CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 1.0420 1.0532 0.0112 1.1% 1.0357
High 1.0440 1.0532 0.0092 0.9% 1.0471
Low 1.0420 1.0532 0.0112 1.1% 1.0319
Close 1.0455 1.0526 0.0071 0.7% 1.0354
Range 0.0020 0.0000 -0.0020 -100.0% 0.0152
ATR 0.0059 0.0060 0.0001 2.3% 0.0000
Volume 4 41 37 925.0% 64
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0530 1.0528 1.0526
R3 1.0530 1.0528 1.0526
R2 1.0530 1.0530 1.0526
R1 1.0528 1.0528 1.0526 1.0529
PP 1.0530 1.0530 1.0530 1.0531
S1 1.0528 1.0528 1.0526 1.0529
S2 1.0530 1.0530 1.0526
S3 1.0530 1.0528 1.0526
S4 1.0530 1.0528 1.0526
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0837 1.0748 1.0438
R3 1.0685 1.0596 1.0396
R2 1.0533 1.0533 1.0382
R1 1.0444 1.0444 1.0368 1.0413
PP 1.0381 1.0381 1.0381 1.0366
S1 1.0292 1.0292 1.0340 1.0261
S2 1.0229 1.0229 1.0326
S3 1.0077 1.0140 1.0312
S4 0.9925 0.9988 1.0270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0532 1.0319 0.0213 2.0% 0.0040 0.4% 97% True False 25
10 1.0532 1.0167 0.0365 3.5% 0.0023 0.2% 98% True False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0532
2.618 1.0532
1.618 1.0532
1.000 1.0532
0.618 1.0532
HIGH 1.0532
0.618 1.0532
0.500 1.0532
0.382 1.0532
LOW 1.0532
0.618 1.0532
1.000 1.0532
1.618 1.0532
2.618 1.0532
4.250 1.0532
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 1.0532 1.0501
PP 1.0530 1.0476
S1 1.0528 1.0451

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

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