CME Swiss Franc Future September 2011


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Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 1.1880 1.1876 -0.0004 0.0% 1.1759
High 1.1908 1.2010 0.0102 0.9% 1.2010
Low 1.1840 1.1851 0.0011 0.1% 1.1710
Close 1.1881 1.1967 0.0086 0.7% 1.1967
Range 0.0068 0.0159 0.0091 133.8% 0.0300
ATR 0.0118 0.0121 0.0003 2.5% 0.0000
Volume 994 1,562 568 57.1% 4,691
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2420 1.2352 1.2054
R3 1.2261 1.2193 1.2011
R2 1.2102 1.2102 1.1996
R1 1.2034 1.2034 1.1982 1.2068
PP 1.1943 1.1943 1.1943 1.1960
S1 1.1875 1.1875 1.1952 1.1909
S2 1.1784 1.1784 1.1938
S3 1.1625 1.1716 1.1923
S4 1.1466 1.1557 1.1880
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2796 1.2681 1.2132
R3 1.2496 1.2381 1.2050
R2 1.2196 1.2196 1.2022
R1 1.2081 1.2081 1.1995 1.2139
PP 1.1896 1.1896 1.1896 1.1924
S1 1.1781 1.1781 1.1940 1.1839
S2 1.1596 1.1596 1.1912
S3 1.1296 1.1481 1.1885
S4 1.0996 1.1181 1.1802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2010 1.1565 0.0445 3.7% 0.0148 1.2% 90% True False 996
10 1.2010 1.1253 0.0757 6.3% 0.0130 1.1% 94% True False 642
20 1.2010 1.1195 0.0815 6.8% 0.0122 1.0% 95% True False 377
40 1.2010 1.0910 0.1100 9.2% 0.0101 0.8% 96% True False 211
60 1.2010 1.0725 0.1285 10.7% 0.0084 0.7% 97% True False 146
80 1.2010 1.0291 0.1719 14.4% 0.0065 0.5% 97% True False 110
100 1.2010 1.0291 0.1719 14.4% 0.0052 0.4% 97% True False 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2686
2.618 1.2426
1.618 1.2267
1.000 1.2169
0.618 1.2108
HIGH 1.2010
0.618 1.1949
0.500 1.1931
0.382 1.1912
LOW 1.1851
0.618 1.1753
1.000 1.1692
1.618 1.1594
2.618 1.1435
4.250 1.1175
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 1.1955 1.1933
PP 1.1943 1.1898
S1 1.1931 1.1864

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

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