CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	1.1011	1.0971	-0.0040	-0.4%	1.0840
High	1.1011	1.0971	-0.0040	-0.4%	1.1011
Low	1.0982	1.0919	-0.0063	-0.6%	1.0840
Close	1.0991	1.0919	-0.0072	-0.7%	1.0919
Range	0.0029	0.0052	0.0023	79.3%	0.0171
ATR	0.0062	0.0062	0.0001	1.2%	0.0000
Volume	10	10	0	0.0%	36

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1092	1.1058	1.0948
R3	1.1040	1.1006	1.0933
R2	1.0988	1.0988	1.0929
R1	1.0954	1.0954	1.0924	1.0945
PP	1.0936	1.0936	1.0936	1.0932
S1	1.0902	1.0902	1.0914	1.0893
S2	1.0884	1.0884	1.0909
S3	1.0832	1.0850	1.0905
S4	1.0780	1.0798	1.0890

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1436	1.1349	1.1013
R3	1.1265	1.1178	1.0966
R2	1.1094	1.1094	1.0950
R1	1.1007	1.1007	1.0935	1.1051
PP	1.0923	1.0923	1.0923	1.0945
S1	1.0836	1.0836	1.0903	1.0880
S2	1.0752	1.0752	1.0888
S3	1.0581	1.0665	1.0872
S4	1.0410	1.0494	1.0825

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1011	1.0840	0.0171	1.6%	0.0036	0.3%	46%	False	False	7
10	1.1011	1.0840	0.0171	1.6%	0.0043	0.4%	46%	False	False	7
20	1.1011	1.0502	0.0509	4.7%	0.0044	0.4%	82%	False	False	8
40	1.1011	1.0489	0.0522	4.8%	0.0034	0.3%	82%	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	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1192
2.618	1.1107
1.618	1.1055
1.000	1.1023
0.618	1.1003
HIGH	1.0971
0.618	1.0951
0.500	1.0945
0.382	1.0939
LOW	1.0919
0.618	1.0887
1.000	1.0867
1.618	1.0835
2.618	1.0783
4.250	1.0698

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	1.0945	1.0965
PP	1.0936	1.0950
S1	1.0928	1.0934

Download as Excel Spreadsheet

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

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