CME Swiss Franc Future December 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	1.0348	1.0303	-0.0045	-0.4%	1.0508
High	1.0348	1.0303	-0.0045	-0.4%	1.0508
Low	1.0348	1.0303	-0.0045	-0.4%	1.0303
Close	1.0348	1.0303	-0.0045	-0.4%	1.0303
Range
ATR	0.0000	0.0052	0.0052		0.0000
Volume	5	5	0	0.0%	25

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0303	1.0303	1.0303
R3	1.0303	1.0303	1.0303
R2	1.0303	1.0303	1.0303
R1	1.0303	1.0303	1.0303	1.0303
PP	1.0303	1.0303	1.0303	1.0303
S1	1.0303	1.0303	1.0303	1.0303
S2	1.0303	1.0303	1.0303
S3	1.0303	1.0303	1.0303
S4	1.0303	1.0303	1.0303

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0986	1.0850	1.0416
R3	1.0781	1.0645	1.0359
R2	1.0576	1.0576	1.0341
R1	1.0440	1.0440	1.0322	1.0406
PP	1.0371	1.0371	1.0371	1.0354
S1	1.0235	1.0235	1.0284	1.0201
S2	1.0166	1.0166	1.0265
S3	0.9961	1.0030	1.0247
S4	0.9756	0.9825	1.0190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0508	1.0303	0.0205	2.0%	0.0000	0.0%	0%	False	True	5
10	1.0718	1.0303	0.0415	4.0%	0.0000	0.0%	0%	False	True	3

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	1.0303
2.618	1.0303
1.618	1.0303
1.000	1.0303
0.618	1.0303
HIGH	1.0303
0.618	1.0303
0.500	1.0303
0.382	1.0303
LOW	1.0303
0.618	1.0303
1.000	1.0303
1.618	1.0303
2.618	1.0303
4.250	1.0303

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	1.0303	1.0390
PP	1.0303	1.0361
S1	1.0303	1.0332

Download as Excel Spreadsheet

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

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