CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 1.0496 1.0349 -0.0147 -1.4% 1.0364
High 1.0496 1.0349 -0.0147 -1.4% 1.0408
Low 1.0496 1.0349 -0.0147 -1.4% 1.0304
Close 1.0496 1.0362 -0.0134 -1.3% 1.0392
Range
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0353 1.0358 1.0362
R3 1.0353 1.0358 1.0362
R2 1.0353 1.0353 1.0362
R1 1.0358 1.0358 1.0362 1.0356
PP 1.0353 1.0353 1.0353 1.0352
S1 1.0358 1.0358 1.0362 1.0356
S2 1.0353 1.0353 1.0362
S3 1.0353 1.0358 1.0362
S4 1.0353 1.0358 1.0362
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 1.0349 0.0147 1.4% 0.0000 0.0% 9% False True 1
10 1.0496 1.0304 0.0192 1.9% 0.0000 0.0% 30% False 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 1.0349
2.618 1.0349
1.618 1.0349
1.000 1.0349
0.618 1.0349
HIGH 1.0349
0.618 1.0349
0.500 1.0349
0.382 1.0349
LOW 1.0349
0.618 1.0349
1.000 1.0349
1.618 1.0349
2.618 1.0349
4.250 1.0349
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 1.0358 1.0423
PP 1.0353 1.0402
S1 1.0349 1.0382

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

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