CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 1.0492 1.0505 0.0013 0.1% 1.0625
High 1.0492 1.0505 0.0013 0.1% 1.0706
Low 1.0492 1.0505 0.0013 0.1% 1.0492
Close 1.0492 1.0496 0.0004 0.0% 1.0492
Range
ATR 0.0056 0.0053 -0.0003 -5.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0502 1.0499 1.0496
R3 1.0502 1.0499 1.0496
R2 1.0502 1.0502 1.0496
R1 1.0499 1.0499 1.0496 1.0501
PP 1.0502 1.0502 1.0502 1.0503
S1 1.0499 1.0499 1.0496 1.0501
S2 1.0502 1.0502 1.0496
S3 1.0502 1.0499 1.0496
S4 1.0502 1.0499 1.0496
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% 2% False False 1
10 1.0706 1.0492 0.0214 2.0% 0.0000 0.0% 2% False False 1
20 1.0706 1.0304 0.0402 3.8% 0.0000 0.0% 48% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0505
2.618 1.0505
1.618 1.0505
1.000 1.0505
0.618 1.0505
HIGH 1.0505
0.618 1.0505
0.500 1.0505
0.382 1.0505
LOW 1.0505
0.618 1.0505
1.000 1.0505
1.618 1.0505
2.618 1.0505
4.250 1.0505
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 1.0505 1.0549
PP 1.0502 1.0531
S1 1.0499 1.0514

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

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