CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 1.0770 1.0748 -0.0022 -0.2% 1.0794
High 1.0770 1.0748 -0.0022 -0.2% 1.0851
Low 1.0770 1.0748 -0.0022 -0.2% 1.0749
Close 1.0770 1.0748 -0.0022 -0.2% 1.0815
Range
ATR 0.0058 0.0056 -0.0003 -4.4% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0748 1.0748 1.0748
R3 1.0748 1.0748 1.0748
R2 1.0748 1.0748 1.0748
R1 1.0748 1.0748 1.0748 1.0748
PP 1.0748 1.0748 1.0748 1.0748
S1 1.0748 1.0748 1.0748 1.0748
S2 1.0748 1.0748 1.0748
S3 1.0748 1.0748 1.0748
S4 1.0748 1.0748 1.0748
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 1.0815 1.0705 0.0110 1.0% 0.0000 0.0% 39% False False 5
10 1.0851 1.0705 0.0146 1.4% 0.0000 0.0% 29% False False 5
20 1.0851 1.0303 0.0548 5.1% 0.0000 0.0% 81% 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 1.0748
2.618 1.0748
1.618 1.0748
1.000 1.0748
0.618 1.0748
HIGH 1.0748
0.618 1.0748
0.500 1.0748
0.382 1.0748
LOW 1.0748
0.618 1.0748
1.000 1.0748
1.618 1.0748
2.618 1.0748
4.250 1.0748
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 1.0748 1.0745
PP 1.0748 1.0741
S1 1.0748 1.0738

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

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