CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 1.0749 1.0815 0.0066 0.6% 1.0794
High 1.0749 1.0815 0.0066 0.6% 1.0851
Low 1.0749 1.0815 0.0066 0.6% 1.0749
Close 1.0749 1.0815 0.0066 0.6% 1.0815
Range
ATR 0.0057 0.0058 0.0001 1.1% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0815 1.0815 1.0815
R3 1.0815 1.0815 1.0815
R2 1.0815 1.0815 1.0815
R1 1.0815 1.0815 1.0815 1.0815
PP 1.0815 1.0815 1.0815 1.0815
S1 1.0815 1.0815 1.0815 1.0815
S2 1.0815 1.0815 1.0815
S3 1.0815 1.0815 1.0815
S4 1.0815 1.0815 1.0815
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1111 1.1065 1.0871
R3 1.1009 1.0963 1.0843
R2 1.0907 1.0907 1.0834
R1 1.0861 1.0861 1.0824 1.0884
PP 1.0805 1.0805 1.0805 1.0817
S1 1.0759 1.0759 1.0806 1.0782
S2 1.0703 1.0703 1.0796
S3 1.0601 1.0657 1.0787
S4 1.0499 1.0555 1.0759
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% 65% False False 5
10 1.0851 1.0611 0.0240 2.2% 0.0000 0.0% 85% False False 5
20 1.0851 1.0303 0.0548 5.1% 0.0000 0.0% 93% False 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 1.0815
2.618 1.0815
1.618 1.0815
1.000 1.0815
0.618 1.0815
HIGH 1.0815
0.618 1.0815
0.500 1.0815
0.382 1.0815
LOW 1.0815
0.618 1.0815
1.000 1.0815
1.618 1.0815
2.618 1.0815
4.250 1.0815
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 1.0815 1.0810
PP 1.0815 1.0805
S1 1.0815 1.0800

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

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