CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	1.0952	1.0981	0.0029	0.3%	1.0938
High	1.0983	1.0981	-0.0002	0.0%	1.0970
Low	1.0952	1.0978	0.0026	0.2%	1.0870
Close	1.0983	1.0978	-0.0005	0.0%	1.0921
Range	0.0031	0.0003	-0.0028	-90.3%	0.0100
ATR	0.0068	0.0064	-0.0005	-6.6%	0.0000
Volume	3	7	4	133.3%	40

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0988	1.0986	1.0980
R3	1.0985	1.0983	1.0979
R2	1.0982	1.0982	1.0979
R1	1.0980	1.0980	1.0978	1.0980
PP	1.0979	1.0979	1.0979	1.0979
S1	1.0977	1.0977	1.0978	1.0977
S2	1.0976	1.0976	1.0977
S3	1.0973	1.0974	1.0977
S4	1.0970	1.0971	1.0976

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%	0.0030	0.3%	97%	False	False	4
10	1.0983	1.0840	0.0143	1.3%	0.0044	0.4%	97%	False	False	10
20	1.0983	1.0502	0.0481	4.4%	0.0040	0.4%	99%	False	False	7

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

Fibonacci Retracements and Extensions
4.250	1.0994
2.618	1.0989
1.618	1.0986
1.000	1.0984
0.618	1.0983
HIGH	1.0981
0.618	1.0980
0.500	1.0980
0.382	1.0979
LOW	1.0978
0.618	1.0976
1.000	1.0975
1.618	1.0973
2.618	1.0970
4.250	1.0965

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	1.0980	1.0956
PP	1.0979	1.0934
S1	1.0979	1.0912

Download as Excel Spreadsheet

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

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