CME Swiss Franc Future September 2011


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Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 1.1876 1.1989 0.0113 1.0% 1.1759
High 1.2010 1.2014 0.0004 0.0% 1.2010
Low 1.1851 1.1934 0.0083 0.7% 1.1710
Close 1.1967 1.1960 -0.0007 -0.1% 1.1967
Range 0.0159 0.0080 -0.0079 -49.7% 0.0300
ATR 0.0121 0.0118 -0.0003 -2.4% 0.0000
Volume 1,562 4,769 3,207 205.3% 4,691
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2209 1.2165 1.2004
R3 1.2129 1.2085 1.1982
R2 1.2049 1.2049 1.1975
R1 1.2005 1.2005 1.1967 1.1987
PP 1.1969 1.1969 1.1969 1.1961
S1 1.1925 1.1925 1.1953 1.1907
S2 1.1889 1.1889 1.1945
S3 1.1809 1.1845 1.1938
S4 1.1729 1.1765 1.1916
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 1.2014 1.1710 0.0304 2.5% 0.0126 1.1% 82% True False 1,892
10 1.2014 1.1253 0.0761 6.4% 0.0129 1.1% 93% True False 1,103
20 1.2014 1.1195 0.0819 6.8% 0.0119 1.0% 93% True False 607
40 1.2014 1.0950 0.1064 8.9% 0.0102 0.9% 95% True False 330
60 1.2014 1.0725 0.1289 10.8% 0.0086 0.7% 96% True False 226
80 1.2014 1.0291 0.1723 14.4% 0.0066 0.6% 97% True False 170
100 1.2014 1.0291 0.1723 14.4% 0.0053 0.4% 97% True False 136
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 1.2354
2.618 1.2223
1.618 1.2143
1.000 1.2094
0.618 1.2063
HIGH 1.2014
0.618 1.1983
0.500 1.1974
0.382 1.1965
LOW 1.1934
0.618 1.1885
1.000 1.1854
1.618 1.1805
2.618 1.1725
4.250 1.1594
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 1.1974 1.1949
PP 1.1969 1.1938
S1 1.1965 1.1927

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

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