CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 1.0532 1.0434 -0.0098 -0.9% 1.0357
High 1.0532 1.0434 -0.0098 -0.9% 1.0471
Low 1.0532 1.0434 -0.0098 -0.9% 1.0319
Close 1.0526 1.0440 -0.0086 -0.8% 1.0354
Range
ATR 0.0060 0.0062 0.0002 3.8% 0.0000
Volume 41 2 -39 -95.1% 64
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0436 1.0438 1.0440
R3 1.0436 1.0438 1.0440
R2 1.0436 1.0436 1.0440
R1 1.0438 1.0438 1.0440 1.0437
PP 1.0436 1.0436 1.0436 1.0436
S1 1.0438 1.0438 1.0440 1.0437
S2 1.0436 1.0436 1.0440
S3 1.0436 1.0438 1.0440
S4 1.0436 1.0438 1.0440
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0837 1.0748 1.0438
R3 1.0685 1.0596 1.0396
R2 1.0533 1.0533 1.0382
R1 1.0444 1.0444 1.0368 1.0413
PP 1.0381 1.0381 1.0381 1.0366
S1 1.0292 1.0292 1.0340 1.0261
S2 1.0229 1.0229 1.0326
S3 1.0077 1.0140 1.0312
S4 0.9925 0.9988 1.0270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0532 1.0345 0.0187 1.8% 0.0030 0.3% 51% False False 20
10 1.0532 1.0230 0.0302 2.9% 0.0023 0.2% 70% False False 14
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 0.0006
Fibonacci Retracements and Extensions
4.250 1.0434
2.618 1.0434
1.618 1.0434
1.000 1.0434
0.618 1.0434
HIGH 1.0434
0.618 1.0434
0.500 1.0434
0.382 1.0434
LOW 1.0434
0.618 1.0434
1.000 1.0434
1.618 1.0434
2.618 1.0434
4.250 1.0434
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 1.0438 1.0476
PP 1.0436 1.0464
S1 1.0434 1.0452

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

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