CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 1.0505 1.0402 -0.0103 -1.0% 1.0625
High 1.0505 1.0402 -0.0103 -1.0% 1.0706
Low 1.0505 1.0402 -0.0103 -1.0% 1.0492
Close 1.0496 1.0402 -0.0094 -0.9% 1.0492
Range
ATR 0.0053 0.0056 0.0003 5.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0402 1.0402 1.0402
R3 1.0402 1.0402 1.0402
R2 1.0402 1.0402 1.0402
R1 1.0402 1.0402 1.0402 1.0402
PP 1.0402 1.0402 1.0402 1.0402
S1 1.0402 1.0402 1.0402 1.0402
S2 1.0402 1.0402 1.0402
S3 1.0402 1.0402 1.0402
S4 1.0402 1.0402 1.0402
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 1.0642 1.0402 0.0240 2.3% 0.0000 0.0% 0% False True 1
10 1.0706 1.0402 0.0304 2.9% 0.0000 0.0% 0% False True 1
20 1.0706 1.0304 0.0402 3.9% 0.0000 0.0% 24% 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 1.0402
2.618 1.0402
1.618 1.0402
1.000 1.0402
0.618 1.0402
HIGH 1.0402
0.618 1.0402
0.500 1.0402
0.382 1.0402
LOW 1.0402
0.618 1.0402
1.000 1.0402
1.618 1.0402
2.618 1.0402
4.250 1.0402
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 1.0402 1.0454
PP 1.0402 1.0436
S1 1.0402 1.0419

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

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