CME Swiss Franc Future June 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 1.0784 1.0830 0.0046 0.4% 1.0590
High 1.0877 1.0836 -0.0041 -0.4% 1.0836
Low 1.0776 1.0728 -0.0048 -0.4% 1.0555
Close 1.0836 1.0739 -0.0097 -0.9% 1.0781
Range 0.0101 0.0108 0.0007 6.9% 0.0281
ATR 0.0091 0.0092 0.0001 1.4% 0.0000
Volume 564 973 409 72.5% 866
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1092 1.1023 1.0798
R3 1.0984 1.0915 1.0769
R2 1.0876 1.0876 1.0759
R1 1.0807 1.0807 1.0749 1.0788
PP 1.0768 1.0768 1.0768 1.0758
S1 1.0699 1.0699 1.0729 1.0680
S2 1.0660 1.0660 1.0719
S3 1.0552 1.0591 1.0709
S4 1.0444 1.0483 1.0680
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1567 1.1455 1.0936
R3 1.1286 1.1174 1.0858
R2 1.1005 1.1005 1.0833
R1 1.0893 1.0893 1.0807 1.0949
PP 1.0724 1.0724 1.0724 1.0752
S1 1.0612 1.0612 1.0755 1.0668
S2 1.0443 1.0443 1.0729
S3 1.0162 1.0331 1.0704
S4 0.9881 1.0050 1.0626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0877 1.0728 0.0149 1.4% 0.0079 0.7% 7% False True 507
10 1.0877 1.0428 0.0449 4.2% 0.0093 0.9% 69% False False 338
20 1.0877 1.0268 0.0609 5.7% 0.0093 0.9% 77% False False 189
40 1.0877 1.0250 0.0627 5.8% 0.0083 0.8% 78% False False 104
60 1.0877 1.0153 0.0724 6.7% 0.0068 0.6% 81% False False 74
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 0.0017
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1295
2.618 1.1119
1.618 1.1011
1.000 1.0944
0.618 1.0903
HIGH 1.0836
0.618 1.0795
0.500 1.0782
0.382 1.0769
LOW 1.0728
0.618 1.0661
1.000 1.0620
1.618 1.0553
2.618 1.0445
4.250 1.0269
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 1.0782 1.0803
PP 1.0768 1.0781
S1 1.0753 1.0760

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

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