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CME Swiss Franc Future March 2012


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Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 1.0742 1.0744 0.0002 0.0% 1.0721
High 1.0768 1.0747 -0.0021 -0.2% 1.0750
Low 1.0694 1.0596 -0.0098 -0.9% 1.0576
Close 1.0745 1.0626 -0.0119 -1.1% 1.0670
Range 0.0074 0.0151 0.0077 104.1% 0.0174
ATR 0.0109 0.0112 0.0003 2.7% 0.0000
Volume 14,644 22,501 7,857 53.7% 50,583
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1109 1.1019 1.0709
R3 1.0958 1.0868 1.0668
R2 1.0807 1.0807 1.0654
R1 1.0717 1.0717 1.0640 1.0687
PP 1.0656 1.0656 1.0656 1.0641
S1 1.0566 1.0566 1.0612 1.0536
S2 1.0505 1.0505 1.0598
S3 1.0354 1.0415 1.0584
S4 1.0203 1.0264 1.0543
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1187 1.1103 1.0766
R3 1.1013 1.0929 1.0718
R2 1.0839 1.0839 1.0702
R1 1.0755 1.0755 1.0686 1.0710
PP 1.0665 1.0665 1.0665 1.0643
S1 1.0581 1.0581 1.0654 1.0536
S2 1.0491 1.0491 1.0638
S3 1.0317 1.0407 1.0622
S4 1.0143 1.0233 1.0574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0768 1.0576 0.0192 1.8% 0.0110 1.0% 26% False False 16,402
10 1.0839 1.0576 0.0263 2.5% 0.0106 1.0% 19% False False 15,677
20 1.0915 1.0501 0.0414 3.9% 0.0111 1.0% 30% False False 13,085
40 1.1324 1.0501 0.0823 7.7% 0.0110 1.0% 15% False False 6,584
60 1.1700 1.0501 0.1199 11.3% 0.0094 0.9% 10% False False 4,394
80 1.1700 1.0501 0.1199 11.3% 0.0080 0.8% 10% False False 3,300
100 1.2957 1.0501 0.2456 23.1% 0.0069 0.6% 5% False False 2,647
120 1.4099 1.0501 0.3598 33.9% 0.0063 0.6% 3% False False 2,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1389
2.618 1.1142
1.618 1.0991
1.000 1.0898
0.618 1.0840
HIGH 1.0747
0.618 1.0689
0.500 1.0672
0.382 1.0654
LOW 1.0596
0.618 1.0503
1.000 1.0445
1.618 1.0352
2.618 1.0201
4.250 0.9954
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 1.0672 1.0682
PP 1.0656 1.0663
S1 1.0641 1.0645

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

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