CME Swiss Franc Future September 2011

Trading Metrics calculated at close of trading on 19-Jan-2011

Day Change Summary
	Previous	Current
	18-Jan-2011	19-Jan-2011	Change	Change %	Previous Week
Open	1.0408	1.0496	0.0088	0.8%	1.0364
High	1.0408	1.0496	0.0088	0.8%	1.0408
Low	1.0408	1.0496	0.0088	0.8%	1.0304
Close	1.0408	1.0496	0.0088	0.8%	1.0392
Range
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 19-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0496	1.0496	1.0496
R3	1.0496	1.0496	1.0496
R2	1.0496	1.0496	1.0496
R1	1.0496	1.0496	1.0496	1.0496
PP	1.0496	1.0496	1.0496	1.0496
S1	1.0496	1.0496	1.0496	1.0496
S2	1.0496	1.0496	1.0496
S3	1.0496	1.0496	1.0496
S4	1.0496	1.0496	1.0496

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0680	1.0640	1.0449
R3	1.0576	1.0536	1.0421
R2	1.0472	1.0472	1.0411
R1	1.0432	1.0432	1.0402	1.0452
PP	1.0368	1.0368	1.0368	1.0378
S1	1.0328	1.0328	1.0382	1.0348
S2	1.0264	1.0264	1.0373
S3	1.0160	1.0224	1.0363
S4	1.0056	1.0120	1.0335

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0496	1.0317	0.0179	1.7%	0.0000	0.0%	100%	True	False	1
10	1.0496	1.0304	0.0192	1.8%	0.0000	0.0%	100%	True	False	1

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	0.0000

Fibonacci Retracements and Extensions
4.250	1.0496
2.618	1.0496
1.618	1.0496
1.000	1.0496
0.618	1.0496
HIGH	1.0496
0.618	1.0496
0.500	1.0496
0.382	1.0496
LOW	1.0496
0.618	1.0496
1.000	1.0496
1.618	1.0496
2.618	1.0496
4.250	1.0496

Fisher Pivots for day following 19-Jan-2011
Pivot	1 day	3 day
R1	1.0496	1.0478
PP	1.0496	1.0461
S1	1.0496	1.0443

Download as Excel Spreadsheet

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

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