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

Download as Excel Spreadsheet

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

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