CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	1.0933	1.0949	0.0016	0.1%	1.0938
High	1.0933	1.0951	0.0018	0.2%	1.0970
Low	1.0933	1.0903	-0.0030	-0.3%	1.0870
Close	1.0933	1.0921	-0.0012	-0.1%	1.0921
Range	0.0000	0.0048	0.0048		0.0100
ATR	0.0068	0.0067	-0.0001	-2.1%	0.0000
Volume	4	4	0	0.0%	40

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1069	1.1043	1.0947
R3	1.1021	1.0995	1.0934
R2	1.0973	1.0973	1.0930
R1	1.0947	1.0947	1.0925	1.0936
PP	1.0925	1.0925	1.0925	1.0920
S1	1.0899	1.0899	1.0917	1.0888
S2	1.0877	1.0877	1.0912
S3	1.0829	1.0851	1.0908
S4	1.0781	1.0803	1.0895

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1220	1.1171	1.0976
R3	1.1120	1.1071	1.0949
R2	1.1020	1.1020	1.0939
R1	1.0971	1.0971	1.0930	1.0946
PP	1.0920	1.0920	1.0920	1.0908
S1	1.0871	1.0871	1.0912	1.0846
S2	1.0820	1.0820	1.0903
S3	1.0720	1.0771	1.0894
S4	1.0620	1.0671	1.0866

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0970	1.0870	0.0100	0.9%	0.0050	0.5%	51%	False	False	8
10	1.0975	1.0705	0.0270	2.5%	0.0057	0.5%	80%	False	False	9
20	1.0975	1.0489	0.0486	4.5%	0.0037	0.3%	89%	False	False	7

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

Fibonacci Retracements and Extensions
4.250	1.1155
2.618	1.1077
1.618	1.1029
1.000	1.0999
0.618	1.0981
HIGH	1.0951
0.618	1.0933
0.500	1.0927
0.382	1.0921
LOW	1.0903
0.618	1.0873
1.000	1.0855
1.618	1.0825
2.618	1.0777
4.250	1.0699

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	1.0927	1.0930
PP	1.0925	1.0927
S1	1.0923	1.0924

Download as Excel Spreadsheet

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

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