CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 1.0940 1.0963 0.0023 0.2% 1.0873
High 1.0940 1.0963 0.0023 0.2% 1.0963
Low 1.0935 1.0963 0.0028 0.3% 1.0821
Close 1.0928 1.0999 0.0071 0.6% 1.0999
Range 0.0005 0.0000 -0.0005 -100.0% 0.0142
ATR 0.0054 0.0053 -0.0001 -2.5% 0.0000
Volume 2 2 0 0.0% 11
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0975 1.0987 1.0999
R3 1.0975 1.0987 1.0999
R2 1.0975 1.0975 1.0999
R1 1.0987 1.0987 1.0999 1.0981
PP 1.0975 1.0975 1.0975 1.0972
S1 1.0987 1.0987 1.0999 1.0981
S2 1.0975 1.0975 1.0999
S3 1.0975 1.0987 1.0999
S4 1.0975 1.0987 1.0999
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1354 1.1318 1.1077
R3 1.1212 1.1176 1.1038
R2 1.1070 1.1070 1.1025
R1 1.1034 1.1034 1.1012 1.1052
PP 1.0928 1.0928 1.0928 1.0937
S1 1.0892 1.0892 1.0986 1.0910
S2 1.0786 1.0786 1.0973
S3 1.0644 1.0750 1.0960
S4 1.0502 1.0608 1.0921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0963 1.0821 0.0142 1.3% 0.0016 0.1% 125% True False 2
10 1.0963 1.0821 0.0142 1.3% 0.0008 0.1% 125% True False 1
20 1.1130 1.0821 0.0309 2.8% 0.0004 0.0% 58% False False 3
40 1.1130 1.0303 0.0827 7.5% 0.0002 0.0% 84% False False 4
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0963
2.618 1.0963
1.618 1.0963
1.000 1.0963
0.618 1.0963
HIGH 1.0963
0.618 1.0963
0.500 1.0963
0.382 1.0963
LOW 1.0963
0.618 1.0963
1.000 1.0963
1.618 1.0963
2.618 1.0963
4.250 1.0963
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 1.0987 1.0975
PP 1.0975 1.0950
S1 1.0963 1.0926

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

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