CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 1.0603 1.0714 0.0111 1.0% 1.0425
High 1.0701 1.0725 0.0024 0.2% 1.0725
Low 1.0603 1.0687 0.0084 0.8% 1.0417
Close 1.0710 1.0728 0.0018 0.2% 1.0728
Range 0.0098 0.0038 -0.0060 -61.2% 0.0308
ATR 0.0070 0.0068 -0.0002 -3.3% 0.0000
Volume 14 42 28 200.0% 85
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0827 1.0816 1.0749
R3 1.0789 1.0778 1.0738
R2 1.0751 1.0751 1.0735
R1 1.0740 1.0740 1.0731 1.0746
PP 1.0713 1.0713 1.0713 1.0716
S1 1.0702 1.0702 1.0725 1.0708
S2 1.0675 1.0675 1.0721
S3 1.0637 1.0664 1.0718
S4 1.0599 1.0626 1.0707
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.1547 1.1446 1.0897
R3 1.1239 1.1138 1.0813
R2 1.0931 1.0931 1.0784
R1 1.0830 1.0830 1.0756 1.0881
PP 1.0623 1.0623 1.0623 1.0649
S1 1.0522 1.0522 1.0700 1.0573
S2 1.0315 1.0315 1.0672
S3 1.0007 1.0214 1.0643
S4 0.9699 0.9906 1.0559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0725 1.0417 0.0308 2.9% 0.0068 0.6% 101% True False 17
10 1.0725 1.0345 0.0380 3.5% 0.0049 0.5% 101% True False 18
20 1.0725 1.0153 0.0572 5.3% 0.0029 0.3% 101% True False 12
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0887
2.618 1.0824
1.618 1.0786
1.000 1.0763
0.618 1.0748
HIGH 1.0725
0.618 1.0710
0.500 1.0706
0.382 1.0702
LOW 1.0687
0.618 1.0664
1.000 1.0649
1.618 1.0626
2.618 1.0588
4.250 1.0526
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 1.0721 1.0695
PP 1.0713 1.0662
S1 1.0706 1.0630

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

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