CME Swiss Franc Future June 2011

Trading Metrics calculated at close of trading on 11-Jan-2011

Day Change Summary
	Previous	Current
	10-Jan-2011	11-Jan-2011	Change	Change %	Previous Week
Open	1.0362	1.0328	-0.0034	-0.3%	1.0707
High	1.0400	1.0348	-0.0052	-0.5%	1.0735
Low	1.0300	1.0250	-0.0050	-0.5%	1.0357
Close	1.0349	1.0289	-0.0060	-0.6%	1.0374
Range	0.0100	0.0098	-0.0002	-2.0%	0.0378
ATR	0.0079	0.0081	0.0001	1.8%	0.0000
Volume	33	8	-25	-75.8%	97

Daily Pivots for day following 11-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0590	1.0537	1.0343
R3	1.0492	1.0439	1.0316
R2	1.0394	1.0394	1.0307
R1	1.0341	1.0341	1.0298	1.0319
PP	1.0296	1.0296	1.0296	1.0284
S1	1.0243	1.0243	1.0280	1.0221
S2	1.0198	1.0198	1.0271
S3	1.0100	1.0145	1.0262
S4	1.0002	1.0047	1.0235

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1623	1.1376	1.0582
R3	1.1245	1.0998	1.0478
R2	1.0867	1.0867	1.0443
R1	1.0620	1.0620	1.0409	1.0555
PP	1.0489	1.0489	1.0489	1.0456
S1	1.0242	1.0242	1.0339	1.0177
S2	1.0111	1.0111	1.0305
S3	0.9733	0.9864	1.0270
S4	0.9355	0.9486	1.0166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0514	1.0250	0.0264	2.6%	0.0084	0.8%	15%	False	True	20
10	1.0735	1.0250	0.0485	4.7%	0.0084	0.8%	8%	False	True	20
20	1.0735	1.0250	0.0485	4.7%	0.0060	0.6%	8%	False	True	18

Crabel Price Patterns
NR	True
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0765
2.618	1.0605
1.618	1.0507
1.000	1.0446
0.618	1.0409
HIGH	1.0348
0.618	1.0311
0.500	1.0299
0.382	1.0287
LOW	1.0250
0.618	1.0189
1.000	1.0152
1.618	1.0091
2.618	0.9993
4.250	0.9834

Fisher Pivots for day following 11-Jan-2011
Pivot	1 day	3 day
R1	1.0299	1.0342
PP	1.0296	1.0324
S1	1.0292	1.0307

Download as Excel Spreadsheet

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

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