CME Swiss Franc Future September 2011


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Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 1.1803 1.1899 0.0096 0.8% 1.1990
High 1.1934 1.1962 0.0028 0.2% 1.2091
Low 1.1761 1.1850 0.0089 0.8% 1.1731
Close 1.1908 1.1907 -0.0001 0.0% 1.1792
Range 0.0173 0.0112 -0.0061 -35.3% 0.0360
ATR 0.0131 0.0130 -0.0001 -1.0% 0.0000
Volume 53,422 44,841 -8,581 -16.1% 233,297
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2242 1.2187 1.1969
R3 1.2130 1.2075 1.1938
R2 1.2018 1.2018 1.1928
R1 1.1963 1.1963 1.1917 1.1991
PP 1.1906 1.1906 1.1906 1.1920
S1 1.1851 1.1851 1.1897 1.1879
S2 1.1794 1.1794 1.1886
S3 1.1682 1.1739 1.1876
S4 1.1570 1.1627 1.1845
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2951 1.2732 1.1990
R3 1.2591 1.2372 1.1891
R2 1.2231 1.2231 1.1858
R1 1.2012 1.2012 1.1825 1.1942
PP 1.1871 1.1871 1.1871 1.1836
S1 1.1652 1.1652 1.1759 1.1582
S2 1.1511 1.1511 1.1726
S3 1.1151 1.1292 1.1693
S4 1.0791 1.0932 1.1594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2059 1.1731 0.0328 2.8% 0.0159 1.3% 54% False False 50,437
10 1.2091 1.1731 0.0360 3.0% 0.0139 1.2% 49% False False 44,875
20 1.2091 1.1701 0.0390 3.3% 0.0127 1.1% 53% False False 41,851
40 1.2091 1.1195 0.0896 7.5% 0.0124 1.0% 79% False False 21,541
60 1.2091 1.1005 0.1086 9.1% 0.0111 0.9% 83% False False 14,381
80 1.2091 1.0725 0.1366 11.5% 0.0097 0.8% 87% False False 10,790
100 1.2091 1.0291 0.1800 15.1% 0.0079 0.7% 90% False False 8,632
120 1.2091 1.0291 0.1800 15.1% 0.0066 0.6% 90% False False 7,194
Crabel Price Patterns
NR True
NR4 True
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 0.0036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2438
2.618 1.2255
1.618 1.2143
1.000 1.2074
0.618 1.2031
HIGH 1.1962
0.618 1.1919
0.500 1.1906
0.382 1.1893
LOW 1.1850
0.618 1.1781
1.000 1.1738
1.618 1.1669
2.618 1.1557
4.250 1.1374
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 1.1907 1.1887
PP 1.1906 1.1867
S1 1.1906 1.1847

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

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