CME Swiss Franc Future June 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	1.0646	1.0702	0.0056	0.5%	1.0466
High	1.0712	1.0730	0.0018	0.2%	1.0645
Low	1.0615	1.0615	0.0000	0.0%	1.0466
Close	1.0695	1.0631	-0.0064	-0.6%	1.0628
Range	0.0097	0.0115	0.0018	18.6%	0.0179
ATR	0.0079	0.0081	0.0003	3.3%	0.0000
Volume	22	38	16	72.7%	84

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1004	1.0932	1.0694
R3	1.0889	1.0817	1.0663
R2	1.0774	1.0774	1.0652
R1	1.0702	1.0702	1.0642	1.0681
PP	1.0659	1.0659	1.0659	1.0648
S1	1.0587	1.0587	1.0620	1.0566
S2	1.0544	1.0544	1.0610
S3	1.0429	1.0472	1.0599
S4	1.0314	1.0357	1.0568

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	1.0730	1.0570	0.0160	1.5%	0.0073	0.7%	38%	True	False	25
10	1.0730	1.0400	0.0330	3.1%	0.0063	0.6%	70%	True	False	17
20	1.0730	1.0250	0.0480	4.5%	0.0072	0.7%	79%	True	False	19
40	1.0735	1.0153	0.0582	5.5%	0.0056	0.5%	82%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.1219
2.618	1.1031
1.618	1.0916
1.000	1.0845
0.618	1.0801
HIGH	1.0730
0.618	1.0686
0.500	1.0673
0.382	1.0659
LOW	1.0615
0.618	1.0544
1.000	1.0500
1.618	1.0429
2.618	1.0314
4.250	1.0126

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	1.0673	1.0668
PP	1.0659	1.0655
S1	1.0645	1.0643

Download as Excel Spreadsheet

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

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