CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 1.0833 1.0900 0.0067 0.6% 1.0985
High 1.0904 1.0924 0.0020 0.2% 1.0985
Low 1.0781 1.0890 0.0109 1.0% 1.0781
Close 1.0904 1.0906 0.0002 0.0% 1.0906
Range 0.0123 0.0034 -0.0089 -72.4% 0.0204
ATR 0.0067 0.0064 -0.0002 -3.5% 0.0000
Volume 55 133 78 141.8% 204
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1009 1.0991 1.0925
R3 1.0975 1.0957 1.0915
R2 1.0941 1.0941 1.0912
R1 1.0923 1.0923 1.0909 1.0932
PP 1.0907 1.0907 1.0907 1.0911
S1 1.0889 1.0889 1.0903 1.0898
S2 1.0873 1.0873 1.0900
S3 1.0839 1.0855 1.0897
S4 1.0805 1.0821 1.0887
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1503 1.1408 1.1018
R3 1.1299 1.1204 1.0962
R2 1.1095 1.1095 1.0943
R1 1.1000 1.1000 1.0925 1.0946
PP 1.0891 1.0891 1.0891 1.0863
S1 1.0796 1.0796 1.0887 1.0742
S2 1.0687 1.0687 1.0869
S3 1.0483 1.0592 1.0850
S4 1.0279 1.0388 1.0794
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% 0.0064 0.6% 61% False False 40
10 1.1011 1.0781 0.0230 2.1% 0.0050 0.5% 54% False False 24
20 1.1011 1.0705 0.0306 2.8% 0.0053 0.5% 66% False False 16
40 1.1011 1.0489 0.0522 4.8% 0.0040 0.4% 80% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1069
2.618 1.1013
1.618 1.0979
1.000 1.0958
0.618 1.0945
HIGH 1.0924
0.618 1.0911
0.500 1.0907
0.382 1.0903
LOW 1.0890
0.618 1.0869
1.000 1.0856
1.618 1.0835
2.618 1.0801
4.250 1.0746
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 1.0907 1.0888
PP 1.0907 1.0870
S1 1.0906 1.0853

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

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