CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	1.0941	1.0990	0.0049	0.4%	1.0985
High	1.1032	1.1008	-0.0024	-0.2%	1.0985
Low	1.0937	1.0968	0.0031	0.3%	1.0781
Close	1.0985	1.0999	0.0014	0.1%	1.0906
Range	0.0095	0.0040	-0.0055	-57.9%	0.0204
ATR	0.0069	0.0067	-0.0002	-3.0%	0.0000
Volume	76	97	21	27.6%	204

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1112	1.1095	1.1021
R3	1.1072	1.1055	1.1010
R2	1.1032	1.1032	1.1006
R1	1.1015	1.1015	1.1003	1.1024
PP	1.0992	1.0992	1.0992	1.0996
S1	1.0975	1.0975	1.0995	1.0984
S2	1.0952	1.0952	1.0992
S3	1.0912	1.0935	1.0988
S4	1.0872	1.0895	1.0977

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%	0.0068	0.6%	87%	False	False	73
10	1.1032	1.0781	0.0251	2.3%	0.0054	0.5%	87%	False	False	40
20	1.1032	1.0771	0.0261	2.4%	0.0055	0.5%	87%	False	False	24
40	1.1032	1.0489	0.0543	4.9%	0.0040	0.4%	94%	False	False	15

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1178
2.618	1.1113
1.618	1.1073
1.000	1.1048
0.618	1.1033
HIGH	1.1008
0.618	1.0993
0.500	1.0988
0.382	1.0983
LOW	1.0968
0.618	1.0943
1.000	1.0928
1.618	1.0903
2.618	1.0863
4.250	1.0798

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	1.0995	1.0986
PP	1.0992	1.0974
S1	1.0988	1.0961

Download as Excel Spreadsheet

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

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