CME Swiss Franc Future September 2011

Trading Metrics calculated at close of trading on 22-Mar-2011

Day Change Summary
	Previous	Current
	21-Mar-2011	22-Mar-2011	Change	Change %	Previous Week
Open	1.1065	1.1066	0.0001	0.0%	1.0838
High	1.1065	1.1100	0.0035	0.3%	1.1148
Low	1.1050	1.1066	0.0016	0.1%	1.0838
Close	1.1068	1.1089	0.0021	0.2%	1.1105
Range	0.0015	0.0034	0.0019	126.7%	0.0310
ATR	0.0067	0.0065	-0.0002	-3.5%	0.0000
Volume	15	2	-13	-86.7%	115

Daily Pivots for day following 22-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1187	1.1172	1.1108
R3	1.1153	1.1138	1.1098
R2	1.1119	1.1119	1.1095
R1	1.1104	1.1104	1.1092	1.1112
PP	1.1085	1.1085	1.1085	1.1089
S1	1.1070	1.1070	1.1086	1.1078
S2	1.1051	1.1051	1.1083
S3	1.1017	1.1036	1.1080
S4	1.0983	1.1002	1.1070

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1960	1.1843	1.1276
R3	1.1650	1.1533	1.1190
R2	1.1340	1.1340	1.1162
R1	1.1223	1.1223	1.1133	1.1282
PP	1.1030	1.1030	1.1030	1.1060
S1	1.0913	1.0913	1.1077	1.0972
S2	1.0720	1.0720	1.1048
S3	1.0410	1.0603	1.1020
S4	1.0100	1.0293	1.0935

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1148	1.0956	0.0192	1.7%	0.0040	0.4%	69%	False	False	25
10	1.1148	1.0745	0.0403	3.6%	0.0022	0.2%	85%	False	False	14
20	1.1148	1.0696	0.0452	4.1%	0.0012	0.1%	87%	False	False	8
40	1.1148	1.0291	0.0857	7.7%	0.0009	0.1%	93%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1245
2.618	1.1189
1.618	1.1155
1.000	1.1134
0.618	1.1121
HIGH	1.1100
0.618	1.1087
0.500	1.1083
0.382	1.1079
LOW	1.1066
0.618	1.1045
1.000	1.1032
1.618	1.1011
2.618	1.0977
4.250	1.0922

Fisher Pivots for day following 22-Mar-2011
Pivot	1 day	3 day
R1	1.1087	1.1085
PP	1.1085	1.1080
S1	1.1083	1.1076

Download as Excel Spreadsheet

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

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