CME Swiss Franc Future September 2011


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Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 1.1305 1.1375 0.0070 0.6% 1.1206
High 1.1392 1.1491 0.0099 0.9% 1.1418
Low 1.1253 1.1360 0.0107 1.0% 1.1205
Close 1.1381 1.1469 0.0088 0.8% 1.1410
Range 0.0139 0.0131 -0.0008 -5.8% 0.0213
ATR 0.0108 0.0109 0.0002 1.6% 0.0000
Volume 208 442 234 112.5% 573
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 1.1833 1.1782 1.1541
R3 1.1702 1.1651 1.1505
R2 1.1571 1.1571 1.1493
R1 1.1520 1.1520 1.1481 1.1546
PP 1.1440 1.1440 1.1440 1.1453
S1 1.1389 1.1389 1.1457 1.1415
S2 1.1309 1.1309 1.1445
S3 1.1178 1.1258 1.1433
S4 1.1047 1.1127 1.1397
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 1.1491 1.1253 0.0238 2.1% 0.0120 1.0% 91% True False 224
10 1.1491 1.1195 0.0296 2.6% 0.0115 1.0% 93% True False 159
20 1.1700 1.1195 0.0505 4.4% 0.0111 1.0% 54% False False 127
40 1.1700 1.0725 0.0975 8.5% 0.0091 0.8% 76% False False 78
60 1.1700 1.0696 0.1004 8.8% 0.0071 0.6% 77% False False 55
80 1.1700 1.0291 0.1409 12.3% 0.0055 0.5% 84% False False 42
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2048
2.618 1.1834
1.618 1.1703
1.000 1.1622
0.618 1.1572
HIGH 1.1491
0.618 1.1441
0.500 1.1426
0.382 1.1410
LOW 1.1360
0.618 1.1279
1.000 1.1229
1.618 1.1148
2.618 1.1017
4.250 1.0803
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 1.1455 1.1437
PP 1.1440 1.1404
S1 1.1426 1.1372

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

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