CME Swiss Franc Future September 2011

Trading Metrics calculated at close of trading on 25-Mar-2011

Day Change Summary
	Previous	Current
	24-Mar-2011	25-Mar-2011	Change	Change %	Previous Week
Open	1.1022	1.0995	-0.0027	-0.2%	1.1065
High	1.1090	1.0995	-0.0095	-0.9%	1.1131
Low	1.0996	1.0895	-0.0101	-0.9%	1.0895
Close	1.1038	1.0892	-0.0146	-1.3%	1.0892
Range	0.0094	0.0100	0.0006	6.4%	0.0236
ATR	0.0069	0.0074	0.0005	7.7%	0.0000
Volume	7	15	8	114.3%	49

Daily Pivots for day following 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1227	1.1160	1.0947
R3	1.1127	1.1060	1.0920
R2	1.1027	1.1027	1.0910
R1	1.0960	1.0960	1.0901	1.0944
PP	1.0927	1.0927	1.0927	1.0919
S1	1.0860	1.0860	1.0883	1.0844
S2	1.0827	1.0827	1.0874
S3	1.0727	1.0760	1.0865
S4	1.0627	1.0660	1.0837

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1681	1.1522	1.1022
R3	1.1445	1.1286	1.0957
R2	1.1209	1.1209	1.0935
R1	1.1050	1.1050	1.0914	1.1012
PP	1.0973	1.0973	1.0973	1.0953
S1	1.0814	1.0814	1.0870	1.0776
S2	1.0737	1.0737	1.0849
S3	1.0501	1.0578	1.0827
S4	1.0265	1.0342	1.0762

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1131	1.0895	0.0236	2.2%	0.0067	0.6%	-1%	False	True	9
10	1.1148	1.0838	0.0310	2.8%	0.0050	0.5%	17%	False	False	16
20	1.1148	1.0696	0.0452	4.1%	0.0026	0.2%	43%	False	False	9
40	1.1148	1.0291	0.0857	7.9%	0.0017	0.2%	70%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.1420
2.618	1.1257
1.618	1.1157
1.000	1.1095
0.618	1.1057
HIGH	1.0995
0.618	1.0957
0.500	1.0945
0.382	1.0933
LOW	1.0895
0.618	1.0833
1.000	1.0795
1.618	1.0733
2.618	1.0633
4.250	1.0470

Fisher Pivots for day following 25-Mar-2011
Pivot	1 day	3 day
R1	1.0945	1.1013
PP	1.0927	1.0973
S1	1.0910	1.0932

Download as Excel Spreadsheet

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

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