CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 1.0620 1.0633 0.0013 0.1% 1.0466
High 1.0620 1.0684 0.0064 0.6% 1.0645
Low 1.0620 1.0605 -0.0015 -0.1% 1.0466
Close 1.0628 1.0614 -0.0014 -0.1% 1.0628
Range 0.0000 0.0079 0.0079 0.0179
ATR 0.0077 0.0077 0.0000 0.2% 0.0000
Volume 15 20 5 33.3% 84
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0871 1.0822 1.0657
R3 1.0792 1.0743 1.0636
R2 1.0713 1.0713 1.0628
R1 1.0664 1.0664 1.0621 1.0649
PP 1.0634 1.0634 1.0634 1.0627
S1 1.0585 1.0585 1.0607 1.0570
S2 1.0555 1.0555 1.0600
S3 1.0476 1.0506 1.0592
S4 1.0397 1.0427 1.0571
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.1117 1.1051 1.0726
R3 1.0938 1.0872 1.0677
R2 1.0759 1.0759 1.0661
R1 1.0693 1.0693 1.0644 1.0726
PP 1.0580 1.0580 1.0580 1.0596
S1 1.0514 1.0514 1.0612 1.0547
S2 1.0401 1.0401 1.0595
S3 1.0222 1.0335 1.0579
S4 1.0043 1.0156 1.0530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0684 1.0543 0.0141 1.3% 0.0059 0.6% 50% True False 20
10 1.0684 1.0357 0.0327 3.1% 0.0053 0.5% 79% True False 14
20 1.0735 1.0250 0.0485 4.6% 0.0072 0.7% 75% False False 18
40 1.0735 1.0153 0.0582 5.5% 0.0050 0.5% 79% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1020
2.618 1.0891
1.618 1.0812
1.000 1.0763
0.618 1.0733
HIGH 1.0684
0.618 1.0654
0.500 1.0645
0.382 1.0635
LOW 1.0605
0.618 1.0556
1.000 1.0526
1.618 1.0477
2.618 1.0398
4.250 1.0269
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 1.0645 1.0627
PP 1.0634 1.0623
S1 1.0624 1.0618

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

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