CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 1.0621 1.0587 -0.0034 -0.3% 1.0408
High 1.0621 1.0587 -0.0034 -0.3% 1.0496
Low 1.0621 1.0587 -0.0034 -0.3% 1.0349
Close 1.0617 1.0596 -0.0021 -0.2% 1.0449
Range
ATR 0.0056 0.0054 -0.0002 -3.3% 0.0000
Volume 1 3 2 200.0% 4
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0590 1.0593 1.0596
R3 1.0590 1.0593 1.0596
R2 1.0590 1.0590 1.0596
R1 1.0593 1.0593 1.0596 1.0592
PP 1.0590 1.0590 1.0590 1.0589
S1 1.0593 1.0593 1.0596 1.0592
S2 1.0590 1.0590 1.0596
S3 1.0590 1.0593 1.0596
S4 1.0590 1.0593 1.0596
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 1.0636 1.0449 0.0187 1.8% 0.0000 0.0% 79% False False 1
10 1.0636 1.0349 0.0287 2.7% 0.0000 0.0% 86% 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 1.0587
2.618 1.0587
1.618 1.0587
1.000 1.0587
0.618 1.0587
HIGH 1.0587
0.618 1.0587
0.500 1.0587
0.382 1.0587
LOW 1.0587
0.618 1.0587
1.000 1.0587
1.618 1.0587
2.618 1.0587
4.250 1.0587
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 1.0593 1.0612
PP 1.0590 1.0606
S1 1.0587 1.0601

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

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