CME Swiss Franc Future December 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	1.0611	1.0694	0.0083	0.8%	1.0340
High	1.0611	1.0694	0.0083	0.8%	1.0611
Low	1.0611	1.0694	0.0083	0.8%	1.0340
Close	1.0611	1.0694	0.0083	0.8%	1.0611
Range
ATR	0.0055	0.0057	0.0002	3.6%	0.0000
Volume	5	5	0	0.0%	25

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0694	1.0694	1.0694
R3	1.0694	1.0694	1.0694
R2	1.0694	1.0694	1.0694
R1	1.0694	1.0694	1.0694	1.0694
PP	1.0694	1.0694	1.0694	1.0694
S1	1.0694	1.0694	1.0694	1.0694
S2	1.0694	1.0694	1.0694
S3	1.0694	1.0694	1.0694
S4	1.0694	1.0694	1.0694

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1334	1.1243	1.0760
R3	1.1063	1.0972	1.0686
R2	1.0792	1.0792	1.0661
R1	1.0701	1.0701	1.0636	1.0747
PP	1.0521	1.0521	1.0521	1.0543
S1	1.0430	1.0430	1.0586	1.0476
S2	1.0250	1.0250	1.0561
S3	0.9979	1.0159	1.0536
S4	0.9708	0.9888	1.0462

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0694	1.0378	0.0316	3.0%	0.0000	0.0%	100%	True	False	5
10	1.0694	1.0303	0.0391	3.7%	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	1.0694
2.618	1.0694
1.618	1.0694
1.000	1.0694
0.618	1.0694
HIGH	1.0694
0.618	1.0694
0.500	1.0694
0.382	1.0694
LOW	1.0694
0.618	1.0694
1.000	1.0694
1.618	1.0694
2.618	1.0694
4.250	1.0694

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	1.0694	1.0673
PP	1.0694	1.0651
S1	1.0694	1.0630

Download as Excel Spreadsheet

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

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