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

Download as Excel Spreadsheet

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

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