CME Swiss Franc Future September 2011

Trading Metrics calculated at close of trading on 01-Feb-2011

Day Change Summary
	Previous	Current
	31-Jan-2011	01-Feb-2011	Change	Change %	Previous Week
Open	1.0625	1.0706	0.0081	0.8%	1.0554
High	1.0625	1.0706	0.0081	0.8%	1.0638
Low	1.0625	1.0706	0.0081	0.8%	1.0554
Close	1.0625	1.0706	0.0081	0.8%	1.0638
Range
ATR	0.0050	0.0052	0.0002	4.4%	0.0000
Volume	1	1	0	0.0%	7

Daily Pivots for day following 01-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0706	1.0706	1.0706
R3	1.0706	1.0706	1.0706
R2	1.0706	1.0706	1.0706
R1	1.0706	1.0706	1.0706	1.0706
PP	1.0706	1.0706	1.0706	1.0706
S1	1.0706	1.0706	1.0706	1.0706
S2	1.0706	1.0706	1.0706
S3	1.0706	1.0706	1.0706
S4	1.0706	1.0706	1.0706

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	1.0706	1.0587	0.0119	1.1%	0.0000	0.0%	100%	True	False	1
10	1.0706	1.0349	0.0357	3.3%	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	1.0706
2.618	1.0706
1.618	1.0706
1.000	1.0706
0.618	1.0706
HIGH	1.0706
0.618	1.0706
0.500	1.0706
0.382	1.0706
LOW	1.0706
0.618	1.0706
1.000	1.0706
1.618	1.0706
2.618	1.0706
4.250	1.0706

Fisher Pivots for day following 01-Feb-2011
Pivot	1 day	3 day
R1	1.0706	1.0693
PP	1.0706	1.0679
S1	1.0706	1.0666

Download as Excel Spreadsheet

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

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