CME Swiss Franc Future March 2012


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Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 1.0731 1.0675 -0.0056 -0.5% 1.0480
High 1.0755 1.0817 0.0062 0.6% 1.0755
Low 1.0680 1.0674 -0.0006 -0.1% 1.0457
Close 1.0699 1.0791 0.0092 0.9% 1.0699
Range 0.0075 0.0143 0.0068 90.7% 0.0298
ATR 0.0115 0.0117 0.0002 1.7% 0.0000
Volume 20,067 28,036 7,969 39.7% 118,633
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1190 1.1133 1.0870
R3 1.1047 1.0990 1.0830
R2 1.0904 1.0904 1.0817
R1 1.0847 1.0847 1.0804 1.0876
PP 1.0761 1.0761 1.0761 1.0775
S1 1.0704 1.0704 1.0778 1.0733
S2 1.0618 1.0618 1.0765
S3 1.0475 1.0561 1.0752
S4 1.0332 1.0418 1.0712
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1531 1.1413 1.0863
R3 1.1233 1.1115 1.0781
R2 1.0935 1.0935 1.0754
R1 1.0817 1.0817 1.0726 1.0876
PP 1.0637 1.0637 1.0637 1.0667
S1 1.0519 1.0519 1.0672 1.0578
S2 1.0339 1.0339 1.0644
S3 1.0041 1.0221 1.0617
S4 0.9743 0.9923 1.0535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0817 1.0457 0.0360 3.3% 0.0120 1.1% 93% True False 29,333
10 1.0817 1.0431 0.0386 3.6% 0.0121 1.1% 93% True False 27,336
20 1.0817 1.0431 0.0386 3.6% 0.0109 1.0% 93% True False 21,485
40 1.1058 1.0431 0.0627 5.8% 0.0118 1.1% 57% False False 14,585
60 1.1700 1.0431 0.1269 11.8% 0.0109 1.0% 28% False False 9,729
80 1.1700 1.0431 0.1269 11.8% 0.0092 0.9% 28% False False 7,300
100 1.2850 1.0431 0.2419 22.4% 0.0078 0.7% 15% False False 5,847
120 1.4099 1.0431 0.3668 34.0% 0.0075 0.7% 10% False False 4,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1425
2.618 1.1191
1.618 1.1048
1.000 1.0960
0.618 1.0905
HIGH 1.0817
0.618 1.0762
0.500 1.0746
0.382 1.0729
LOW 1.0674
0.618 1.0586
1.000 1.0531
1.618 1.0443
2.618 1.0300
4.250 1.0066
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 1.0776 1.0769
PP 1.0761 1.0747
S1 1.0746 1.0725

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

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