CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 1.0811 1.0809 -0.0002 0.0% 1.0787
High 1.0811 1.0809 -0.0002 0.0% 1.0884
Low 1.0811 1.0809 -0.0002 0.0% 1.0745
Close 1.0811 1.0809 -0.0002 0.0% 1.0811
Range
ATR 0.0064 0.0059 -0.0004 -6.9% 0.0000
Volume 1 1 0 0.0% 12
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0809 1.0809 1.0809
R3 1.0809 1.0809 1.0809
R2 1.0809 1.0809 1.0809
R1 1.0809 1.0809 1.0809 1.0809
PP 1.0809 1.0809 1.0809 1.0809
S1 1.0809 1.0809 1.0809 1.0809
S2 1.0809 1.0809 1.0809
S3 1.0809 1.0809 1.0809
S4 1.0809 1.0809 1.0809
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1230 1.1160 1.0887
R3 1.1091 1.1021 1.0849
R2 1.0952 1.0952 1.0836
R1 1.0882 1.0882 1.0824 1.0917
PP 1.0813 1.0813 1.0813 1.0831
S1 1.0743 1.0743 1.0798 1.0778
S2 1.0674 1.0674 1.0786
S3 1.0535 1.0604 1.0773
S4 1.0396 1.0465 1.0735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0884 1.0745 0.0139 1.3% 0.0000 0.0% 46% False False 2
10 1.0884 1.0560 0.0324 3.0% 0.0014 0.1% 77% False False 2
20 1.0884 1.0291 0.0593 5.5% 0.0007 0.1% 87% False False 1
40 1.0884 1.0291 0.0593 5.5% 0.0004 0.0% 87% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0809
2.618 1.0809
1.618 1.0809
1.000 1.0809
0.618 1.0809
HIGH 1.0809
0.618 1.0809
0.500 1.0809
0.382 1.0809
LOW 1.0809
0.618 1.0809
1.000 1.0809
1.618 1.0809
2.618 1.0809
4.250 1.0809
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 1.0809 1.0799
PP 1.0809 1.0788
S1 1.0809 1.0778

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

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