CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	1.0900	1.0880	-0.0020	-0.2%	1.0840
High	1.0932	1.0880	-0.0052	-0.5%	1.1011
Low	1.0867	1.0830	-0.0037	-0.3%	1.0840
Close	1.0867	1.0843	-0.0024	-0.2%	1.0919
Range	0.0065	0.0050	-0.0015	-23.1%	0.0171
ATR	0.0063	0.0062	-0.0001	-1.5%	0.0000
Volume	5	8	3	60.0%	36

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1001	1.0972	1.0871
R3	1.0951	1.0922	1.0857
R2	1.0901	1.0901	1.0852
R1	1.0872	1.0872	1.0848	1.0862
PP	1.0851	1.0851	1.0851	1.0846
S1	1.0822	1.0822	1.0838	1.0812
S2	1.0801	1.0801	1.0834
S3	1.0751	1.0772	1.0829
S4	1.0701	1.0722	1.0816

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	1.0830	0.0181	1.7%	0.0049	0.5%	7%	False	True	7
10	1.1011	1.0830	0.0181	1.7%	0.0040	0.4%	7%	False	True	6
20	1.1011	1.0705	0.0306	2.8%	0.0047	0.4%	45%	False	False	7
40	1.1011	1.0489	0.0522	4.8%	0.0037	0.3%	68%	False	False	6

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	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1093
2.618	1.1011
1.618	1.0961
1.000	1.0930
0.618	1.0911
HIGH	1.0880
0.618	1.0861
0.500	1.0855
0.382	1.0849
LOW	1.0830
0.618	1.0799
1.000	1.0780
1.618	1.0749
2.618	1.0699
4.250	1.0618

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	1.0855	1.0908
PP	1.0851	1.0886
S1	1.0847	1.0865

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols