CME Swiss Franc Future September 2011


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Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 1.1950 1.1837 -0.0113 -0.9% 1.1989
High 1.1986 1.1851 -0.0135 -1.1% 1.2017
Low 1.1830 1.1701 -0.0129 -1.1% 1.1845
Close 1.1849 1.1728 -0.0121 -1.0% 1.1883
Range 0.0156 0.0150 -0.0006 -3.8% 0.0172
ATR 0.0116 0.0118 0.0002 2.1% 0.0000
Volume 47,183 54,236 7,053 14.9% 120,045
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2210 1.2119 1.1811
R3 1.2060 1.1969 1.1769
R2 1.1910 1.1910 1.1756
R1 1.1819 1.1819 1.1742 1.1790
PP 1.1760 1.1760 1.1760 1.1745
S1 1.1669 1.1669 1.1714 1.1640
S2 1.1610 1.1610 1.1701
S3 1.1460 1.1519 1.1687
S4 1.1310 1.1369 1.1646
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2431 1.2329 1.1978
R3 1.2259 1.2157 1.1930
R2 1.2087 1.2087 1.1915
R1 1.1985 1.1985 1.1899 1.1950
PP 1.1915 1.1915 1.1915 1.1898
S1 1.1813 1.1813 1.1867 1.1778
S2 1.1743 1.1743 1.1851
S3 1.1571 1.1641 1.1836
S4 1.1399 1.1469 1.1788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1986 1.1701 0.0285 2.4% 0.0132 1.1% 9% False True 42,311
10 1.2017 1.1701 0.0316 2.7% 0.0111 0.9% 9% False True 25,716
20 1.2017 1.1253 0.0764 6.5% 0.0119 1.0% 62% False False 13,066
40 1.2017 1.1122 0.0895 7.6% 0.0113 1.0% 68% False False 6,572
60 1.2017 1.0725 0.1292 11.0% 0.0096 0.8% 78% False False 4,387
80 1.2017 1.0560 0.1457 12.4% 0.0076 0.6% 80% False False 3,292
100 1.2017 1.0291 0.1726 14.7% 0.0061 0.5% 83% False False 2,634
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 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2489
2.618 1.2244
1.618 1.2094
1.000 1.2001
0.618 1.1944
HIGH 1.1851
0.618 1.1794
0.500 1.1776
0.382 1.1758
LOW 1.1701
0.618 1.1608
1.000 1.1551
1.618 1.1458
2.618 1.1308
4.250 1.1064
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 1.1776 1.1844
PP 1.1760 1.1805
S1 1.1744 1.1767

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

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