CME Swiss Franc Future June 2011

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	1.0357	1.0429	0.0072	0.7%	1.0214
High	1.0357	1.0445	0.0088	0.8%	1.0230
Low	1.0357	1.0429	0.0072	0.7%	1.0153
Close	1.0353	1.0456	0.0103	1.0%	1.0213
Range	0.0000	0.0016	0.0016		0.0077
ATR
Volume	3	1	-2	-66.7%	9

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0491	1.0490	1.0465
R3	1.0475	1.0474	1.0460
R2	1.0459	1.0459	1.0459
R1	1.0458	1.0458	1.0457	1.0459
PP	1.0443	1.0443	1.0443	1.0444
S1	1.0442	1.0442	1.0455	1.0443
S2	1.0427	1.0427	1.0453
S3	1.0411	1.0426	1.0452
S4	1.0395	1.0410	1.0447

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	1.0445	1.0167	0.0278	2.7%	0.0003	0.0%	104%	True	False	2
10	1.0445	0.9990	0.0455	4.4%	0.0005	0.0%	102%	True	False	4

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	0.0000
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0513
2.618	1.0487
1.618	1.0471
1.000	1.0461
0.618	1.0455
HIGH	1.0445
0.618	1.0439
0.500	1.0437
0.382	1.0435
LOW	1.0429
0.618	1.0419
1.000	1.0413
1.618	1.0403
2.618	1.0387
4.250	1.0361

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	1.0450	1.0417
PP	1.0443	1.0377
S1	1.0437	1.0338

Download as Excel Spreadsheet

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

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