CME Swiss Franc Future September 2011

Trading Metrics calculated at close of trading on 24-Mar-2011

Day Change Summary
	Previous	Current
	23-Mar-2011	24-Mar-2011	Change	Change %	Previous Week
Open	1.1131	1.1022	-0.0109	-1.0%	1.0838
High	1.1131	1.1090	-0.0041	-0.4%	1.1148
Low	1.1040	1.0996	-0.0044	-0.4%	1.0838
Close	1.1030	1.1038	0.0008	0.1%	1.1105
Range	0.0091	0.0094	0.0003	3.3%	0.0310
ATR	0.0067	0.0069	0.0002	2.9%	0.0000
Volume	10	7	-3	-30.0%	115

Daily Pivots for day following 24-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1323	1.1275	1.1090
R3	1.1229	1.1181	1.1064
R2	1.1135	1.1135	1.1055
R1	1.1087	1.1087	1.1047	1.1111
PP	1.1041	1.1041	1.1041	1.1054
S1	1.0993	1.0993	1.1029	1.1017
S2	1.0947	1.0947	1.1021
S3	1.0853	1.0899	1.1012
S4	1.0759	1.0805	1.0986

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	1.1131	1.0996	0.0135	1.2%	0.0054	0.5%	31%	False	True	9
10	1.1148	1.0755	0.0393	3.6%	0.0040	0.4%	72%	False	False	15
20	1.1148	1.0696	0.0452	4.1%	0.0021	0.2%	76%	False	False	8
40	1.1148	1.0291	0.0857	7.8%	0.0014	0.1%	87%	False	False	5

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	0.0003
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.1490
2.618	1.1336
1.618	1.1242
1.000	1.1184
0.618	1.1148
HIGH	1.1090
0.618	1.1054
0.500	1.1043
0.382	1.1032
LOW	1.0996
0.618	1.0938
1.000	1.0902
1.618	1.0844
2.618	1.0750
4.250	1.0597

Fisher Pivots for day following 24-Mar-2011
Pivot	1 day	3 day
R1	1.1043	1.1064
PP	1.1041	1.1055
S1	1.1040	1.1047

Download as Excel Spreadsheet

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

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