CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 1.0309 1.0366 0.0057 0.6% 1.0472
High 1.0368 1.0470 0.0102 1.0% 1.0504
Low 1.0308 1.0283 -0.0025 -0.2% 1.0268
Close 1.0354 1.0444 0.0090 0.9% 1.0279
Range 0.0060 0.0187 0.0127 211.7% 0.0236
ATR 0.0082 0.0090 0.0007 9.1% 0.0000
Volume 30 39 9 30.0% 174
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0960 1.0889 1.0547
R3 1.0773 1.0702 1.0495
R2 1.0586 1.0586 1.0478
R1 1.0515 1.0515 1.0461 1.0551
PP 1.0399 1.0399 1.0399 1.0417
S1 1.0328 1.0328 1.0427 1.0364
S2 1.0212 1.0212 1.0410
S3 1.0025 1.0141 1.0393
S4 0.9838 0.9954 1.0341
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 1.0470 1.0268 0.0202 1.9% 0.0095 0.9% 87% True False 47
10 1.0650 1.0268 0.0382 3.7% 0.0093 0.9% 46% False False 41
20 1.0730 1.0268 0.0462 4.4% 0.0078 0.7% 38% False False 29
40 1.0735 1.0250 0.0485 4.6% 0.0074 0.7% 40% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 1.1265
2.618 1.0960
1.618 1.0773
1.000 1.0657
0.618 1.0586
HIGH 1.0470
0.618 1.0399
0.500 1.0377
0.382 1.0354
LOW 1.0283
0.618 1.0167
1.000 1.0096
1.618 0.9980
2.618 0.9793
4.250 0.9488
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 1.0422 1.0420
PP 1.0399 1.0396
S1 1.0377 1.0373

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

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