CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 1.0514 1.0384 -0.0130 -1.2% 1.0425
High 1.0514 1.0384 -0.0130 -1.2% 1.0725
Low 1.0367 1.0384 0.0017 0.2% 1.0417
Close 1.0359 1.0384 0.0025 0.2% 1.0728
Range 0.0147 0.0000 -0.0147 -100.0% 0.0308
ATR 0.0082 0.0078 -0.0004 -5.0% 0.0000
Volume 23 26 3 13.0% 85
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0384 1.0384 1.0384
R3 1.0384 1.0384 1.0384
R2 1.0384 1.0384 1.0384
R1 1.0384 1.0384 1.0384 1.0384
PP 1.0384 1.0384 1.0384 1.0384
S1 1.0384 1.0384 1.0384 1.0384
S2 1.0384 1.0384 1.0384
S3 1.0384 1.0384 1.0384
S4 1.0384 1.0384 1.0384
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.1547 1.1446 1.0897
R3 1.1239 1.1138 1.0813
R2 1.0931 1.0931 1.0784
R1 1.0830 1.0830 1.0756 1.0881
PP 1.0623 1.0623 1.0623 1.0649
S1 1.0522 1.0522 1.0700 1.0573
S2 1.0315 1.0315 1.0672
S3 1.0007 1.0214 1.0643
S4 0.9699 0.9906 1.0559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0735 1.0367 0.0368 3.5% 0.0080 0.8% 5% False False 25
10 1.0735 1.0367 0.0368 3.5% 0.0070 0.7% 5% False False 17
20 1.0735 1.0167 0.0568 5.5% 0.0047 0.4% 38% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0384
2.618 1.0384
1.618 1.0384
1.000 1.0384
0.618 1.0384
HIGH 1.0384
0.618 1.0384
0.500 1.0384
0.382 1.0384
LOW 1.0384
0.618 1.0384
1.000 1.0384
1.618 1.0384
2.618 1.0384
4.250 1.0384
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 1.0384 1.0549
PP 1.0384 1.0494
S1 1.0384 1.0439

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

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