CME Swiss Franc Future June 2011

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	1.0230	1.0357	0.0127	1.2%	1.0214
High	1.0230	1.0357	0.0127	1.2%	1.0230
Low	1.0230	1.0357	0.0127	1.2%	1.0153
Close	1.0213	1.0353	0.0140	1.4%	1.0213
Range
ATR
Volume	4	3	-1	-25.0%	9

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0356	1.0354	1.0353
R3	1.0356	1.0354	1.0353
R2	1.0356	1.0356	1.0353
R1	1.0354	1.0354	1.0353	1.0355
PP	1.0356	1.0356	1.0356	1.0356
S1	1.0354	1.0354	1.0353	1.0355
S2	1.0356	1.0356	1.0353
S3	1.0356	1.0354	1.0353
S4	1.0356	1.0354	1.0353

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0430	1.0398	1.0255
R3	1.0353	1.0321	1.0234
R2	1.0276	1.0276	1.0227
R1	1.0244	1.0244	1.0220	1.0222
PP	1.0199	1.0199	1.0199	1.0187
S1	1.0167	1.0167	1.0206	1.0145
S2	1.0122	1.0122	1.0199
S3	1.0045	1.0090	1.0192
S4	0.9968	1.0013	1.0171

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0357	1.0153	0.0204	2.0%	0.0000	0.0%	98%	True	False	2
10	1.0357	0.9990	0.0367	3.5%	0.0003	0.0%	99%	True	False	4

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	1.0357
2.618	1.0357
1.618	1.0357
1.000	1.0357
0.618	1.0357
HIGH	1.0357
0.618	1.0357
0.500	1.0357
0.382	1.0357
LOW	1.0357
0.618	1.0357
1.000	1.0357
1.618	1.0357
2.618	1.0357
4.250	1.0357

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	1.0357	1.0323
PP	1.0356	1.0292
S1	1.0354	1.0262

Download as Excel Spreadsheet

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

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