CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 1.0954 1.0892 -0.0062 -0.6% 1.0705
High 1.0970 1.0968 -0.0002 0.0% 1.0975
Low 1.0870 1.0892 0.0022 0.2% 1.0705
Close 1.0894 1.0947 0.0053 0.5% 1.0975
Range 0.0100 0.0076 -0.0024 -24.0% 0.0270
ATR 0.0072 0.0072 0.0000 0.4% 0.0000
Volume 1 30 29 2,900.0% 59
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1164 1.1131 1.0989
R3 1.1088 1.1055 1.0968
R2 1.1012 1.1012 1.0961
R1 1.0979 1.0979 1.0954 1.0996
PP 1.0936 1.0936 1.0936 1.0944
S1 1.0903 1.0903 1.0940 1.0920
S2 1.0860 1.0860 1.0933
S3 1.0784 1.0827 1.0926
S4 1.0708 1.0751 1.0905
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 1.0870 0.0105 1.0% 0.0059 0.5% 73% False False 15
10 1.0975 1.0705 0.0270 2.5% 0.0054 0.5% 90% False False 9
20 1.0975 1.0489 0.0486 4.4% 0.0043 0.4% 94% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1291
2.618 1.1167
1.618 1.1091
1.000 1.1044
0.618 1.1015
HIGH 1.0968
0.618 1.0939
0.500 1.0930
0.382 1.0921
LOW 1.0892
0.618 1.0845
1.000 1.0816
1.618 1.0769
2.618 1.0693
4.250 1.0569
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 1.0941 1.0938
PP 1.0936 1.0929
S1 1.0930 1.0920

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

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