CME Swiss Franc Future December 2011

Trading Metrics calculated at close of trading on 17-Feb-2011

Day Change Summary
	Previous	Current
	16-Feb-2011	17-Feb-2011	Change	Change %	Previous Week
Open	1.0468	1.0566	0.0098	0.9%	1.0508
High	1.0468	1.0566	0.0098	0.9%	1.0508
Low	1.0468	1.0566	0.0098	0.9%	1.0303
Close	1.0468	1.0566	0.0098	0.9%	1.0303
Range
ATR	0.0052	0.0056	0.0003	6.2%	0.0000
Volume	5	5	0	0.0%	25

Daily Pivots for day following 17-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0566	1.0566	1.0566
R3	1.0566	1.0566	1.0566
R2	1.0566	1.0566	1.0566
R1	1.0566	1.0566	1.0566	1.0566
PP	1.0566	1.0566	1.0566	1.0566
S1	1.0566	1.0566	1.0566	1.0566
S2	1.0566	1.0566	1.0566
S3	1.0566	1.0566	1.0566
S4	1.0566	1.0566	1.0566

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	1.0566	1.0303	0.0263	2.5%	0.0000	0.0%	100%	True	False	5
10	1.0566	1.0303	0.0263	2.5%	0.0000	0.0%	100%	True	False	5

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	1.0566
2.618	1.0566
1.618	1.0566
1.000	1.0566
0.618	1.0566
HIGH	1.0566
0.618	1.0566
0.500	1.0566
0.382	1.0566
LOW	1.0566
0.618	1.0566
1.000	1.0566
1.618	1.0566
2.618	1.0566
4.250	1.0566

Fisher Pivots for day following 17-Feb-2011
Pivot	1 day	3 day
R1	1.0566	1.0535
PP	1.0566	1.0503
S1	1.0566	1.0472

Download as Excel Spreadsheet

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

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