CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 1.0851 1.0749 -0.0102 -0.9% 1.0694
High 1.0851 1.0749 -0.0102 -0.9% 1.0847
Low 1.0851 1.0749 -0.0102 -0.9% 1.0694
Close 1.0851 1.0749 -0.0102 -0.9% 1.0800
Range
ATR 0.0054 0.0057 0.0003 6.4% 0.0000
Volume 5 5 0 0.0% 20
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0749 1.0749 1.0749
R3 1.0749 1.0749 1.0749
R2 1.0749 1.0749 1.0749
R1 1.0749 1.0749 1.0749 1.0749
PP 1.0749 1.0749 1.0749 1.0749
S1 1.0749 1.0749 1.0749 1.0749
S2 1.0749 1.0749 1.0749
S3 1.0749 1.0749 1.0749
S4 1.0749 1.0749 1.0749
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1239 1.1173 1.0884
R3 1.1086 1.1020 1.0842
R2 1.0933 1.0933 1.0828
R1 1.0867 1.0867 1.0814 1.0900
PP 1.0780 1.0780 1.0780 1.0797
S1 1.0714 1.0714 1.0786 1.0747
S2 1.0627 1.0627 1.0772
S3 1.0474 1.0561 1.0758
S4 1.0321 1.0408 1.0716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0851 1.0749 0.0102 0.9% 0.0000 0.0% 0% False True 5
10 1.0851 1.0566 0.0285 2.7% 0.0000 0.0% 64% False False 5
20 1.0851 1.0303 0.0548 5.1% 0.0000 0.0% 81% False False 4
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 1.0749
2.618 1.0749
1.618 1.0749
1.000 1.0749
0.618 1.0749
HIGH 1.0749
0.618 1.0749
0.500 1.0749
0.382 1.0749
LOW 1.0749
0.618 1.0749
1.000 1.0749
1.618 1.0749
2.618 1.0749
4.250 1.0749
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 1.0749 1.0800
PP 1.0749 1.0783
S1 1.0749 1.0766

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

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