CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 1.0990 1.1019 0.0029 0.3% 1.0985
High 1.1008 1.1118 0.0110 1.0% 1.0985
Low 1.0968 1.1019 0.0051 0.5% 1.0781
Close 1.0999 1.1078 0.0079 0.7% 1.0906
Range 0.0040 0.0099 0.0059 147.5% 0.0204
ATR 0.0067 0.0070 0.0004 5.6% 0.0000
Volume 97 142 45 46.4% 204
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1369 1.1322 1.1132
R3 1.1270 1.1223 1.1105
R2 1.1171 1.1171 1.1096
R1 1.1124 1.1124 1.1087 1.1148
PP 1.1072 1.1072 1.1072 1.1083
S1 1.1025 1.1025 1.1069 1.1049
S2 1.0973 1.0973 1.1060
S3 1.0874 1.0926 1.1051
S4 1.0775 1.0827 1.1024
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 1.1118 1.0781 0.0337 3.0% 0.0078 0.7% 88% True False 100
10 1.1118 1.0781 0.0337 3.0% 0.0064 0.6% 88% True False 53
20 1.1118 1.0781 0.0337 3.0% 0.0054 0.5% 88% True False 31
40 1.1118 1.0489 0.0629 5.7% 0.0042 0.4% 94% True False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1539
2.618 1.1377
1.618 1.1278
1.000 1.1217
0.618 1.1179
HIGH 1.1118
0.618 1.1080
0.500 1.1069
0.382 1.1057
LOW 1.1019
0.618 1.0958
1.000 1.0920
1.618 1.0859
2.618 1.0760
4.250 1.0598
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 1.1075 1.1061
PP 1.1072 1.1044
S1 1.1069 1.1028

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

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