CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 1.0740 1.0800 0.0060 0.6% 1.0328
High 1.0740 1.0800 0.0060 0.6% 1.0600
Low 1.0740 1.0800 0.0060 0.6% 1.0328
Close 1.0738 1.0838 0.0100 0.9% 1.0600
Range
ATR 0.0066 0.0066 0.0000 -0.4% 0.0000
Volume 2 2 0 0.0% 6
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0813 1.0825 1.0838
R3 1.0813 1.0825 1.0838
R2 1.0813 1.0813 1.0838
R1 1.0825 1.0825 1.0838 1.0819
PP 1.0813 1.0813 1.0813 1.0810
S1 1.0825 1.0825 1.0838 1.0819
S2 1.0813 1.0813 1.0838
S3 1.0813 1.0825 1.0838
S4 1.0813 1.0825 1.0838
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1325 1.1235 1.0750
R3 1.1053 1.0963 1.0675
R2 1.0781 1.0781 1.0650
R1 1.0691 1.0691 1.0625 1.0736
PP 1.0509 1.0509 1.0509 1.0532
S1 1.0419 1.0419 1.0575 1.0464
S2 1.0237 1.0237 1.0550
S3 0.9965 1.0147 1.0525
S4 0.9693 0.9875 1.0450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0800 1.0550 0.0250 2.3% 0.0028 0.3% 115% True False 1
10 1.0800 1.0291 0.0509 4.7% 0.0014 0.1% 107% True False 1
20 1.0800 1.0291 0.0509 4.7% 0.0007 0.1% 107% 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 1.0800
2.618 1.0800
1.618 1.0800
1.000 1.0800
0.618 1.0800
HIGH 1.0800
0.618 1.0800
0.500 1.0800
0.382 1.0800
LOW 1.0800
0.618 1.0800
1.000 1.0800
1.618 1.0800
2.618 1.0800
4.250 1.0800
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 1.0825 1.0785
PP 1.0813 1.0733
S1 1.0800 1.0680

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

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