CME Swiss Franc Future December 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	1.0416	1.0476	0.0060	0.6%	1.0637
High	1.0416	1.0476	0.0060	0.6%	1.0718
Low	1.0416	1.0476	0.0060	0.6%	1.0500
Close	1.0416	1.0476	0.0060	0.6%	1.0504
Range
ATR
Volume	5	5	0	0.0%	9

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0476	1.0476	1.0476
R3	1.0476	1.0476	1.0476
R2	1.0476	1.0476	1.0476
R1	1.0476	1.0476	1.0476	1.0476
PP	1.0476	1.0476	1.0476	1.0476
S1	1.0476	1.0476	1.0476	1.0476
S2	1.0476	1.0476	1.0476
S3	1.0476	1.0476	1.0476
S4	1.0476	1.0476	1.0476

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1228	1.1084	1.0624
R3	1.1010	1.0866	1.0564
R2	1.0792	1.0792	1.0544
R1	1.0648	1.0648	1.0524	1.0611
PP	1.0574	1.0574	1.0574	1.0556
S1	1.0430	1.0430	1.0484	1.0393
S2	1.0356	1.0356	1.0464
S3	1.0138	1.0212	1.0444
S4	0.9920	0.9994	1.0384

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0620	1.0416	0.0204	1.9%	0.0000	0.0%	29%	False	False	4
10	1.0718	1.0416	0.0302	2.9%	0.0000	0.0%	20%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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

Fibonacci Retracements and Extensions
4.250	1.0476
2.618	1.0476
1.618	1.0476
1.000	1.0476
0.618	1.0476
HIGH	1.0476
0.618	1.0476
0.500	1.0476
0.382	1.0476
LOW	1.0476
0.618	1.0476
1.000	1.0476
1.618	1.0476
2.618	1.0476
4.250	1.0476

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	1.0476	1.0471
PP	1.0476	1.0467
S1	1.0476	1.0462

Download as Excel Spreadsheet

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

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