CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 1.0813 1.0705 -0.0108 -1.0% 1.0794
High 1.0813 1.0705 -0.0108 -1.0% 1.0851
Low 1.0813 1.0705 -0.0108 -1.0% 1.0749
Close 1.0813 1.0705 -0.0108 -1.0% 1.0815
Range
ATR 0.0054 0.0058 0.0004 7.2% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0705 1.0705 1.0705
R3 1.0705 1.0705 1.0705
R2 1.0705 1.0705 1.0705
R1 1.0705 1.0705 1.0705 1.0705
PP 1.0705 1.0705 1.0705 1.0705
S1 1.0705 1.0705 1.0705 1.0705
S2 1.0705 1.0705 1.0705
S3 1.0705 1.0705 1.0705
S4 1.0705 1.0705 1.0705
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 1.0705 0.0146 1.4% 0.0000 0.0% 0% False True 5
10 1.0851 1.0705 0.0146 1.4% 0.0000 0.0% 0% False True 5
20 1.0851 1.0303 0.0548 5.1% 0.0000 0.0% 73% 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 1.0705
2.618 1.0705
1.618 1.0705
1.000 1.0705
0.618 1.0705
HIGH 1.0705
0.618 1.0705
0.500 1.0705
0.382 1.0705
LOW 1.0705
0.618 1.0705
1.000 1.0705
1.618 1.0705
2.618 1.0705
4.250 1.0705
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 1.0705 1.0760
PP 1.0705 1.0742
S1 1.0705 1.0723

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

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