CME Swiss Franc Future September 2011

Trading Metrics calculated at close of trading on 16-Mar-2011

Day Change Summary
	Previous	Current
	15-Mar-2011	16-Mar-2011	Change	Change %	Previous Week
Open	1.0935	1.0956	0.0021	0.2%	1.0809
High	1.0948	1.1024	0.0076	0.7%	1.0809
Low	1.0935	1.0956	0.0021	0.2%	1.0696
Close	1.0920	1.1014	0.0094	0.9%	1.0774
Range	0.0013	0.0068	0.0055	423.1%	0.0113
ATR	0.0061	0.0064	0.0003	5.0%	0.0000
Volume	2	2	0	0.0%	14

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1202	1.1176	1.1051
R3	1.1134	1.1108	1.1033
R2	1.1066	1.1066	1.1026
R1	1.1040	1.1040	1.1020	1.1053
PP	1.0998	1.0998	1.0998	1.1005
S1	1.0972	1.0972	1.1008	1.0985
S2	1.0930	1.0930	1.1002
S3	1.0862	1.0904	1.0995
S4	1.0794	1.0836	1.0977

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1099	1.1049	1.0836
R3	1.0986	1.0936	1.0805
R2	1.0873	1.0873	1.0795
R1	1.0823	1.0823	1.0784	1.0792
PP	1.0760	1.0760	1.0760	1.0744
S1	1.0710	1.0710	1.0764	1.0679
S2	1.0647	1.0647	1.0753
S3	1.0534	1.0597	1.0743
S4	1.0421	1.0484	1.0712

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1024	1.0745	0.0279	2.5%	0.0017	0.2%	96%	True	False	2
10	1.1024	1.0696	0.0328	3.0%	0.0011	0.1%	97%	True	False	2
20	1.1024	1.0456	0.0568	5.2%	0.0012	0.1%	98%	True	False	2
40	1.1024	1.0291	0.0733	6.7%	0.0006	0.1%	99%	True	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 16 trading days

Fibonacci Retracements and Extensions
4.250	1.1313
2.618	1.1202
1.618	1.1134
1.000	1.1092
0.618	1.1066
HIGH	1.1024
0.618	1.0998
0.500	1.0990
0.382	1.0982
LOW	1.0956
0.618	1.0914
1.000	1.0888
1.618	1.0846
2.618	1.0778
4.250	1.0667

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	1.1006	1.0986
PP	1.0998	1.0959
S1	1.0990	1.0931

Download as Excel Spreadsheet

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

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