CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 1.0416 1.0476 0.0060 0.6% 1.0637
High 1.0416 1.0476 0.0060 0.6% 1.0718
Low 1.0416 1.0476 0.0060 0.6% 1.0500
Close 1.0416 1.0476 0.0060 0.6% 1.0504
Range
ATR
Volume 5 5 0 0.0% 9
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0476 1.0476 1.0476
R3 1.0476 1.0476 1.0476
R2 1.0476 1.0476 1.0476
R1 1.0476 1.0476 1.0476 1.0476
PP 1.0476 1.0476 1.0476 1.0476
S1 1.0476 1.0476 1.0476 1.0476
S2 1.0476 1.0476 1.0476
S3 1.0476 1.0476 1.0476
S4 1.0476 1.0476 1.0476
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1228 1.1084 1.0624
R3 1.1010 1.0866 1.0564
R2 1.0792 1.0792 1.0544
R1 1.0648 1.0648 1.0524 1.0611
PP 1.0574 1.0574 1.0574 1.0556
S1 1.0430 1.0430 1.0484 1.0393
S2 1.0356 1.0356 1.0464
S3 1.0138 1.0212 1.0444
S4 0.9920 0.9994 1.0384
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0620 1.0416 0.0204 1.9% 0.0000 0.0% 29% False False 4
10 1.0718 1.0416 0.0302 2.9% 0.0000 0.0% 20% False False 2
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 1.0476
2.618 1.0476
1.618 1.0476
1.000 1.0476
0.618 1.0476
HIGH 1.0476
0.618 1.0476
0.500 1.0476
0.382 1.0476
LOW 1.0476
0.618 1.0476
1.000 1.0476
1.618 1.0476
2.618 1.0476
4.250 1.0476
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 1.0476 1.0471
PP 1.0476 1.0467
S1 1.0476 1.0462

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

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