CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 1.1468 1.1565 0.0097 0.8% 1.1397
High 1.1564 1.1755 0.0191 1.7% 1.1755
Low 1.1468 1.1565 0.0097 0.8% 1.1253
Close 1.1554 1.1730 0.0176 1.5% 1.1730
Range 0.0096 0.0190 0.0094 97.9% 0.0502
ATR 0.0108 0.0115 0.0007 6.1% 0.0000
Volume 485 292 -193 -39.8% 1,579
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.2253 1.2182 1.1835
R3 1.2063 1.1992 1.1782
R2 1.1873 1.1873 1.1765
R1 1.1802 1.1802 1.1747 1.1838
PP 1.1683 1.1683 1.1683 1.1701
S1 1.1612 1.1612 1.1713 1.1648
S2 1.1493 1.1493 1.1695
S3 1.1303 1.1422 1.1678
S4 1.1113 1.1232 1.1626
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.3085 1.2910 1.2006
R3 1.2583 1.2408 1.1868
R2 1.2081 1.2081 1.1822
R1 1.1906 1.1906 1.1776 1.1994
PP 1.1579 1.1579 1.1579 1.1623
S1 1.1404 1.1404 1.1684 1.1492
S2 1.1077 1.1077 1.1638
S3 1.0575 1.0902 1.1592
S4 1.0073 1.0400 1.1454
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1755 1.1253 0.0502 4.3% 0.0133 1.1% 95% True False 315
10 1.1755 1.1205 0.0550 4.7% 0.0120 1.0% 95% True False 215
20 1.1755 1.1195 0.0560 4.8% 0.0118 1.0% 96% True False 161
40 1.1755 1.0725 0.1030 8.8% 0.0094 0.8% 98% True False 96
60 1.1755 1.0696 0.1059 9.0% 0.0075 0.6% 98% True False 68
80 1.1755 1.0291 0.1464 12.5% 0.0058 0.5% 98% True False 51
100 1.1755 1.0291 0.1464 12.5% 0.0047 0.4% 98% True False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 1.2563
2.618 1.2252
1.618 1.2062
1.000 1.1945
0.618 1.1872
HIGH 1.1755
0.618 1.1682
0.500 1.1660
0.382 1.1638
LOW 1.1565
0.618 1.1448
1.000 1.1375
1.618 1.1258
2.618 1.1068
4.250 1.0758
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 1.1707 1.1673
PP 1.1683 1.1615
S1 1.1660 1.1558

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

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