CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 1.1936 1.1990 0.0054 0.5% 1.1786
High 1.2052 1.2029 -0.0023 -0.2% 1.2052
Low 1.1918 1.1934 0.0016 0.1% 1.1748
Close 1.1946 1.1963 0.0017 0.1% 1.1946
Range 0.0134 0.0095 -0.0039 -29.1% 0.0304
ATR 0.0118 0.0116 -0.0002 -1.4% 0.0000
Volume 31,109 36,757 5,648 18.2% 181,572
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2260 1.2207 1.2015
R3 1.2165 1.2112 1.1989
R2 1.2070 1.2070 1.1980
R1 1.2017 1.2017 1.1972 1.1996
PP 1.1975 1.1975 1.1975 1.1965
S1 1.1922 1.1922 1.1954 1.1901
S2 1.1880 1.1880 1.1946
S3 1.1785 1.1827 1.1937
S4 1.1690 1.1732 1.1911
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2827 1.2691 1.2113
R3 1.2523 1.2387 1.2030
R2 1.2219 1.2219 1.2002
R1 1.2083 1.2083 1.1974 1.2151
PP 1.1915 1.1915 1.1915 1.1950
S1 1.1779 1.1779 1.1918 1.1847
S2 1.1611 1.1611 1.1890
S3 1.1307 1.1475 1.1862
S4 1.1003 1.1171 1.1779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2052 1.1825 0.0227 1.9% 0.0111 0.9% 61% False False 36,521
10 1.2052 1.1701 0.0351 2.9% 0.0121 1.0% 75% False False 40,645
20 1.2052 1.1701 0.0351 2.9% 0.0117 1.0% 75% False False 28,216
40 1.2052 1.1195 0.0857 7.2% 0.0117 1.0% 90% False False 14,189
60 1.2052 1.0725 0.1327 11.1% 0.0102 0.9% 93% False False 9,469
80 1.2052 1.0696 0.1356 11.3% 0.0086 0.7% 93% False False 7,105
100 1.2052 1.0291 0.1761 14.7% 0.0070 0.6% 95% False False 5,684
120 1.2052 1.0291 0.1761 14.7% 0.0058 0.5% 95% False False 4,737
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2433
2.618 1.2278
1.618 1.2183
1.000 1.2124
0.618 1.2088
HIGH 1.2029
0.618 1.1993
0.500 1.1982
0.382 1.1970
LOW 1.1934
0.618 1.1875
1.000 1.1839
1.618 1.1780
2.618 1.1685
4.250 1.1530
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 1.1982 1.1960
PP 1.1975 1.1957
S1 1.1969 1.1954

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

View Archives - Comment on this page... - Back to Index of Symbols