CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 1.0336 1.0276 -0.0060 -0.6% 1.0472
High 1.0337 1.0320 -0.0017 -0.2% 1.0504
Low 1.0268 1.0275 0.0007 0.1% 1.0268
Close 1.0279 1.0316 0.0037 0.4% 1.0279
Range 0.0069 0.0045 -0.0024 -34.8% 0.0236
ATR 0.0087 0.0084 -0.0003 -3.4% 0.0000
Volume 35 56 21 60.0% 174
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0439 1.0422 1.0341
R3 1.0394 1.0377 1.0328
R2 1.0349 1.0349 1.0324
R1 1.0332 1.0332 1.0320 1.0341
PP 1.0304 1.0304 1.0304 1.0308
S1 1.0287 1.0287 1.0312 1.0296
S2 1.0259 1.0259 1.0308
S3 1.0214 1.0242 1.0304
S4 1.0169 1.0197 1.0291
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% 0.0089 0.9% 20% False False 40
10 1.0730 1.0268 0.0462 4.5% 0.0090 0.9% 10% False False 40
20 1.0730 1.0268 0.0462 4.5% 0.0072 0.7% 10% False False 27
40 1.0735 1.0250 0.0485 4.7% 0.0071 0.7% 14% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0511
2.618 1.0438
1.618 1.0393
1.000 1.0365
0.618 1.0348
HIGH 1.0320
0.618 1.0303
0.500 1.0298
0.382 1.0292
LOW 1.0275
0.618 1.0247
1.000 1.0230
1.618 1.0202
2.618 1.0157
4.250 1.0084
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 1.0310 1.0352
PP 1.0304 1.0340
S1 1.0298 1.0328

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

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