CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 1.0809 1.0716 -0.0093 -0.9% 1.0787
High 1.0809 1.0716 -0.0093 -0.9% 1.0884
Low 1.0809 1.0696 -0.0113 -1.0% 1.0745
Close 1.0809 1.0700 -0.0109 -1.0% 1.0811
Range 0.0000 0.0020 0.0020 0.0139
ATR 0.0059 0.0063 0.0004 6.4% 0.0000
Volume 1 1 0 0.0% 12
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0764 1.0752 1.0711
R3 1.0744 1.0732 1.0706
R2 1.0724 1.0724 1.0704
R1 1.0712 1.0712 1.0702 1.0708
PP 1.0704 1.0704 1.0704 1.0702
S1 1.0692 1.0692 1.0698 1.0688
S2 1.0684 1.0684 1.0696
S3 1.0664 1.0672 1.0695
S4 1.0644 1.0652 1.0689
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 1.0696 0.0188 1.8% 0.0004 0.0% 2% False True 1
10 1.0884 1.0696 0.0188 1.8% 0.0002 0.0% 2% False True 2
20 1.0884 1.0291 0.0593 5.5% 0.0008 0.1% 69% False False 1
40 1.0884 1.0291 0.0593 5.5% 0.0004 0.0% 69% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0801
2.618 1.0768
1.618 1.0748
1.000 1.0736
0.618 1.0728
HIGH 1.0716
0.618 1.0708
0.500 1.0706
0.382 1.0704
LOW 1.0696
0.618 1.0684
1.000 1.0676
1.618 1.0664
2.618 1.0644
4.250 1.0611
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 1.0706 1.0754
PP 1.0704 1.0736
S1 1.0702 1.0718

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

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