CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 1.0770 1.0884 0.0114 1.1% 1.0560
High 1.0770 1.0884 0.0114 1.1% 1.0800
Low 1.0770 1.0884 0.0114 1.1% 1.0560
Close 1.0770 1.0844 0.0074 0.7% 1.0793
Range
ATR 0.0057 0.0061 0.0004 7.2% 0.0000
Volume 4 4 0 0.0% 8
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0871 1.0857 1.0844
R3 1.0871 1.0857 1.0844
R2 1.0871 1.0871 1.0844
R1 1.0857 1.0857 1.0844 1.0864
PP 1.0871 1.0871 1.0871 1.0874
S1 1.0857 1.0857 1.0844 1.0864
S2 1.0871 1.0871 1.0844
S3 1.0871 1.0857 1.0844
S4 1.0871 1.0857 1.0844
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 1.0884 1.0770 0.0114 1.1% 0.0000 0.0% 65% True False 2
10 1.0884 1.0456 0.0428 3.9% 0.0014 0.1% 91% True False 2
20 1.0884 1.0291 0.0593 5.5% 0.0007 0.1% 93% 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 1.0884
2.618 1.0884
1.618 1.0884
1.000 1.0884
0.618 1.0884
HIGH 1.0884
0.618 1.0884
0.500 1.0884
0.382 1.0884
LOW 1.0884
0.618 1.0884
1.000 1.0884
1.618 1.0884
2.618 1.0884
4.250 1.0884
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 1.0884 1.0838
PP 1.0871 1.0833
S1 1.0857 1.0827

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

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