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

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

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