CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 1.1727 1.1805 0.0078 0.7% 1.1870
High 1.1807 1.1853 0.0046 0.4% 1.1986
Low 1.1705 1.1759 0.0054 0.5% 1.1701
Close 1.1771 1.1795 0.0024 0.2% 1.1795
Range 0.0102 0.0094 -0.0008 -7.8% 0.0285
ATR 0.0117 0.0115 -0.0002 -1.4% 0.0000
Volume 47,116 39,590 -7,526 -16.0% 221,271
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2084 1.2034 1.1847
R3 1.1990 1.1940 1.1821
R2 1.1896 1.1896 1.1812
R1 1.1846 1.1846 1.1804 1.1824
PP 1.1802 1.1802 1.1802 1.1792
S1 1.1752 1.1752 1.1786 1.1730
S2 1.1708 1.1708 1.1778
S3 1.1614 1.1658 1.1769
S4 1.1520 1.1564 1.1743
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2682 1.2524 1.1952
R3 1.2397 1.2239 1.1873
R2 1.2112 1.2112 1.1847
R1 1.1954 1.1954 1.1821 1.1891
PP 1.1827 1.1827 1.1827 1.1796
S1 1.1669 1.1669 1.1769 1.1606
S2 1.1542 1.1542 1.1743
S3 1.1257 1.1384 1.1717
S4 1.0972 1.1099 1.1638
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% 0.0133 1.1% 33% False False 44,254
10 1.2017 1.1701 0.0316 2.7% 0.0108 0.9% 30% False False 34,131
20 1.2017 1.1253 0.0764 6.5% 0.0119 1.0% 71% False False 17,386
40 1.2017 1.1195 0.0822 7.0% 0.0115 1.0% 73% False False 8,736
60 1.2017 1.0725 0.1292 11.0% 0.0097 0.8% 83% False False 5,832
80 1.2017 1.0696 0.1321 11.2% 0.0077 0.7% 83% False False 4,376
100 1.2017 1.0291 0.1726 14.6% 0.0063 0.5% 87% False False 3,501
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2253
2.618 1.2099
1.618 1.2005
1.000 1.1947
0.618 1.1911
HIGH 1.1853
0.618 1.1817
0.500 1.1806
0.382 1.1795
LOW 1.1759
0.618 1.1701
1.000 1.1665
1.618 1.1607
2.618 1.1513
4.250 1.1360
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 1.1806 1.1789
PP 1.1802 1.1783
S1 1.1799 1.1777

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

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