CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 1.0821 1.0889 0.0068 0.6% 1.0930
High 1.0821 1.0942 0.0121 1.1% 1.0932
Low 1.0821 1.0889 0.0068 0.6% 1.0845
Close 1.0821 1.0891 0.0070 0.6% 1.0845
Range 0.0000 0.0053 0.0053 0.0087
ATR 0.0049 0.0055 0.0005 10.3% 0.0000
Volume 3 3 0 0.0% 5
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1066 1.1032 1.0920
R3 1.1013 1.0979 1.0906
R2 1.0960 1.0960 1.0901
R1 1.0926 1.0926 1.0896 1.0943
PP 1.0907 1.0907 1.0907 1.0916
S1 1.0873 1.0873 1.0886 1.0890
S2 1.0854 1.0854 1.0881
S3 1.0801 1.0820 1.0876
S4 1.0748 1.0767 1.0862
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 1.0942 1.0821 0.0121 1.1% 0.0015 0.1% 58% True False 1
10 1.1046 1.0821 0.0225 2.1% 0.0008 0.1% 31% False False 2
20 1.1130 1.0748 0.0382 3.5% 0.0004 0.0% 37% False False 3
40 1.1130 1.0303 0.0827 7.6% 0.0002 0.0% 71% 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 51 trading days
Fibonacci Retracements and Extensions
4.250 1.1167
2.618 1.1081
1.618 1.1028
1.000 1.0995
0.618 1.0975
HIGH 1.0942
0.618 1.0922
0.500 1.0916
0.382 1.0909
LOW 1.0889
0.618 1.0856
1.000 1.0836
1.618 1.0803
2.618 1.0750
4.250 1.0664
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 1.0916 1.0888
PP 1.0907 1.0885
S1 1.0899 1.0882

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

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