CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 1.1416 1.1342 -0.0074 -0.6% 1.1189
High 1.1416 1.1342 -0.0074 -0.6% 1.1416
Low 1.1416 1.1342 -0.0074 -0.6% 1.1180
Close 1.1416 1.1342 -0.0074 -0.6% 1.1416
Range
ATR 0.0052 0.0054 0.0002 3.0% 0.0000
Volume 1 5 4 400.0% 10
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 1.1342 1.1342 1.1342
R3 1.1342 1.1342 1.1342
R2 1.1342 1.1342 1.1342
R1 1.1342 1.1342 1.1342 1.1342
PP 1.1342 1.1342 1.1342 1.1342
S1 1.1342 1.1342 1.1342 1.1342
S2 1.1342 1.1342 1.1342
S3 1.1342 1.1342 1.1342
S4 1.1342 1.1342 1.1342
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.2045 1.1967 1.1546
R3 1.1809 1.1731 1.1481
R2 1.1573 1.1573 1.1459
R1 1.1495 1.1495 1.1438 1.1534
PP 1.1337 1.1337 1.1337 1.1357
S1 1.1259 1.1259 1.1394 1.1298
S2 1.1101 1.1101 1.1373
S3 1.0865 1.1023 1.1351
S4 1.0629 1.0787 1.1286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1416 1.1342 0.0074 0.7% 0.0000 0.0% 0% False True 2
10 1.1416 1.1180 0.0236 2.1% 0.0001 0.0% 69% False False 1
20 1.1639 1.1180 0.0459 4.0% 0.0006 0.1% 35% False False 3
40 1.1639 1.0821 0.0818 7.2% 0.0006 0.1% 64% False False 2
60 1.1639 1.0705 0.0934 8.2% 0.0004 0.0% 68% False False 3
80 1.1639 1.0303 0.1336 11.8% 0.0003 0.0% 78% False 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 1.1342
2.618 1.1342
1.618 1.1342
1.000 1.1342
0.618 1.1342
HIGH 1.1342
0.618 1.1342
0.500 1.1342
0.382 1.1342
LOW 1.1342
0.618 1.1342
1.000 1.1342
1.618 1.1342
2.618 1.1342
4.250 1.1342
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 1.1342 1.1379
PP 1.1342 1.1367
S1 1.1342 1.1354

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

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