CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 16-Feb-2012

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	1.0880	1.0833	-0.0047	-0.4%	1.0840
High	1.0880	1.0904	0.0024	0.2%	1.1011
Low	1.0830	1.0781	-0.0049	-0.5%	1.0840
Close	1.0843	1.0904	0.0061	0.6%	1.0919
Range	0.0050	0.0123	0.0073	146.0%	0.0171
ATR	0.0062	0.0067	0.0004	7.0%	0.0000
Volume	8	55	47	587.5%	36

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1232	1.1191	1.0972
R3	1.1109	1.1068	1.0938
R2	1.0986	1.0986	1.0927
R1	1.0945	1.0945	1.0915	1.0966
PP	1.0863	1.0863	1.0863	1.0873
S1	1.0822	1.0822	1.0893	1.0843
S2	1.0740	1.0740	1.0881
S3	1.0617	1.0699	1.0870
S4	1.0494	1.0576	1.0836

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	1.0985	1.0781	0.0204	1.9%	0.0068	0.6%	60%	False	True	16
10	1.1011	1.0781	0.0230	2.1%	0.0052	0.5%	53%	False	True	11
20	1.1011	1.0705	0.0306	2.8%	0.0053	0.5%	65%	False	False	10
40	1.1011	1.0489	0.0522	4.8%	0.0040	0.4%	80%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	1.1427
2.618	1.1226
1.618	1.1103
1.000	1.1027
0.618	1.0980
HIGH	1.0904
0.618	1.0857
0.500	1.0843
0.382	1.0828
LOW	1.0781
0.618	1.0705
1.000	1.0658
1.618	1.0582
2.618	1.0459
4.250	1.0258

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	1.0884	1.0888
PP	1.0863	1.0872
S1	1.0843	1.0857

Download as Excel Spreadsheet

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

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