CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 1.0773 1.0784 0.0011 0.1% 1.0590
High 1.0791 1.0877 0.0086 0.8% 1.0836
Low 1.0738 1.0776 0.0038 0.4% 1.0555
Close 1.0762 1.0836 0.0074 0.7% 1.0781
Range 0.0053 0.0101 0.0048 90.6% 0.0281
ATR 0.0089 0.0091 0.0002 2.1% 0.0000
Volume 171 564 393 229.8% 866
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1133 1.1085 1.0892
R3 1.1032 1.0984 1.0864
R2 1.0931 1.0931 1.0855
R1 1.0883 1.0883 1.0845 1.0907
PP 1.0830 1.0830 1.0830 1.0842
S1 1.0782 1.0782 1.0827 1.0806
S2 1.0729 1.0729 1.0817
S3 1.0628 1.0681 1.0808
S4 1.0527 1.0580 1.0780
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1567 1.1455 1.0936
R3 1.1286 1.1174 1.0858
R2 1.1005 1.1005 1.0833
R1 1.0893 1.0893 1.0807 1.0949
PP 1.0724 1.0724 1.0724 1.0752
S1 1.0612 1.0612 1.0755 1.0668
S2 1.0443 1.0443 1.0729
S3 1.0162 1.0331 1.0704
S4 0.9881 1.0050 1.0626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0877 1.0738 0.0139 1.3% 0.0077 0.7% 71% True False 364
10 1.0877 1.0283 0.0594 5.5% 0.0101 0.9% 93% True False 244
20 1.0877 1.0268 0.0609 5.6% 0.0094 0.9% 93% True False 142
40 1.0877 1.0250 0.0627 5.8% 0.0084 0.8% 93% True False 80
60 1.0877 1.0153 0.0724 6.7% 0.0066 0.6% 94% True False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1306
2.618 1.1141
1.618 1.1040
1.000 1.0978
0.618 1.0939
HIGH 1.0877
0.618 1.0838
0.500 1.0827
0.382 1.0815
LOW 1.0776
0.618 1.0714
1.000 1.0675
1.618 1.0613
2.618 1.0512
4.250 1.0347
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 1.0833 1.0827
PP 1.0830 1.0817
S1 1.0827 1.0808

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

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