CME Swiss Franc Future September 2011

Trading Metrics calculated at close of trading on 21-Jan-2011

Day Change Summary
	Previous	Current
	20-Jan-2011	21-Jan-2011	Change	Change %	Previous Week
Open	1.0349	1.0449	0.0100	1.0%	1.0408
High	1.0349	1.0449	0.0100	1.0%	1.0496
Low	1.0349	1.0449	0.0100	1.0%	1.0349
Close	1.0362	1.0449	0.0087	0.8%	1.0449
Range
ATR
Volume	1	1	0	0.0%	4

Daily Pivots for day following 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0449	1.0449	1.0449
R3	1.0449	1.0449	1.0449
R2	1.0449	1.0449	1.0449
R1	1.0449	1.0449	1.0449	1.0449
PP	1.0449	1.0449	1.0449	1.0449
S1	1.0449	1.0449	1.0449	1.0449
S2	1.0449	1.0449	1.0449
S3	1.0449	1.0449	1.0449
S4	1.0449	1.0449	1.0449

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0872	1.0808	1.0530
R3	1.0725	1.0661	1.0489
R2	1.0578	1.0578	1.0476
R1	1.0514	1.0514	1.0462	1.0546
PP	1.0431	1.0431	1.0431	1.0448
S1	1.0367	1.0367	1.0436	1.0399
S2	1.0284	1.0284	1.0422
S3	1.0137	1.0220	1.0409
S4	0.9990	1.0073	1.0368

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%	68%	False	False	1
10	1.0496	1.0304	0.0192	1.8%	0.0000	0.0%	76%	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	1.0449
2.618	1.0449
1.618	1.0449
1.000	1.0449
0.618	1.0449
HIGH	1.0449
0.618	1.0449
0.500	1.0449
0.382	1.0449
LOW	1.0449
0.618	1.0449
1.000	1.0449
1.618	1.0449
2.618	1.0449
4.250	1.0449

Fisher Pivots for day following 21-Jan-2011
Pivot	1 day	3 day
R1	1.0449	1.0440
PP	1.0449	1.0431
S1	1.0449	1.0423

Download as Excel Spreadsheet

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

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