CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 1.0554 1.0636 0.0082 0.8% 1.0408
High 1.0554 1.0636 0.0082 0.8% 1.0496
Low 1.0554 1.0636 0.0082 0.8% 1.0349
Close 1.0554 1.0636 0.0082 0.8% 1.0449
Range
ATR 0.0057 0.0059 0.0002 3.1% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0636 1.0636 1.0636
R3 1.0636 1.0636 1.0636
R2 1.0636 1.0636 1.0636
R1 1.0636 1.0636 1.0636 1.0636
PP 1.0636 1.0636 1.0636 1.0636
S1 1.0636 1.0636 1.0636 1.0636
S2 1.0636 1.0636 1.0636
S3 1.0636 1.0636 1.0636
S4 1.0636 1.0636 1.0636
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0872 1.0808 1.0530
R3 1.0725 1.0661 1.0489
R2 1.0578 1.0578 1.0476
R1 1.0514 1.0514 1.0462 1.0546
PP 1.0431 1.0431 1.0431 1.0448
S1 1.0367 1.0367 1.0436 1.0399
S2 1.0284 1.0284 1.0422
S3 1.0137 1.0220 1.0409
S4 0.9990 1.0073 1.0368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0636 1.0349 0.0287 2.7% 0.0000 0.0% 100% True False 1
10 1.0636 1.0304 0.0332 3.1% 0.0000 0.0% 100% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0636
2.618 1.0636
1.618 1.0636
1.000 1.0636
0.618 1.0636
HIGH 1.0636
0.618 1.0636
0.500 1.0636
0.382 1.0636
LOW 1.0636
0.618 1.0636
1.000 1.0636
1.618 1.0636
2.618 1.0636
4.250 1.0636
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 1.0636 1.0605
PP 1.0636 1.0574
S1 1.0636 1.0543

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

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