CME Swiss Franc Future June 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	1.0436	1.0336	-0.0100	-1.0%	1.0472
High	1.0436	1.0337	-0.0099	-0.9%	1.0504
Low	1.0323	1.0268	-0.0055	-0.5%	1.0268
Close	1.0324	1.0279	-0.0045	-0.4%	1.0279
Range	0.0113	0.0069	-0.0044	-38.9%	0.0236
ATR	0.0088	0.0087	-0.0001	-1.6%	0.0000
Volume	75	35	-40	-53.3%	174

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0502	1.0459	1.0317
R3	1.0433	1.0390	1.0298
R2	1.0364	1.0364	1.0292
R1	1.0321	1.0321	1.0285	1.0308
PP	1.0295	1.0295	1.0295	1.0288
S1	1.0252	1.0252	1.0273	1.0239
S2	1.0226	1.0226	1.0266
S3	1.0157	1.0183	1.0260
S4	1.0088	1.0114	1.0241

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1058	1.0905	1.0409
R3	1.0822	1.0669	1.0344
R2	1.0586	1.0586	1.0322
R1	1.0433	1.0433	1.0301	1.0392
PP	1.0350	1.0350	1.0350	1.0330
S1	1.0197	1.0197	1.0257	1.0156
S2	1.0114	1.0114	1.0236
S3	0.9878	0.9961	1.0214
S4	0.9642	0.9725	1.0149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0504	1.0268	0.0236	2.3%	0.0080	0.8%	5%	False	True	34
10	1.0730	1.0268	0.0462	4.5%	0.0093	0.9%	2%	False	True	36
20	1.0730	1.0268	0.0462	4.5%	0.0072	0.7%	2%	False	True	26
40	1.0735	1.0250	0.0485	4.7%	0.0071	0.7%	6%	False	False	23

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0630
2.618	1.0518
1.618	1.0449
1.000	1.0406
0.618	1.0380
HIGH	1.0337
0.618	1.0311
0.500	1.0303
0.382	1.0294
LOW	1.0268
0.618	1.0225
1.000	1.0199
1.618	1.0156
2.618	1.0087
4.250	0.9975

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	1.0303	1.0369
PP	1.0295	1.0339
S1	1.0287	1.0309

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols