CME Swiss Franc Future September 2011


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Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 1.2139 1.2204 0.0065 0.5% 1.1966
High 1.2232 1.2294 0.0062 0.5% 1.2372
Low 1.2119 1.2144 0.0025 0.2% 1.1910
Close 1.2214 1.2256 0.0042 0.3% 1.2290
Range 0.0113 0.0150 0.0037 32.7% 0.0462
ATR 0.0144 0.0144 0.0000 0.3% 0.0000
Volume 35,290 45,626 10,336 29.3% 267,354
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2681 1.2619 1.2339
R3 1.2531 1.2469 1.2297
R2 1.2381 1.2381 1.2284
R1 1.2319 1.2319 1.2270 1.2350
PP 1.2231 1.2231 1.2231 1.2247
S1 1.2169 1.2169 1.2242 1.2200
S2 1.2081 1.2081 1.2229
S3 1.1931 1.2019 1.2215
S4 1.1781 1.1869 1.2174
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3577 1.3395 1.2544
R3 1.3115 1.2933 1.2417
R2 1.2653 1.2653 1.2375
R1 1.2471 1.2471 1.2332 1.2562
PP 1.2191 1.2191 1.2191 1.2236
S1 1.2009 1.2009 1.2248 1.2100
S2 1.1729 1.1729 1.2205
S3 1.1267 1.1547 1.2163
S4 1.0805 1.1085 1.2036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2355 1.2084 0.0271 2.2% 0.0140 1.1% 63% False False 40,998
10 1.2372 1.1738 0.0634 5.2% 0.0158 1.3% 82% False False 49,162
20 1.2372 1.1731 0.0641 5.2% 0.0150 1.2% 82% False False 47,431
40 1.2372 1.1360 0.1012 8.3% 0.0136 1.1% 89% False False 34,983
60 1.2372 1.1195 0.1177 9.6% 0.0128 1.0% 90% False False 23,357
80 1.2372 1.0725 0.1647 13.4% 0.0112 0.9% 93% False False 17,525
100 1.2372 1.0696 0.1676 13.7% 0.0095 0.8% 93% False False 14,022
120 1.2372 1.0291 0.2081 17.0% 0.0081 0.7% 94% False False 11,685
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 0.0046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2932
2.618 1.2687
1.618 1.2537
1.000 1.2444
0.618 1.2387
HIGH 1.2294
0.618 1.2237
0.500 1.2219
0.382 1.2201
LOW 1.2144
0.618 1.2051
1.000 1.1994
1.618 1.1901
2.618 1.1751
4.250 1.1507
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 1.2244 1.2234
PP 1.2231 1.2211
S1 1.2219 1.2189

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

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