CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 1.0800 1.0702 -0.0098 -0.9% 1.0787
High 1.0805 1.0797 -0.0008 -0.1% 1.0877
Low 1.0688 1.0680 -0.0008 -0.1% 1.0725
Close 1.0695 1.0762 0.0067 0.6% 1.0804
Range 0.0117 0.0117 0.0000 0.0% 0.0152
ATR 0.0092 0.0094 0.0002 1.9% 0.0000
Volume 7,994 13,794 5,800 72.6% 3,985
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1097 1.1047 1.0826
R3 1.0980 1.0930 1.0794
R2 1.0863 1.0863 1.0783
R1 1.0813 1.0813 1.0773 1.0838
PP 1.0746 1.0746 1.0746 1.0759
S1 1.0696 1.0696 1.0751 1.0721
S2 1.0629 1.0629 1.0741
S3 1.0512 1.0579 1.0730
S4 1.0395 1.0462 1.0698
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1258 1.1183 1.0888
R3 1.1106 1.1031 1.0846
R2 1.0954 1.0954 1.0832
R1 1.0879 1.0879 1.0818 1.0917
PP 1.0802 1.0802 1.0802 1.0821
S1 1.0727 1.0727 1.0790 1.0765
S2 1.0650 1.0650 1.0776
S3 1.0498 1.0575 1.0762
S4 1.0346 1.0423 1.0720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0846 1.0680 0.0166 1.5% 0.0102 0.9% 49% False True 6,094
10 1.0877 1.0680 0.0197 1.8% 0.0089 0.8% 42% False True 3,229
20 1.0877 1.0268 0.0609 5.7% 0.0095 0.9% 81% False False 1,657
40 1.0877 1.0250 0.0627 5.8% 0.0084 0.8% 82% False False 839
60 1.0877 1.0250 0.0627 5.8% 0.0075 0.7% 82% False False 565
Crabel Price Patterns
NR False
NR4 False
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 0.0011
Fibonacci Retracements and Extensions
4.250 1.1294
2.618 1.1103
1.618 1.0986
1.000 1.0914
0.618 1.0869
HIGH 1.0797
0.618 1.0752
0.500 1.0739
0.382 1.0725
LOW 1.0680
0.618 1.0608
1.000 1.0563
1.618 1.0491
2.618 1.0374
4.250 1.0183
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 1.0754 1.0760
PP 1.0746 1.0758
S1 1.0739 1.0757

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

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