CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 1.1604 1.1615 0.0011 0.1% 1.1365
High 1.1624 1.1615 -0.0009 -0.1% 1.1560
Low 1.1604 1.1615 0.0011 0.1% 1.1365
Close 1.1578 1.1615 0.0037 0.3% 1.1586
Range 0.0020 0.0000 -0.0020 -100.0% 0.0195
ATR 0.0056 0.0054 -0.0001 -2.4% 0.0000
Volume 3 10 7 233.3% 22
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 1.1615 1.1615 1.1615
R3 1.1615 1.1615 1.1615
R2 1.1615 1.1615 1.1615
R1 1.1615 1.1615 1.1615 1.1615
PP 1.1615 1.1615 1.1615 1.1615
S1 1.1615 1.1615 1.1615 1.1615
S2 1.1615 1.1615 1.1615
S3 1.1615 1.1615 1.1615
S4 1.1615 1.1615 1.1615
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 1.1624 1.1420 0.0204 1.8% 0.0022 0.2% 96% False False 6
10 1.1624 1.1133 0.0491 4.2% 0.0011 0.1% 98% False False 4
20 1.1624 1.0821 0.0803 6.9% 0.0011 0.1% 99% False False 3
40 1.1624 1.0705 0.0919 7.9% 0.0006 0.1% 99% False False 3
60 1.1624 1.0303 0.1321 11.4% 0.0004 0.0% 99% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1615
2.618 1.1615
1.618 1.1615
1.000 1.1615
0.618 1.1615
HIGH 1.1615
0.618 1.1615
0.500 1.1615
0.382 1.1615
LOW 1.1615
0.618 1.1615
1.000 1.1615
1.618 1.1615
2.618 1.1615
4.250 1.1615
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 1.1615 1.1604
PP 1.1615 1.1593
S1 1.1615 1.1582

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

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