CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 1.0638 1.0625 -0.0013 -0.1% 1.0554
High 1.0638 1.0625 -0.0013 -0.1% 1.0638
Low 1.0638 1.0625 -0.0013 -0.1% 1.0554
Close 1.0638 1.0625 -0.0013 -0.1% 1.0638
Range
ATR 0.0053 0.0050 -0.0003 -5.4% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0625 1.0625 1.0625
R3 1.0625 1.0625 1.0625
R2 1.0625 1.0625 1.0625
R1 1.0625 1.0625 1.0625 1.0625
PP 1.0625 1.0625 1.0625 1.0625
S1 1.0625 1.0625 1.0625 1.0625
S2 1.0625 1.0625 1.0625
S3 1.0625 1.0625 1.0625
S4 1.0625 1.0625 1.0625
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0862 1.0834 1.0684
R3 1.0778 1.0750 1.0661
R2 1.0694 1.0694 1.0653
R1 1.0666 1.0666 1.0646 1.0680
PP 1.0610 1.0610 1.0610 1.0617
S1 1.0582 1.0582 1.0630 1.0596
S2 1.0526 1.0526 1.0623
S3 1.0442 1.0498 1.0615
S4 1.0358 1.0414 1.0592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0638 1.0587 0.0051 0.5% 0.0000 0.0% 75% False False 1
10 1.0638 1.0349 0.0289 2.7% 0.0000 0.0% 96% 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 1.0625
2.618 1.0625
1.618 1.0625
1.000 1.0625
0.618 1.0625
HIGH 1.0625
0.618 1.0625
0.500 1.0625
0.382 1.0625
LOW 1.0625
0.618 1.0625
1.000 1.0625
1.618 1.0625
2.618 1.0625
4.250 1.0625
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 1.0625 1.0621
PP 1.0625 1.0617
S1 1.0625 1.0613

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

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