CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 1.1389 1.1470 0.0081 0.7% 1.1604
High 1.1389 1.1470 0.0081 0.7% 1.1639
Low 1.1389 1.1470 0.0081 0.7% 1.1389
Close 1.1389 1.1470 0.0081 0.7% 1.1389
Range
ATR 0.0060 0.0062 0.0001 2.5% 0.0000
Volume 1 1 0 0.0% 34
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 1.1470 1.1470 1.1470
R3 1.1470 1.1470 1.1470
R2 1.1470 1.1470 1.1470
R1 1.1470 1.1470 1.1470 1.1470
PP 1.1470 1.1470 1.1470 1.1470
S1 1.1470 1.1470 1.1470 1.1470
S2 1.1470 1.1470 1.1470
S3 1.1470 1.1470 1.1470
S4 1.1470 1.1470 1.1470
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.2222 1.2056 1.1527
R3 1.1972 1.1806 1.1458
R2 1.1722 1.1722 1.1435
R1 1.1556 1.1556 1.1412 1.1514
PP 1.1472 1.1472 1.1472 1.1452
S1 1.1306 1.1306 1.1366 1.1264
S2 1.1222 1.1222 1.1343
S3 1.0972 1.1056 1.1320
S4 1.0722 1.0806 1.1252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1639 1.1389 0.0250 2.2% 0.0000 0.0% 32% False False 6
10 1.1639 1.1389 0.0250 2.2% 0.0011 0.1% 32% False False 5
20 1.1639 1.1000 0.0639 5.6% 0.0008 0.1% 74% False False 3
40 1.1639 1.0821 0.0818 7.1% 0.0006 0.1% 79% False False 3
60 1.1639 1.0303 0.1336 11.6% 0.0004 0.0% 87% False False 4
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 1.1470
2.618 1.1470
1.618 1.1470
1.000 1.1470
0.618 1.1470
HIGH 1.1470
0.618 1.1470
0.500 1.1470
0.382 1.1470
LOW 1.1470
0.618 1.1470
1.000 1.1470
1.618 1.1470
2.618 1.1470
4.250 1.1470
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 1.1470 1.1467
PP 1.1470 1.1463
S1 1.1470 1.1460

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

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