CME Swiss Franc Future March 2012


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Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 1.0987 1.1101 0.0114 1.0% 1.0914
High 1.1102 1.1200 0.0098 0.9% 1.1200
Low 1.0974 1.1062 0.0088 0.8% 1.0890
Close 1.1062 1.1177 0.0115 1.0% 1.1177
Range 0.0128 0.0138 0.0010 7.8% 0.0310
ATR 0.0108 0.0110 0.0002 2.0% 0.0000
Volume 51,231 42,792 -8,439 -16.5% 185,764
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1560 1.1507 1.1253
R3 1.1422 1.1369 1.1215
R2 1.1284 1.1284 1.1202
R1 1.1231 1.1231 1.1190 1.1258
PP 1.1146 1.1146 1.1146 1.1160
S1 1.1093 1.1093 1.1164 1.1120
S2 1.1008 1.1008 1.1152
S3 1.0870 1.0955 1.1139
S4 1.0732 1.0817 1.1101
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.2019 1.1908 1.1348
R3 1.1709 1.1598 1.1262
R2 1.1399 1.1399 1.1234
R1 1.1288 1.1288 1.1205 1.1344
PP 1.1089 1.1089 1.1089 1.1117
S1 1.0978 1.0978 1.1149 1.1034
S2 1.0779 1.0779 1.1120
S3 1.0469 1.0668 1.1092
S4 1.0159 1.0358 1.1007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1200 1.0864 0.0336 3.0% 0.0101 0.9% 93% True False 42,954
10 1.1200 1.0755 0.0445 4.0% 0.0107 1.0% 95% True False 38,545
20 1.1200 1.0755 0.0445 4.0% 0.0109 1.0% 95% True False 33,775
40 1.1200 1.0431 0.0769 6.9% 0.0112 1.0% 97% True False 29,248
60 1.1200 1.0431 0.0769 6.9% 0.0114 1.0% 97% True False 22,516
80 1.1532 1.0431 0.1101 9.9% 0.0107 1.0% 68% False False 16,892
100 1.1700 1.0431 0.1269 11.4% 0.0098 0.9% 59% False False 13,516
120 1.2850 1.0431 0.2419 21.6% 0.0086 0.8% 31% False False 11,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1787
2.618 1.1561
1.618 1.1423
1.000 1.1338
0.618 1.1285
HIGH 1.1200
0.618 1.1147
0.500 1.1131
0.382 1.1115
LOW 1.1062
0.618 1.0977
1.000 1.0924
1.618 1.0839
2.618 1.0701
4.250 1.0476
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 1.1162 1.1142
PP 1.1146 1.1108
S1 1.1131 1.1073

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

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