CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 1.1332 1.1365 0.0033 0.3% 1.1164
High 1.1332 1.1365 0.0033 0.3% 1.1332
Low 1.1332 1.1365 0.0033 0.3% 1.1133
Close 1.1332 1.1365 0.0033 0.3% 1.1332
Range
ATR 0.0055 0.0054 -0.0002 -2.9% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1365 1.1365 1.1365
R3 1.1365 1.1365 1.1365
R2 1.1365 1.1365 1.1365
R1 1.1365 1.1365 1.1365 1.1365
PP 1.1365 1.1365 1.1365 1.1365
S1 1.1365 1.1365 1.1365 1.1365
S2 1.1365 1.1365 1.1365
S3 1.1365 1.1365 1.1365
S4 1.1365 1.1365 1.1365
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1863 1.1796 1.1441
R3 1.1664 1.1597 1.1387
R2 1.1465 1.1465 1.1368
R1 1.1398 1.1398 1.1350 1.1432
PP 1.1266 1.1266 1.1266 1.1282
S1 1.1199 1.1199 1.1314 1.1233
S2 1.1067 1.1067 1.1296
S3 1.0868 1.1000 1.1277
S4 1.0669 1.0801 1.1223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1365 1.1133 0.0232 2.0% 0.0000 0.0% 100% True False 2
10 1.1365 1.1000 0.0365 3.2% 0.0005 0.0% 100% True False 2
20 1.1365 1.0821 0.0544 4.8% 0.0007 0.1% 100% True False 1
40 1.1365 1.0705 0.0660 5.8% 0.0003 0.0% 100% True False 3
60 1.1365 1.0303 0.1062 9.3% 0.0002 0.0% 100% True False 3
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 1.1365
2.618 1.1365
1.618 1.1365
1.000 1.1365
0.618 1.1365
HIGH 1.1365
0.618 1.1365
0.500 1.1365
0.382 1.1365
LOW 1.1365
0.618 1.1365
1.000 1.1365
1.618 1.1365
2.618 1.1365
4.250 1.1365
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 1.1365 1.1348
PP 1.1365 1.1330
S1 1.1365 1.1313

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

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