CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	1.0900	1.0941	0.0041	0.4%	1.0985
High	1.0924	1.1032	0.0108	1.0%	1.0985
Low	1.0890	1.0937	0.0047	0.4%	1.0781
Close	1.0906	1.0985	0.0079	0.7%	1.0906
Range	0.0034	0.0095	0.0061	179.4%	0.0204
ATR	0.0064	0.0069	0.0004	6.9%	0.0000
Volume	133	76	-57	-42.9%	204

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1270	1.1222	1.1037
R3	1.1175	1.1127	1.1011
R2	1.1080	1.1080	1.1002
R1	1.1032	1.1032	1.0994	1.1056
PP	1.0985	1.0985	1.0985	1.0997
S1	1.0937	1.0937	1.0976	1.0961
S2	1.0890	1.0890	1.0968
S3	1.0795	1.0842	1.0959
S4	1.0700	1.0747	1.0933

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	1.1032	1.0781	0.0251	2.3%	0.0073	0.7%	81%	True	False	55
10	1.1032	1.0781	0.0251	2.3%	0.0053	0.5%	81%	True	False	31
20	1.1032	1.0771	0.0261	2.4%	0.0053	0.5%	82%	True	False	20
40	1.1032	1.0489	0.0543	4.9%	0.0039	0.4%	91%	True	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1436
2.618	1.1281
1.618	1.1186
1.000	1.1127
0.618	1.1091
HIGH	1.1032
0.618	1.0996
0.500	1.0985
0.382	1.0973
LOW	1.0937
0.618	1.0878
1.000	1.0842
1.618	1.0783
2.618	1.0688
4.250	1.0533

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	1.0985	1.0959
PP	1.0985	1.0933
S1	1.0985	1.0907

Download as Excel Spreadsheet

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

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