CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 1.0928 1.1023 0.0095 0.9% 1.0813
High 1.0928 1.1023 0.0095 0.9% 1.0813
Low 1.0928 1.1023 0.0095 0.9% 1.0705
Close 1.0928 1.1023 0.0095 0.9% 1.0779
Range
ATR 0.0057 0.0060 0.0003 4.8% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1023 1.1023 1.1023
R3 1.1023 1.1023 1.1023
R2 1.1023 1.1023 1.1023
R1 1.1023 1.1023 1.1023 1.1023
PP 1.1023 1.1023 1.1023 1.1023
S1 1.1023 1.1023 1.1023 1.1023
S2 1.1023 1.1023 1.1023
S3 1.1023 1.1023 1.1023
S4 1.1023 1.1023 1.1023
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1090 1.1042 1.0838
R3 1.0982 1.0934 1.0809
R2 1.0874 1.0874 1.0799
R1 1.0826 1.0826 1.0789 1.0796
PP 1.0766 1.0766 1.0766 1.0751
S1 1.0718 1.0718 1.0769 1.0688
S2 1.0658 1.0658 1.0759
S3 1.0550 1.0610 1.0749
S4 1.0442 1.0502 1.0720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1023 1.0748 0.0275 2.5% 0.0000 0.0% 100% True False 5
10 1.1023 1.0705 0.0318 2.9% 0.0000 0.0% 100% True False 5
20 1.1023 1.0468 0.0555 5.0% 0.0000 0.0% 100% True False 5
Crabel Price Patterns
NR False
NR4 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.1023
2.618 1.1023
1.618 1.1023
1.000 1.1023
0.618 1.1023
HIGH 1.1023
0.618 1.1023
0.500 1.1023
0.382 1.1023
LOW 1.1023
0.618 1.1023
1.000 1.1023
1.618 1.1023
2.618 1.1023
4.250 1.1023
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 1.1023 1.0993
PP 1.1023 1.0962
S1 1.1023 1.0932

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

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