CME Swiss Franc Future December 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 1.0800 1.0794 -0.0006 -0.1% 1.0694
High 1.0800 1.0794 -0.0006 -0.1% 1.0847
Low 1.0800 1.0794 -0.0006 -0.1% 1.0694
Close 1.0800 1.0794 -0.0006 -0.1% 1.0800
Range
ATR 0.0059 0.0055 -0.0004 -6.4% 0.0000
Volume 5 5 0 0.0% 20
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0794 1.0794 1.0794
R3 1.0794 1.0794 1.0794
R2 1.0794 1.0794 1.0794
R1 1.0794 1.0794 1.0794 1.0794
PP 1.0794 1.0794 1.0794 1.0794
S1 1.0794 1.0794 1.0794 1.0794
S2 1.0794 1.0794 1.0794
S3 1.0794 1.0794 1.0794
S4 1.0794 1.0794 1.0794
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.1239 1.1173 1.0884
R3 1.1086 1.1020 1.0842
R2 1.0933 1.0933 1.0828
R1 1.0867 1.0867 1.0814 1.0900
PP 1.0780 1.0780 1.0780 1.0797
S1 1.0714 1.0714 1.0786 1.0747
S2 1.0627 1.0627 1.0772
S3 1.0474 1.0561 1.0758
S4 1.0321 1.0408 1.0716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0847 1.0694 0.0153 1.4% 0.0000 0.0% 65% False False 5
10 1.0847 1.0340 0.0507 4.7% 0.0000 0.0% 90% False False 5
20 1.0847 1.0303 0.0544 5.0% 0.0000 0.0% 90% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0794
2.618 1.0794
1.618 1.0794
1.000 1.0794
0.618 1.0794
HIGH 1.0794
0.618 1.0794
0.500 1.0794
0.382 1.0794
LOW 1.0794
0.618 1.0794
1.000 1.0794
1.618 1.0794
2.618 1.0794
4.250 1.0794
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 1.0794 1.0821
PP 1.0794 1.0812
S1 1.0794 1.0803

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

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