CME Swiss Franc Future March 2012


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Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 1.0913 1.0884 -0.0029 -0.3% 1.0962
High 1.0963 1.0902 -0.0061 -0.6% 1.0979
Low 1.0833 1.0802 -0.0031 -0.3% 1.0819
Close 1.0901 1.0888 -0.0013 -0.1% 1.0901
Range 0.0130 0.0100 -0.0030 -23.1% 0.0160
ATR 0.0119 0.0117 -0.0001 -1.1% 0.0000
Volume 37,185 24,279 -12,906 -34.7% 147,102
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1164 1.1126 1.0943
R3 1.1064 1.1026 1.0916
R2 1.0964 1.0964 1.0906
R1 1.0926 1.0926 1.0897 1.0945
PP 1.0864 1.0864 1.0864 1.0874
S1 1.0826 1.0826 1.0879 1.0845
S2 1.0764 1.0764 1.0870
S3 1.0664 1.0726 1.0861
S4 1.0564 1.0626 1.0833
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1380 1.1300 1.0989
R3 1.1220 1.1140 1.0945
R2 1.1060 1.1060 1.0930
R1 1.0980 1.0980 1.0916 1.0940
PP 1.0900 1.0900 1.0900 1.0880
S1 1.0820 1.0820 1.0886 1.0780
S2 1.0740 1.0740 1.0872
S3 1.0580 1.0660 1.0857
S4 1.0420 1.0500 1.0813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0979 1.0802 0.0177 1.6% 0.0121 1.1% 49% False True 29,039
10 1.0979 1.0715 0.0264 2.4% 0.0118 1.1% 66% False False 29,381
20 1.0979 1.0431 0.0548 5.0% 0.0119 1.1% 83% False False 28,359
40 1.0979 1.0431 0.0548 5.0% 0.0116 1.1% 83% False False 21,835
60 1.1147 1.0431 0.0716 6.6% 0.0111 1.0% 64% False False 14,623
80 1.1700 1.0431 0.1269 11.7% 0.0100 0.9% 36% False False 10,971
100 1.1700 1.0431 0.1269 11.7% 0.0089 0.8% 36% False False 8,780
120 1.2850 1.0431 0.2419 22.2% 0.0077 0.7% 19% False False 7,322
Crabel Price Patterns
NR True
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 True
Bear Hook False
Bull Hook False
Stretch 0.0037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1327
2.618 1.1164
1.618 1.1064
1.000 1.1002
0.618 1.0964
HIGH 1.0902
0.618 1.0864
0.500 1.0852
0.382 1.0840
LOW 1.0802
0.618 1.0740
1.000 1.0702
1.618 1.0640
2.618 1.0540
4.250 1.0377
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 1.0876 1.0886
PP 1.0864 1.0884
S1 1.0852 1.0883

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

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