CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 1.0425 1.0475 0.0050 0.5% 1.0376
High 1.0427 1.0602 0.0175 1.7% 1.0532
Low 1.0417 1.0475 0.0058 0.6% 1.0370
Close 1.0437 1.0532 0.0095 0.9% 1.0440
Range 0.0010 0.0127 0.0117 1,170.0% 0.0162
ATR 0.0059 0.0067 0.0008 12.7% 0.0000
Volume 4 12 8 200.0% 77
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0917 1.0852 1.0602
R3 1.0790 1.0725 1.0567
R2 1.0663 1.0663 1.0555
R1 1.0598 1.0598 1.0544 1.0631
PP 1.0536 1.0536 1.0536 1.0553
S1 1.0471 1.0471 1.0520 1.0504
S2 1.0409 1.0409 1.0509
S3 1.0282 1.0344 1.0497
S4 1.0155 1.0217 1.0462
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0933 1.0849 1.0529
R3 1.0771 1.0687 1.0485
R2 1.0609 1.0609 1.0470
R1 1.0525 1.0525 1.0455 1.0567
PP 1.0447 1.0447 1.0447 1.0469
S1 1.0363 1.0363 1.0425 1.0405
S2 1.0285 1.0285 1.0410
S3 1.0123 1.0201 1.0395
S4 0.9961 1.0039 1.0351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0602 1.0417 0.0185 1.8% 0.0031 0.3% 62% True False 12
10 1.0602 1.0319 0.0283 2.7% 0.0037 0.3% 75% True False 15
20 1.0602 0.9990 0.0612 5.8% 0.0020 0.2% 89% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.1142
2.618 1.0934
1.618 1.0807
1.000 1.0729
0.618 1.0680
HIGH 1.0602
0.618 1.0553
0.500 1.0539
0.382 1.0524
LOW 1.0475
0.618 1.0397
1.000 1.0348
1.618 1.0270
2.618 1.0143
4.250 0.9935
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 1.0539 1.0525
PP 1.0536 1.0517
S1 1.0534 1.0510

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

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