CME Swiss Franc Future December 2011

Trading Metrics calculated at close of trading on 07-Apr-2011

Day Change Summary
	Previous	Current
	06-Apr-2011	07-Apr-2011	Change	Change %	Previous Week
Open	1.0889	1.0940	0.0051	0.5%	1.0930
High	1.0942	1.0940	-0.0002	0.0%	1.0932
Low	1.0889	1.0935	0.0046	0.4%	1.0845
Close	1.0891	1.0928	0.0037	0.3%	1.0845
Range	0.0053	0.0005	-0.0048	-90.6%	0.0087
ATR	0.0055	0.0054	0.0000	-0.7%	0.0000
Volume	3	2	-1	-33.3%	5

Daily Pivots for day following 07-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0949	1.0944	1.0931
R3	1.0944	1.0939	1.0929
R2	1.0939	1.0939	1.0929
R1	1.0934	1.0934	1.0928	1.0934
PP	1.0934	1.0934	1.0934	1.0935
S1	1.0929	1.0929	1.0928	1.0929
S2	1.0929	1.0929	1.0927
S3	1.0924	1.0924	1.0927
S4	1.0919	1.0919	1.0925

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1135	1.1077	1.0893
R3	1.1048	1.0990	1.0869
R2	1.0961	1.0961	1.0861
R1	1.0903	1.0903	1.0853	1.0889
PP	1.0874	1.0874	1.0874	1.0867
S1	1.0816	1.0816	1.0837	1.0802
S2	1.0787	1.0787	1.0829
S3	1.0700	1.0729	1.0821
S4	1.0613	1.0642	1.0797

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0942	1.0821	0.0121	1.1%	0.0016	0.2%	88%	False	False	2
10	1.0975	1.0821	0.0154	1.4%	0.0008	0.1%	69%	False	False	1
20	1.1130	1.0779	0.0351	3.2%	0.0004	0.0%	42%	False	False	3
40	1.1130	1.0303	0.0827	7.6%	0.0002	0.0%	76%	False	False	4

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0961
2.618	1.0953
1.618	1.0948
1.000	1.0945
0.618	1.0943
HIGH	1.0940
0.618	1.0938
0.500	1.0938
0.382	1.0937
LOW	1.0935
0.618	1.0932
1.000	1.0930
1.618	1.0927
2.618	1.0922
4.250	1.0914

Fisher Pivots for day following 07-Apr-2011
Pivot	1 day	3 day
R1	1.0938	1.0913
PP	1.0934	1.0897
S1	1.0931	1.0882

Download as Excel Spreadsheet

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

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