CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 1.1466 1.1540 0.0074 0.6% 1.1365
High 1.1466 1.1560 0.0094 0.8% 1.1560
Low 1.1466 1.1540 0.0074 0.6% 1.1365
Close 1.1466 1.1586 0.0120 1.0% 1.1586
Range 0.0000 0.0020 0.0020 0.0195
ATR 0.0054 0.0057 0.0003 5.2% 0.0000
Volume 8 8 0 0.0% 22
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1622 1.1624 1.1597
R3 1.1602 1.1604 1.1592
R2 1.1582 1.1582 1.1590
R1 1.1584 1.1584 1.1588 1.1583
PP 1.1562 1.1562 1.1562 1.1562
S1 1.1564 1.1564 1.1584 1.1563
S2 1.1542 1.1542 1.1582
S3 1.1522 1.1544 1.1581
S4 1.1502 1.1524 1.1575
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2089 1.2032 1.1693
R3 1.1894 1.1837 1.1640
R2 1.1699 1.1699 1.1622
R1 1.1642 1.1642 1.1604 1.1671
PP 1.1504 1.1504 1.1504 1.1518
S1 1.1447 1.1447 1.1568 1.1476
S2 1.1309 1.1309 1.1550
S3 1.1114 1.1252 1.1532
S4 1.0919 1.1057 1.1479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1560 1.1365 0.0195 1.7% 0.0018 0.2% 113% True False 4
10 1.1560 1.1133 0.0427 3.7% 0.0009 0.1% 106% True False 3
20 1.1560 1.0821 0.0739 6.4% 0.0011 0.1% 104% True False 2
40 1.1560 1.0705 0.0855 7.4% 0.0006 0.0% 103% True False 3
60 1.1560 1.0303 0.1257 10.8% 0.0004 0.0% 102% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1645
2.618 1.1612
1.618 1.1592
1.000 1.1580
0.618 1.1572
HIGH 1.1560
0.618 1.1552
0.500 1.1550
0.382 1.1548
LOW 1.1540
0.618 1.1528
1.000 1.1520
1.618 1.1508
2.618 1.1488
4.250 1.1455
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 1.1574 1.1554
PP 1.1562 1.1522
S1 1.1550 1.1490

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

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