5% 1.1205
Close 1.1337 1.1381 0.0044 0.4% 1.1410
Range 0.0108 0.0139 0.0031 28.7% 0.0213
ATR 0.0105 0.0108 0.0002 2.3% 0.0000
Volume 152 208 56 36.8% 573
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 1.1759 1.1709 1.1457
R3 1.1620 1.1570 1.1419
R2 1.1481 1.1481 1.1406
R1 1.1431 1.1431 1.1394 1.1456
PP 1.1342 1.1342 1.1342 1.1355
S1 1.1292 1.1292 1.1368 1.1317
S2 1.1203 1.1203 1.1356
S3 1.1064 1.1153 1.1343
S4 1.0925 1.1014 1.1305
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 1.1253 0.0167 1.5% 0.0108 0.9% 77% False True 160
10 1.1420 1.1195 0.0225 2.0% 0.0114 1.0% 83% False False 125
20 1.1700 1.1195 0.0505 4.4% 0.0113 1.0% 37% False False 107
40 1.1700 1.0725 0.0975 8.6% 0.0088 0.8% 67% False False 67
60 1.1700 1.0696 0.1004 8.8% 0.0068 0.6% 68% False False 48
80 1.1700 1.0291 0.1409 12.4% 0.0053 0.5% 77% False False 36
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 0.0026
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1983
2.618 1.1756
1.618 1.1617
1.000 1.1531
0.618 1.1478
HIGH 1.1392
0.618 1.1339
0.500 1.1323
0.382 1.1306
LOW 1.1253
0.618 1.1167
1.000 1.1114
1.618 1.1028
2.618 1.0889
4.250 1.0662
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 1.1362 1.1366
PP 1.1342 1.1351
S1 1.1323 1.1337

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

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