CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 1.0434 1.0425 -0.0009 -0.1% 1.0376
High 1.0434 1.0427 -0.0007 -0.1% 1.0532
Low 1.0434 1.0417 -0.0017 -0.2% 1.0370
Close 1.0440 1.0437 -0.0003 0.0% 1.0440
Range 0.0000 0.0010 0.0010 0.0162
ATR 0.0062 0.0059 -0.0003 -4.5% 0.0000
Volume 2 4 2 100.0% 77
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0457 1.0457 1.0443
R3 1.0447 1.0447 1.0440
R2 1.0437 1.0437 1.0439
R1 1.0437 1.0437 1.0438 1.0437
PP 1.0427 1.0427 1.0427 1.0427
S1 1.0427 1.0427 1.0436 1.0427
S2 1.0417 1.0417 1.0435
S3 1.0407 1.0417 1.0434
S4 1.0397 1.0407 1.0432
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0933 1.0849 1.0529
R3 1.0771 1.0687 1.0485
R2 1.0609 1.0609 1.0470
R1 1.0525 1.0525 1.0455 1.0567
PP 1.0447 1.0447 1.0447 1.0469
S1 1.0363 1.0363 1.0425 1.0405
S2 1.0285 1.0285 1.0410
S3 1.0123 1.0201 1.0395
S4 0.9961 1.0039 1.0351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0532 1.0370 0.0162 1.6% 0.0007 0.1% 41% False False 16
10 1.0532 1.0319 0.0213 2.0% 0.0024 0.2% 55% False False 14
20 1.0532 0.9990 0.0542 5.2% 0.0014 0.1% 82% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0470
2.618 1.0453
1.618 1.0443
1.000 1.0437
0.618 1.0433
HIGH 1.0427
0.618 1.0423
0.500 1.0422
0.382 1.0421
LOW 1.0417
0.618 1.0411
1.000 1.0407
1.618 1.0401
2.618 1.0391
4.250 1.0375
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 1.0432 1.0475
PP 1.0427 1.0462
S1 1.0422 1.0450

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

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