CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 1.0840 1.0952 0.0112 1.0% 1.0938
High 1.0907 1.0983 0.0076 0.7% 1.0970
Low 1.0840 1.0952 0.0112 1.0% 1.0870
Close 1.0907 1.0983 0.0076 0.7% 1.0921
Range 0.0067 0.0031 -0.0036 -53.7% 0.0100
ATR 0.0068 0.0068 0.0001 0.9% 0.0000
Volume 6 3 -3 -50.0% 40
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1066 1.1055 1.1000
R3 1.1035 1.1024 1.0992
R2 1.1004 1.1004 1.0989
R1 1.0993 1.0993 1.0986 1.0999
PP 1.0973 1.0973 1.0973 1.0975
S1 1.0962 1.0962 1.0980 1.0968
S2 1.0942 1.0942 1.0977
S3 1.0911 1.0931 1.0974
S4 1.0880 1.0900 1.0966
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 1.0983 1.0840 0.0143 1.3% 0.0044 0.4% 100% True False 9
10 1.0983 1.0771 0.0212 1.9% 0.0055 0.5% 100% True False 9
20 1.0983 1.0502 0.0481 4.4% 0.0040 0.4% 100% True False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1115
2.618 1.1064
1.618 1.1033
1.000 1.1014
0.618 1.1002
HIGH 1.0983
0.618 1.0971
0.500 1.0968
0.382 1.0964
LOW 1.0952
0.618 1.0933
1.000 1.0921
1.618 1.0902
2.618 1.0871
4.250 1.0820
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 1.0978 1.0959
PP 1.0973 1.0935
S1 1.0968 1.0912

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

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