CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 25-Jan-2012

Day Change Summary
	Previous	Current
	24-Jan-2012	25-Jan-2012	Change	Change %	Previous Week
Open	1.0794	1.0771	-0.0023	-0.2%	1.0502
High	1.0803	1.0880	0.0077	0.7%	1.0737
Low	1.0794	1.0771	-0.0023	-0.2%	1.0502
Close	1.0796	1.0861	0.0065	0.6%	1.0718
Range	0.0009	0.0109	0.0100	1,111.1%	0.0235
ATR	0.0069	0.0071	0.0003	4.2%	0.0000
Volume	10	2	-8	-80.0%	31

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1164	1.1122	1.0921
R3	1.1055	1.1013	1.0891
R2	1.0946	1.0946	1.0881
R1	1.0904	1.0904	1.0871	1.0925
PP	1.0837	1.0837	1.0837	1.0848
S1	1.0795	1.0795	1.0851	1.0816
S2	1.0728	1.0728	1.0841
S3	1.0619	1.0686	1.0831
S4	1.0510	1.0577	1.0801

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1357	1.1273	1.0847
R3	1.1122	1.1038	1.0783
R2	1.0887	1.0887	1.0761
R1	1.0803	1.0803	1.0740	1.0845
PP	1.0652	1.0652	1.0652	1.0674
S1	1.0568	1.0568	1.0696	1.0610
S2	1.0417	1.0417	1.0675
S3	1.0182	1.0333	1.0653
S4	0.9947	1.0098	1.0589

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0880	1.0705	0.0175	1.6%	0.0049	0.4%	89%	True	False	4
10	1.0880	1.0502	0.0378	3.5%	0.0037	0.3%	95%	True	False	5
20	1.0880	1.0489	0.0391	3.6%	0.0030	0.3%	95%	True	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.1343
2.618	1.1165
1.618	1.1056
1.000	1.0989
0.618	1.0947
HIGH	1.0880
0.618	1.0838
0.500	1.0826
0.382	1.0813
LOW	1.0771
0.618	1.0704
1.000	1.0662
1.618	1.0595
2.618	1.0486
4.250	1.0308

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	1.0849	1.0838
PP	1.0837	1.0815
S1	1.0826	1.0793

Download as Excel Spreadsheet

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

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