CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 1.0845 1.0873 0.0028 0.3% 1.0930
High 1.0845 1.0883 0.0038 0.4% 1.0932
Low 1.0845 1.0859 0.0014 0.1% 1.0845
Close 1.0845 1.0845 0.0000 0.0% 1.0845
Range 0.0000 0.0024 0.0024 0.0087
ATR 0.0052 0.0051 -0.0001 -2.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0934 1.0914 1.0858
R3 1.0910 1.0890 1.0852
R2 1.0886 1.0886 1.0849
R1 1.0866 1.0866 1.0847 1.0864
PP 1.0862 1.0862 1.0862 1.0862
S1 1.0842 1.0842 1.0843 1.0840
S2 1.0838 1.0838 1.0841
S3 1.0814 1.0818 1.0838
S4 1.0790 1.0794 1.0832
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1135 1.1077 1.0893
R3 1.1048 1.0990 1.0869
R2 1.0961 1.0961 1.0861
R1 1.0903 1.0903 1.0853 1.0889
PP 1.0874 1.0874 1.0874 1.0867
S1 1.0816 1.0816 1.0837 1.0802
S2 1.0787 1.0787 1.0829
S3 1.0700 1.0729 1.0821
S4 1.0613 1.0642 1.0797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0932 1.0845 0.0087 0.8% 0.0005 0.0% 0% False False 1
10 1.1096 1.0845 0.0251 2.3% 0.0002 0.0% 0% False False 2
20 1.1130 1.0705 0.0425 3.9% 0.0001 0.0% 33% False False 3
40 1.1130 1.0303 0.0827 7.6% 0.0001 0.0% 66% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 1.0985
2.618 1.0946
1.618 1.0922
1.000 1.0907
0.618 1.0898
HIGH 1.0883
0.618 1.0874
0.500 1.0871
0.382 1.0868
LOW 1.0859
0.618 1.0844
1.000 1.0835
1.618 1.0820
2.618 1.0796
4.250 1.0757
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 1.0871 1.0889
PP 1.0862 1.0874
S1 1.0854 1.0860

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

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