CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 1.0694 1.0747 0.0053 0.5% 1.0340
High 1.0694 1.0747 0.0053 0.5% 1.0611
Low 1.0694 1.0747 0.0053 0.5% 1.0340
Close 1.0694 1.0747 0.0053 0.5% 1.0611
Range
ATR 0.0057 0.0057 0.0000 -0.5% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0747 1.0747 1.0747
R3 1.0747 1.0747 1.0747
R2 1.0747 1.0747 1.0747
R1 1.0747 1.0747 1.0747 1.0747
PP 1.0747 1.0747 1.0747 1.0747
S1 1.0747 1.0747 1.0747 1.0747
S2 1.0747 1.0747 1.0747
S3 1.0747 1.0747 1.0747
S4 1.0747 1.0747 1.0747
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 1.0747 1.0468 0.0279 2.6% 0.0000 0.0% 100% True False 5
10 1.0747 1.0303 0.0444 4.1% 0.0000 0.0% 100% True False 5
20 1.0747 1.0303 0.0444 4.1% 0.0000 0.0% 100% True False 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 1.0747
2.618 1.0747
1.618 1.0747
1.000 1.0747
0.618 1.0747
HIGH 1.0747
0.618 1.0747
0.500 1.0747
0.382 1.0747
LOW 1.0747
0.618 1.0747
1.000 1.0747
1.618 1.0747
2.618 1.0747
4.250 1.0747
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 1.0747 1.0724
PP 1.0747 1.0702
S1 1.0747 1.0679

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

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