CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 1.0276 1.0309 0.0033 0.3% 1.0472
High 1.0320 1.0368 0.0048 0.5% 1.0504
Low 1.0275 1.0308 0.0033 0.3% 1.0268
Close 1.0316 1.0354 0.0038 0.4% 1.0279
Range 0.0045 0.0060 0.0015 33.3% 0.0236
ATR 0.0084 0.0082 -0.0002 -2.0% 0.0000
Volume 56 30 -26 -46.4% 174
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0523 1.0499 1.0387
R3 1.0463 1.0439 1.0371
R2 1.0403 1.0403 1.0365
R1 1.0379 1.0379 1.0360 1.0391
PP 1.0343 1.0343 1.0343 1.0350
S1 1.0319 1.0319 1.0349 1.0331
S2 1.0283 1.0283 1.0343
S3 1.0223 1.0259 1.0338
S4 1.0163 1.0199 1.0321
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 1.0469 1.0268 0.0201 1.9% 0.0077 0.7% 43% False False 44
10 1.0730 1.0268 0.0462 4.5% 0.0086 0.8% 19% False False 41
20 1.0730 1.0268 0.0462 4.5% 0.0069 0.7% 19% False False 28
40 1.0735 1.0250 0.0485 4.7% 0.0069 0.7% 21% False False 23
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0623
2.618 1.0525
1.618 1.0465
1.000 1.0428
0.618 1.0405
HIGH 1.0368
0.618 1.0345
0.500 1.0338
0.382 1.0331
LOW 1.0308
0.618 1.0271
1.000 1.0248
1.618 1.0211
2.618 1.0151
4.250 1.0053
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 1.0349 1.0342
PP 1.0343 1.0330
S1 1.0338 1.0318

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

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