CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 1.0378 1.0468 0.0090 0.9% 1.0508
High 1.0378 1.0468 0.0090 0.9% 1.0508
Low 1.0378 1.0468 0.0090 0.9% 1.0303
Close 1.0378 1.0468 0.0090 0.9% 1.0303
Range
ATR 0.0050 0.0052 0.0003 5.8% 0.0000
Volume 5 5 0 0.0% 25
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0468 1.0468 1.0468
R3 1.0468 1.0468 1.0468
R2 1.0468 1.0468 1.0468
R1 1.0468 1.0468 1.0468 1.0468
PP 1.0468 1.0468 1.0468 1.0468
S1 1.0468 1.0468 1.0468 1.0468
S2 1.0468 1.0468 1.0468
S3 1.0468 1.0468 1.0468
S4 1.0468 1.0468 1.0468
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0986 1.0850 1.0416
R3 1.0781 1.0645 1.0359
R2 1.0576 1.0576 1.0341
R1 1.0440 1.0440 1.0322 1.0406
PP 1.0371 1.0371 1.0371 1.0354
S1 1.0235 1.0235 1.0284 1.0201
S2 1.0166 1.0166 1.0265
S3 0.9961 1.0030 1.0247
S4 0.9756 0.9825 1.0190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0468 1.0303 0.0165 1.6% 0.0000 0.0% 100% True False 5
10 1.0620 1.0303 0.0317 3.0% 0.0000 0.0% 52% False False 4
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 1.0468
2.618 1.0468
1.618 1.0468
1.000 1.0468
0.618 1.0468
HIGH 1.0468
0.618 1.0468
0.500 1.0468
0.382 1.0468
LOW 1.0468
0.618 1.0468
1.000 1.0468
1.618 1.0468
2.618 1.0468
4.250 1.0468
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 1.0468 1.0447
PP 1.0468 1.0425
S1 1.0468 1.0404

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

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