CME Swiss Franc Future September 2011

Trading Metrics calculated at close of trading on 23-Mar-2011

Day Change Summary
	Previous	Current
	22-Mar-2011	23-Mar-2011	Change	Change %	Previous Week
Open	1.1066	1.1131	0.0065	0.6%	1.0838
High	1.1100	1.1131	0.0031	0.3%	1.1148
Low	1.1066	1.1040	-0.0026	-0.2%	1.0838
Close	1.1089	1.1030	-0.0059	-0.5%	1.1105
Range	0.0034	0.0091	0.0057	167.6%	0.0310
ATR	0.0065	0.0067	0.0002	2.9%	0.0000
Volume	2	10	8	400.0%	115

Daily Pivots for day following 23-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1340	1.1276	1.1080
R3	1.1249	1.1185	1.1055
R2	1.1158	1.1158	1.1047
R1	1.1094	1.1094	1.1038	1.1081
PP	1.1067	1.1067	1.1067	1.1060
S1	1.1003	1.1003	1.1022	1.0990
S2	1.0976	1.0976	1.1013
S3	1.0885	1.0912	1.1005
S4	1.0794	1.0821	1.0980

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1960	1.1843	1.1276
R3	1.1650	1.1533	1.1190
R2	1.1340	1.1340	1.1162
R1	1.1223	1.1223	1.1133	1.1282
PP	1.1030	1.1030	1.1030	1.1060
S1	1.0913	1.0913	1.1077	1.0972
S2	1.0720	1.0720	1.1048
S3	1.0410	1.0603	1.1020
S4	1.0100	1.0293	1.0935

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1148	1.1040	0.0108	1.0%	0.0044	0.4%	-9%	False	True	27
10	1.1148	1.0745	0.0403	3.7%	0.0031	0.3%	71%	False	False	14
20	1.1148	1.0696	0.0452	4.1%	0.0016	0.1%	74%	False	False	8
40	1.1148	1.0291	0.0857	7.8%	0.0012	0.1%	86%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.1518
2.618	1.1369
1.618	1.1278
1.000	1.1222
0.618	1.1187
HIGH	1.1131
0.618	1.1096
0.500	1.1086
0.382	1.1075
LOW	1.1040
0.618	1.0984
1.000	1.0949
1.618	1.0893
2.618	1.0802
4.250	1.0653

Fisher Pivots for day following 23-Mar-2011
Pivot	1 day	3 day
R1	1.1086	1.1086
PP	1.1067	1.1067
S1	1.1049	1.1049

Download as Excel Spreadsheet

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

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