CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 1.1562 1.1738 0.0176 1.5% 1.1342
High 1.1562 1.1738 0.0176 1.5% 1.1738
Low 1.1562 1.1738 0.0176 1.5% 1.1342
Close 1.1562 1.1738 0.0176 1.5% 1.1738
Range
ATR 0.0058 0.0066 0.0008 14.6% 0.0000
Volume 2 2 0 0.0% 12
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.1738 1.1738 1.1738
R3 1.1738 1.1738 1.1738
R2 1.1738 1.1738 1.1738
R1 1.1738 1.1738 1.1738 1.1738
PP 1.1738 1.1738 1.1738 1.1738
S1 1.1738 1.1738 1.1738 1.1738
S2 1.1738 1.1738 1.1738
S3 1.1738 1.1738 1.1738
S4 1.1738 1.1738 1.1738
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.2794 1.2662 1.1956
R3 1.2398 1.2266 1.1847
R2 1.2002 1.2002 1.1811
R1 1.1870 1.1870 1.1774 1.1936
PP 1.1606 1.1606 1.1606 1.1639
S1 1.1474 1.1474 1.1702 1.1540
S2 1.1210 1.1210 1.1665
S3 1.0814 1.1078 1.1629
S4 1.0418 1.0682 1.1520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1738 1.1342 0.0396 3.4% 0.0000 0.0% 100% True False 2
10 1.1738 1.1180 0.0558 4.8% 0.0001 0.0% 100% True False 2
20 1.1738 1.1180 0.0558 4.8% 0.0001 0.0% 100% True False 3
40 1.1738 1.0821 0.0917 7.8% 0.0006 0.1% 100% True False 2
60 1.1738 1.0705 0.1033 8.8% 0.0004 0.0% 100% True False 3
80 1.1738 1.0303 0.1435 12.2% 0.0003 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 1.1738
2.618 1.1738
1.618 1.1738
1.000 1.1738
0.618 1.1738
HIGH 1.1738
0.618 1.1738
0.500 1.1738
0.382 1.1738
LOW 1.1738
0.618 1.1738
1.000 1.1738
1.618 1.1738
2.618 1.1738
4.250 1.1738
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 1.1738 1.1695
PP 1.1738 1.1651
S1 1.1738 1.1608

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

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