CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 1.0383 1.0436 0.0053 0.5% 1.0633
High 1.0469 1.0436 -0.0033 -0.3% 1.0730
Low 1.0373 1.0323 -0.0050 -0.5% 1.0451
Close 1.0452 1.0324 -0.0128 -1.2% 1.0480
Range 0.0096 0.0113 0.0017 17.7% 0.0279
ATR 0.0085 0.0088 0.0003 3.7% 0.0000
Volume 27 75 48 177.8% 193
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0700 1.0625 1.0386
R3 1.0587 1.0512 1.0355
R2 1.0474 1.0474 1.0345
R1 1.0399 1.0399 1.0334 1.0380
PP 1.0361 1.0361 1.0361 1.0352
S1 1.0286 1.0286 1.0314 1.0267
S2 1.0248 1.0248 1.0303
S3 1.0135 1.0173 1.0293
S4 1.0022 1.0060 1.0262
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1391 1.1214 1.0633
R3 1.1112 1.0935 1.0557
R2 1.0833 1.0833 1.0531
R1 1.0656 1.0656 1.0506 1.0605
PP 1.0554 1.0554 1.0554 1.0528
S1 1.0377 1.0377 1.0454 1.0326
S2 1.0275 1.0275 1.0429
S3 0.9996 1.0098 1.0403
S4 0.9717 0.9819 1.0327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0590 1.0323 0.0267 2.6% 0.0094 0.9% 0% False True 30
10 1.0730 1.0323 0.0407 3.9% 0.0086 0.8% 0% False True 34
20 1.0730 1.0267 0.0463 4.5% 0.0076 0.7% 12% False False 26
40 1.0735 1.0250 0.0485 4.7% 0.0069 0.7% 15% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0916
2.618 1.0732
1.618 1.0619
1.000 1.0549
0.618 1.0506
HIGH 1.0436
0.618 1.0393
0.500 1.0380
0.382 1.0366
LOW 1.0323
0.618 1.0253
1.000 1.0210
1.618 1.0140
2.618 1.0027
4.250 0.9843
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 1.0380 1.0414
PP 1.0361 1.0384
S1 1.0343 1.0354

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

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