CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 1.0365 1.0452 0.0087 0.8% 1.0362
High 1.0472 1.0452 -0.0020 -0.2% 1.0415
Low 1.0357 1.0452 0.0095 0.9% 1.0250
Close 1.0396 1.0484 0.0088 0.8% 1.0380
Range 0.0115 0.0000 -0.0115 -100.0% 0.0165
ATR 0.0085 0.0083 -0.0002 -2.4% 0.0000
Volume 11 17 6 54.5% 121
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0463 1.0473 1.0484
R3 1.0463 1.0473 1.0484
R2 1.0463 1.0463 1.0484
R1 1.0473 1.0473 1.0484 1.0468
PP 1.0463 1.0463 1.0463 1.0460
S1 1.0473 1.0473 1.0484 1.0468
S2 1.0463 1.0463 1.0484
S3 1.0463 1.0473 1.0484
S4 1.0463 1.0473 1.0484
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 1.0472 1.0267 0.0205 2.0% 0.0077 0.7% 106% False False 21
10 1.0514 1.0250 0.0264 2.5% 0.0081 0.8% 89% False False 20
20 1.0735 1.0250 0.0485 4.6% 0.0069 0.7% 48% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0452
2.618 1.0452
1.618 1.0452
1.000 1.0452
0.618 1.0452
HIGH 1.0452
0.618 1.0452
0.500 1.0452
0.382 1.0452
LOW 1.0452
0.618 1.0452
1.000 1.0452
1.618 1.0452
2.618 1.0452
4.250 1.0452
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 1.0473 1.0461
PP 1.0463 1.0438
S1 1.0452 1.0415

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

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