CME Swiss Franc Future September 2011

Trading Metrics calculated at close of trading on 10-Mar-2011

Day Change Summary
	Previous	Current
	09-Mar-2011	10-Mar-2011	Change	Change %	Previous Week
Open	1.0766	1.0745	-0.0021	-0.2%	1.0787
High	1.0766	1.0746	-0.0020	-0.2%	1.0884
Low	1.0766	1.0745	-0.0021	-0.2%	1.0745
Close	1.0766	1.0744	-0.0022	-0.2%	1.0811
Range	0.0000	0.0001	0.0001		0.0139
ATR	0.0063	0.0060	-0.0003	-4.8%	0.0000
Volume	5	5	0	0.0%	12

Daily Pivots for day following 10-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0748	1.0747	1.0745
R3	1.0747	1.0746	1.0744
R2	1.0746	1.0746	1.0744
R1	1.0745	1.0745	1.0744	1.0745
PP	1.0745	1.0745	1.0745	1.0745
S1	1.0744	1.0744	1.0744	1.0744
S2	1.0744	1.0744	1.0744
S3	1.0743	1.0743	1.0744
S4	1.0742	1.0742	1.0743

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	1.0811	1.0696	0.0115	1.1%	0.0004	0.0%	42%	False	False	2
10	1.0884	1.0696	0.0188	1.7%	0.0002	0.0%	26%	False	False	2
20	1.0884	1.0291	0.0593	5.5%	0.0008	0.1%	76%	False	False	2
40	1.0884	1.0291	0.0593	5.5%	0.0004	0.0%	76%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0750
2.618	1.0749
1.618	1.0748
1.000	1.0747
0.618	1.0747
HIGH	1.0746
0.618	1.0746
0.500	1.0746
0.382	1.0745
LOW	1.0745
0.618	1.0744
1.000	1.0744
1.618	1.0743
2.618	1.0742
4.250	1.0741

Fisher Pivots for day following 10-Mar-2011
Pivot	1 day	3 day
R1	1.0746	1.0740
PP	1.0745	1.0735
S1	1.0745	1.0731

Download as Excel Spreadsheet

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

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