CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 1.0787 1.0770 -0.0017 -0.2% 1.0560
High 1.0787 1.0770 -0.0017 -0.2% 1.0800
Low 1.0787 1.0770 -0.0017 -0.2% 1.0560
Close 1.0787 1.0770 -0.0017 -0.2% 1.0793
Range
ATR 0.0060 0.0057 -0.0003 -5.1% 0.0000
Volume 2 4 2 100.0% 8
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0770 1.0770 1.0770
R3 1.0770 1.0770 1.0770
R2 1.0770 1.0770 1.0770
R1 1.0770 1.0770 1.0770 1.0770
PP 1.0770 1.0770 1.0770 1.0770
S1 1.0770 1.0770 1.0770 1.0770
S2 1.0770 1.0770 1.0770
S3 1.0770 1.0770 1.0770
S4 1.0770 1.0770 1.0770
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1438 1.1355 1.0925
R3 1.1198 1.1115 1.0859
R2 1.0958 1.0958 1.0837
R1 1.0875 1.0875 1.0815 1.0917
PP 1.0718 1.0718 1.0718 1.0738
S1 1.0635 1.0635 1.0771 1.0677
S2 1.0478 1.0478 1.0749
S3 1.0238 1.0395 1.0727
S4 0.9998 1.0155 1.0661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0800 1.0740 0.0060 0.6% 0.0000 0.0% 50% False False 2
10 1.0800 1.0366 0.0434 4.0% 0.0014 0.1% 93% False False 1
20 1.0800 1.0291 0.0509 4.7% 0.0007 0.1% 94% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0770
2.618 1.0770
1.618 1.0770
1.000 1.0770
0.618 1.0770
HIGH 1.0770
0.618 1.0770
0.500 1.0770
0.382 1.0770
LOW 1.0770
0.618 1.0770
1.000 1.0770
1.618 1.0770
2.618 1.0770
4.250 1.0770
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 1.0770 1.0782
PP 1.0770 1.0778
S1 1.0770 1.0774

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

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