CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 1.0328 1.0366 0.0038 0.4% 1.0505
High 1.0328 1.0366 0.0038 0.4% 1.0505
Low 1.0328 1.0366 0.0038 0.4% 1.0291
Close 1.0328 1.0366 0.0038 0.4% 1.0291
Range
ATR 0.0059 0.0057 -0.0001 -2.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0366 1.0366 1.0366
R3 1.0366 1.0366 1.0366
R2 1.0366 1.0366 1.0366
R1 1.0366 1.0366 1.0366 1.0366
PP 1.0366 1.0366 1.0366 1.0366
S1 1.0366 1.0366 1.0366 1.0366
S2 1.0366 1.0366 1.0366
S3 1.0366 1.0366 1.0366
S4 1.0366 1.0366 1.0366
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1004 1.0862 1.0409
R3 1.0790 1.0648 1.0350
R2 1.0576 1.0576 1.0330
R1 1.0434 1.0434 1.0311 1.0398
PP 1.0362 1.0362 1.0362 1.0345
S1 1.0220 1.0220 1.0271 1.0184
S2 1.0148 1.0148 1.0252
S3 0.9934 1.0006 1.0232
S4 0.9720 0.9792 1.0173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0464 1.0291 0.0173 1.7% 0.0000 0.0% 43% False False 1
10 1.0642 1.0291 0.0351 3.4% 0.0000 0.0% 21% False False 1
20 1.0706 1.0291 0.0415 4.0% 0.0000 0.0% 18% 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 1.0366
2.618 1.0366
1.618 1.0366
1.000 1.0366
0.618 1.0366
HIGH 1.0366
0.618 1.0366
0.500 1.0366
0.382 1.0366
LOW 1.0366
0.618 1.0366
1.000 1.0366
1.618 1.0366
2.618 1.0366
4.250 1.0366
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 1.0366 1.0354
PP 1.0366 1.0341
S1 1.0366 1.0329

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

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