CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 1.1825 1.1903 0.0078 0.7% 1.1870
High 1.1912 1.1997 0.0085 0.7% 1.1986
Low 1.1825 1.1866 0.0041 0.3% 1.1701
Close 1.1905 1.1926 0.0021 0.2% 1.1795
Range 0.0087 0.0131 0.0044 50.6% 0.0285
ATR 0.0116 0.0117 0.0001 0.9% 0.0000
Volume 28,653 39,095 10,442 36.4% 221,271
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2323 1.2255 1.1998
R3 1.2192 1.2124 1.1962
R2 1.2061 1.2061 1.1950
R1 1.1993 1.1993 1.1938 1.2027
PP 1.1930 1.1930 1.1930 1.1947
S1 1.1862 1.1862 1.1914 1.1896
S2 1.1799 1.1799 1.1902
S3 1.1668 1.1731 1.1890
S4 1.1537 1.1600 1.1854
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 1.1997 1.1705 0.0292 2.4% 0.0114 1.0% 76% True False 38,035
10 1.1997 1.1701 0.0296 2.5% 0.0123 1.0% 76% True False 40,173
20 1.2017 1.1360 0.0657 5.5% 0.0121 1.0% 86% False False 22,534
40 1.2017 1.1195 0.0822 6.9% 0.0117 1.0% 89% False False 11,320
60 1.2017 1.0725 0.1292 10.8% 0.0099 0.8% 93% False False 7,556
80 1.2017 1.0696 0.1321 11.1% 0.0082 0.7% 93% False False 5,670
100 1.2017 1.0291 0.1726 14.5% 0.0067 0.6% 95% False False 4,536
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 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2554
2.618 1.2340
1.618 1.2209
1.000 1.2128
0.618 1.2078
HIGH 1.1997
0.618 1.1947
0.500 1.1932
0.382 1.1916
LOW 1.1866
0.618 1.1785
1.000 1.1735
1.618 1.1654
2.618 1.1523
4.250 1.1309
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 1.1932 1.1908
PP 1.1930 1.1890
S1 1.1928 1.1873

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

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