CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 1.0606 1.0492 -0.0114 -1.1% 1.0625
High 1.0606 1.0492 -0.0114 -1.1% 1.0706
Low 1.0606 1.0492 -0.0114 -1.1% 1.0492
Close 1.0606 1.0492 -0.0114 -1.1% 1.0492
Range
ATR 0.0052 0.0056 0.0004 8.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0492 1.0492 1.0492
R3 1.0492 1.0492 1.0492
R2 1.0492 1.0492 1.0492
R1 1.0492 1.0492 1.0492 1.0492
PP 1.0492 1.0492 1.0492 1.0492
S1 1.0492 1.0492 1.0492 1.0492
S2 1.0492 1.0492 1.0492
S3 1.0492 1.0492 1.0492
S4 1.0492 1.0492 1.0492
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1205 1.1063 1.0610
R3 1.0991 1.0849 1.0551
R2 1.0777 1.0777 1.0531
R1 1.0635 1.0635 1.0512 1.0599
PP 1.0563 1.0563 1.0563 1.0546
S1 1.0421 1.0421 1.0472 1.0385
S2 1.0349 1.0349 1.0453
S3 1.0135 1.0207 1.0433
S4 0.9921 0.9993 1.0374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0706 1.0492 0.0214 2.0% 0.0000 0.0% 0% False True 1
10 1.0706 1.0492 0.0214 2.0% 0.0000 0.0% 0% False True 1
20 1.0706 1.0304 0.0402 3.8% 0.0000 0.0% 47% 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 1.0492
2.618 1.0492
1.618 1.0492
1.000 1.0492
0.618 1.0492
HIGH 1.0492
0.618 1.0492
0.500 1.0492
0.382 1.0492
LOW 1.0492
0.618 1.0492
1.000 1.0492
1.618 1.0492
2.618 1.0492
4.250 1.0492
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 1.0492 1.0567
PP 1.0492 1.0542
S1 1.0492 1.0517

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

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