CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 31-Jan-2012

Day Change Summary
	Previous	Current
	30-Jan-2012	31-Jan-2012	Change	Change %	Previous Week
Open	1.0938	1.0954	0.0016	0.1%	1.0705
High	1.0938	1.0970	0.0032	0.3%	1.0975
Low	1.0914	1.0870	-0.0044	-0.4%	1.0705
Close	1.0914	1.0894	-0.0020	-0.2%	1.0975
Range	0.0024	0.0100	0.0076	316.7%	0.0270
ATR	0.0070	0.0072	0.0002	3.1%	0.0000
Volume	1	1	0	0.0%	59

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1211	1.1153	1.0949
R3	1.1111	1.1053	1.0922
R2	1.1011	1.1011	1.0912
R1	1.0953	1.0953	1.0903	1.0932
PP	1.0911	1.0911	1.0911	1.0901
S1	1.0853	1.0853	1.0885	1.0832
S2	1.0811	1.0811	1.0876
S3	1.0711	1.0753	1.0867
S4	1.0611	1.0653	1.0839

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1695	1.1605	1.1124
R3	1.1425	1.1335	1.1049
R2	1.1155	1.1155	1.1025
R1	1.1065	1.1065	1.1000	1.1110
PP	1.0885	1.0885	1.0885	1.0908
S1	1.0795	1.0795	1.0950	1.0840
S2	1.0615	1.0615	1.0926
S3	1.0345	1.0525	1.0901
S4	1.0075	1.0255	1.0827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0975	1.0771	0.0204	1.9%	0.0065	0.6%	60%	False	False	9
10	1.0975	1.0630	0.0345	3.2%	0.0052	0.5%	77%	False	False	6
20	1.0975	1.0489	0.0486	4.5%	0.0041	0.4%	83%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1395
2.618	1.1232
1.618	1.1132
1.000	1.1070
0.618	1.1032
HIGH	1.0970
0.618	1.0932
0.500	1.0920
0.382	1.0908
LOW	1.0870
0.618	1.0808
1.000	1.0770
1.618	1.0708
2.618	1.0608
4.250	1.0445

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	1.0920	1.0923
PP	1.0911	1.0913
S1	1.0903	1.0904

Download as Excel Spreadsheet

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

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