CME Swiss Franc Future September 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 1.0745 1.0755 0.0010 0.1% 1.0809
High 1.0746 1.0758 0.0012 0.1% 1.0809
Low 1.0745 1.0755 0.0010 0.1% 1.0696
Close 1.0744 1.0774 0.0030 0.3% 1.0774
Range 0.0001 0.0003 0.0002 200.0% 0.0113
ATR 0.0060 0.0057 -0.0003 -5.5% 0.0000
Volume 5 2 -3 -60.0% 14
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0771 1.0776 1.0776
R3 1.0768 1.0773 1.0775
R2 1.0765 1.0765 1.0775
R1 1.0770 1.0770 1.0774 1.0768
PP 1.0762 1.0762 1.0762 1.0761
S1 1.0767 1.0767 1.0774 1.0765
S2 1.0759 1.0759 1.0773
S3 1.0756 1.0764 1.0773
S4 1.0753 1.0761 1.0772
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.1099 1.1049 1.0836
R3 1.0986 1.0936 1.0805
R2 1.0873 1.0873 1.0795
R1 1.0823 1.0823 1.0784 1.0792
PP 1.0760 1.0760 1.0760 1.0744
S1 1.0710 1.0710 1.0764 1.0679
S2 1.0647 1.0647 1.0753
S3 1.0534 1.0597 1.0743
S4 1.0421 1.0484 1.0712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0809 1.0696 0.0113 1.0% 0.0005 0.0% 69% False False 2
10 1.0884 1.0696 0.0188 1.7% 0.0002 0.0% 41% False False 2
20 1.0884 1.0291 0.0593 5.5% 0.0008 0.1% 81% False False 2
40 1.0884 1.0291 0.0593 5.5% 0.0004 0.0% 81% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0771
2.618 1.0766
1.618 1.0763
1.000 1.0761
0.618 1.0760
HIGH 1.0758
0.618 1.0757
0.500 1.0757
0.382 1.0756
LOW 1.0755
0.618 1.0753
1.000 1.0752
1.618 1.0750
2.618 1.0747
4.250 1.0742
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 1.0768 1.0768
PP 1.0762 1.0762
S1 1.0757 1.0756

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

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