CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 1.0328 1.0300 -0.0028 -0.3% 1.0707
High 1.0348 1.0358 0.0010 0.1% 1.0735
Low 1.0250 1.0290 0.0040 0.4% 1.0357
Close 1.0289 1.0358 0.0069 0.7% 1.0374
Range 0.0098 0.0068 -0.0030 -30.6% 0.0378
ATR 0.0081 0.0080 -0.0001 -1.0% 0.0000
Volume 8 8 0 0.0% 97
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0539 1.0517 1.0395
R3 1.0471 1.0449 1.0377
R2 1.0403 1.0403 1.0370
R1 1.0381 1.0381 1.0364 1.0392
PP 1.0335 1.0335 1.0335 1.0341
S1 1.0313 1.0313 1.0352 1.0324
S2 1.0267 1.0267 1.0346
S3 1.0199 1.0245 1.0339
S4 1.0131 1.0177 1.0321
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 1.0433 1.0250 0.0183 1.8% 0.0068 0.7% 59% False False 17
10 1.0735 1.0250 0.0485 4.7% 0.0084 0.8% 22% False False 20
20 1.0735 1.0250 0.0485 4.7% 0.0063 0.6% 22% False False 18
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0647
2.618 1.0536
1.618 1.0468
1.000 1.0426
0.618 1.0400
HIGH 1.0358
0.618 1.0332
0.500 1.0324
0.382 1.0316
LOW 1.0290
0.618 1.0248
1.000 1.0222
1.618 1.0180
2.618 1.0112
4.250 1.0001
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 1.0347 1.0347
PP 1.0335 1.0336
S1 1.0324 1.0325

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

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