CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 1.0609 1.0617 0.0008 0.1% 1.0365
High 1.0632 1.0645 0.0013 0.1% 1.0498
Low 1.0590 1.0570 -0.0020 -0.2% 1.0357
Close 1.0607 1.0586 -0.0021 -0.2% 1.0439
Range 0.0042 0.0075 0.0033 78.6% 0.0141
ATR 0.0081 0.0080 0.0000 -0.5% 0.0000
Volume 33 31 -2 -6.1% 39
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0825 1.0781 1.0627
R3 1.0750 1.0706 1.0607
R2 1.0675 1.0675 1.0600
R1 1.0631 1.0631 1.0593 1.0616
PP 1.0600 1.0600 1.0600 1.0593
S1 1.0556 1.0556 1.0579 1.0541
S2 1.0525 1.0525 1.0572
S3 1.0450 1.0481 1.0565
S4 1.0375 1.0406 1.0545
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0854 1.0788 1.0517
R3 1.0713 1.0647 1.0478
R2 1.0572 1.0572 1.0465
R1 1.0506 1.0506 1.0452 1.0539
PP 1.0431 1.0431 1.0431 1.0448
S1 1.0365 1.0365 1.0426 1.0398
S2 1.0290 1.0290 1.0413
S3 1.0149 1.0224 1.0400
S4 1.0008 1.0083 1.0361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0645 1.0445 0.0200 1.9% 0.0048 0.5% 71% True False 15
10 1.0645 1.0267 0.0378 3.6% 0.0066 0.6% 84% True False 18
20 1.0735 1.0250 0.0485 4.6% 0.0075 0.7% 69% False False 19
40 1.0735 0.9990 0.0745 7.0% 0.0049 0.5% 80% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0964
2.618 1.0841
1.618 1.0766
1.000 1.0720
0.618 1.0691
HIGH 1.0645
0.618 1.0616
0.500 1.0608
0.382 1.0599
LOW 1.0570
0.618 1.0524
1.000 1.0495
1.618 1.0449
2.618 1.0374
4.250 1.0251
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 1.0608 1.0594
PP 1.0600 1.0591
S1 1.0593 1.0589

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

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