CME Swiss Franc Future December 2011


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Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 1.1818 1.1987 0.0169 1.4% 1.1825
High 1.1977 1.2000 0.0023 0.2% 1.1977
Low 1.1770 1.1979 0.0209 1.8% 1.1770
Close 1.1969 1.1994 0.0025 0.2% 1.1969
Range 0.0207 0.0021 -0.0186 -89.9% 0.0207
ATR 0.0102 0.0097 -0.0005 -5.0% 0.0000
Volume 6 20 14 233.3% 77
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2054 1.2045 1.2006
R3 1.2033 1.2024 1.2000
R2 1.2012 1.2012 1.1998
R1 1.2003 1.2003 1.1996 1.2008
PP 1.1991 1.1991 1.1991 1.1993
S1 1.1982 1.1982 1.1992 1.1987
S2 1.1970 1.1970 1.1990
S3 1.1949 1.1961 1.1988
S4 1.1928 1.1940 1.1982
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2526 1.2455 1.2083
R3 1.2319 1.2248 1.2026
R2 1.2112 1.2112 1.2007
R1 1.2041 1.2041 1.1988 1.2077
PP 1.1905 1.1905 1.1905 1.1923
S1 1.1834 1.1834 1.1950 1.1870
S2 1.1698 1.1698 1.1931
S3 1.1491 1.1627 1.1912
S4 1.1284 1.1420 1.1855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2000 1.1770 0.0230 1.9% 0.0097 0.8% 97% True False 19
10 1.2100 1.1770 0.0330 2.8% 0.0100 0.8% 68% False False 19
20 1.2100 1.1724 0.0376 3.1% 0.0098 0.8% 72% False False 34
40 1.2100 1.1180 0.0920 7.7% 0.0053 0.4% 88% False False 21
60 1.2100 1.1133 0.0967 8.1% 0.0037 0.3% 89% False False 15
80 1.2100 1.0821 0.1279 10.7% 0.0030 0.2% 92% False False 12
100 1.2100 1.0468 0.1632 13.6% 0.0024 0.2% 94% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.2089
2.618 1.2055
1.618 1.2034
1.000 1.2021
0.618 1.2013
HIGH 1.2000
0.618 1.1992
0.500 1.1990
0.382 1.1987
LOW 1.1979
0.618 1.1966
1.000 1.1958
1.618 1.1945
2.618 1.1924
4.250 1.1890
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 1.1993 1.1958
PP 1.1991 1.1921
S1 1.1990 1.1885

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

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