CME Swiss Franc Future June 2011

Trading Metrics calculated at close of trading on 14-Jan-2011

Day Change Summary
	Previous	Current
	13-Jan-2011	14-Jan-2011	Change	Change %	Previous Week
Open	1.0335	1.0401	0.0066	0.6%	1.0362
High	1.0415	1.0411	-0.0004	0.0%	1.0415
Low	1.0267	1.0358	0.0091	0.9%	1.0250
Close	1.0396	1.0380	-0.0016	-0.2%	1.0380
Range	0.0148	0.0053	-0.0095	-64.2%	0.0165
ATR	0.0085	0.0083	-0.0002	-2.7%	0.0000
Volume	28	44	16	57.1%	121

Daily Pivots for day following 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0542	1.0514	1.0409
R3	1.0489	1.0461	1.0395
R2	1.0436	1.0436	1.0390
R1	1.0408	1.0408	1.0385	1.0396
PP	1.0383	1.0383	1.0383	1.0377
S1	1.0355	1.0355	1.0375	1.0343
S2	1.0330	1.0330	1.0370
S3	1.0277	1.0302	1.0365
S4	1.0224	1.0249	1.0351

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0843	1.0777	1.0471
R3	1.0678	1.0612	1.0425
R2	1.0513	1.0513	1.0410
R1	1.0447	1.0447	1.0395	1.0480
PP	1.0348	1.0348	1.0348	1.0365
S1	1.0282	1.0282	1.0365	1.0315
S2	1.0183	1.0183	1.0350
S3	1.0018	1.0117	1.0335
S4	0.9853	0.9952	1.0289

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0415	1.0250	0.0165	1.6%	0.0093	0.9%	79%	False	False	24
10	1.0735	1.0250	0.0485	4.7%	0.0090	0.9%	27%	False	False	21
20	1.0735	1.0250	0.0485	4.7%	0.0070	0.7%	27%	False	False	20

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0636
2.618	1.0550
1.618	1.0497
1.000	1.0464
0.618	1.0444
HIGH	1.0411
0.618	1.0391
0.500	1.0385
0.382	1.0378
LOW	1.0358
0.618	1.0325
1.000	1.0305
1.618	1.0272
2.618	1.0219
4.250	1.0133

Fisher Pivots for day following 14-Jan-2011
Pivot	1 day	3 day
R1	1.0385	1.0367
PP	1.0383	1.0354
S1	1.0382	1.0341

Download as Excel Spreadsheet

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

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