CME Swiss Franc Future September 2011


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Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 1.1899 1.1919 0.0020 0.2% 1.1990
High 1.1962 1.1940 -0.0022 -0.2% 1.2091
Low 1.1850 1.1775 -0.0075 -0.6% 1.1731
Close 1.1907 1.1842 -0.0065 -0.5% 1.1792
Range 0.0112 0.0165 0.0053 47.3% 0.0360
ATR 0.0130 0.0132 0.0003 1.9% 0.0000
Volume 44,841 47,353 2,512 5.6% 233,297
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2347 1.2260 1.1933
R3 1.2182 1.2095 1.1887
R2 1.2017 1.2017 1.1872
R1 1.1930 1.1930 1.1857 1.1891
PP 1.1852 1.1852 1.1852 1.1833
S1 1.1765 1.1765 1.1827 1.1726
S2 1.1687 1.1687 1.1812
S3 1.1522 1.1600 1.1797
S4 1.1357 1.1435 1.1751
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 1.2047 1.1731 0.0316 2.7% 0.0171 1.4% 35% False False 50,739
10 1.2091 1.1731 0.0360 3.0% 0.0142 1.2% 31% False False 45,701
20 1.2091 1.1701 0.0390 3.3% 0.0133 1.1% 36% False False 42,937
40 1.2091 1.1195 0.0896 7.6% 0.0124 1.1% 72% False False 22,724
60 1.2091 1.1055 0.1036 8.7% 0.0113 1.0% 76% False False 15,170
80 1.2091 1.0725 0.1366 11.5% 0.0099 0.8% 82% False False 11,382
100 1.2091 1.0328 0.1763 14.9% 0.0081 0.7% 86% False False 9,106
120 1.2091 1.0291 0.1800 15.2% 0.0067 0.6% 86% False False 7,588
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 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2641
2.618 1.2372
1.618 1.2207
1.000 1.2105
0.618 1.2042
HIGH 1.1940
0.618 1.1877
0.500 1.1858
0.382 1.1838
LOW 1.1775
0.618 1.1673
1.000 1.1610
1.618 1.1508
2.618 1.1343
4.250 1.1074
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 1.1858 1.1862
PP 1.1852 1.1855
S1 1.1847 1.1849

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

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