CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 14-Feb-2012

Day Change Summary
	Previous	Current
	13-Feb-2012	14-Feb-2012	Change	Change %	Previous Week
Open	1.0985	1.0900	-0.0085	-0.8%	1.0840
High	1.0985	1.0932	-0.0053	-0.5%	1.1011
Low	1.0935	1.0867	-0.0068	-0.6%	1.0840
Close	1.0938	1.0867	-0.0071	-0.6%	1.0919
Range	0.0050	0.0065	0.0015	30.0%	0.0171
ATR	0.0063	0.0063	0.0001	1.0%	0.0000
Volume	3	5	2	66.7%	36

Daily Pivots for day following 14-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1084	1.1040	1.0903
R3	1.1019	1.0975	1.0885
R2	1.0954	1.0954	1.0879
R1	1.0910	1.0910	1.0873	1.0900
PP	1.0889	1.0889	1.0889	1.0883
S1	1.0845	1.0845	1.0861	1.0835
S2	1.0824	1.0824	1.0855
S3	1.0759	1.0780	1.0849
S4	1.0694	1.0715	1.0831

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	1.0867	0.0144	1.3%	0.0040	0.4%	0%	False	True	7
10	1.1011	1.0840	0.0171	1.6%	0.0042	0.4%	16%	False	False	8
20	1.1011	1.0630	0.0381	3.5%	0.0047	0.4%	62%	False	False	7
40	1.1011	1.0489	0.0522	4.8%	0.0036	0.3%	72%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1208
2.618	1.1102
1.618	1.1037
1.000	1.0997
0.618	1.0972
HIGH	1.0932
0.618	1.0907
0.500	1.0900
0.382	1.0892
LOW	1.0867
0.618	1.0827
1.000	1.0802
1.618	1.0762
2.618	1.0697
4.250	1.0591

Fisher Pivots for day following 14-Feb-2012
Pivot	1 day	3 day
R1	1.0900	1.0926
PP	1.0889	1.0906
S1	1.0878	1.0887

Download as Excel Spreadsheet

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

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