CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 1.1019 1.1108 0.0089 0.8% 1.0941
High 1.1118 1.1213 0.0095 0.9% 1.1213
Low 1.1019 1.1101 0.0082 0.7% 1.0937
Close 1.1078 1.1193 0.0115 1.0% 1.1193
Range 0.0099 0.0112 0.0013 13.1% 0.0276
ATR 0.0070 0.0075 0.0005 6.6% 0.0000
Volume 142 75 -67 -47.2% 390
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1505 1.1461 1.1255
R3 1.1393 1.1349 1.1224
R2 1.1281 1.1281 1.1214
R1 1.1237 1.1237 1.1203 1.1259
PP 1.1169 1.1169 1.1169 1.1180
S1 1.1125 1.1125 1.1183 1.1147
S2 1.1057 1.1057 1.1172
S3 1.0945 1.1013 1.1162
S4 1.0833 1.0901 1.1131
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1942 1.1844 1.1345
R3 1.1666 1.1568 1.1269
R2 1.1390 1.1390 1.1244
R1 1.1292 1.1292 1.1218 1.1341
PP 1.1114 1.1114 1.1114 1.1139
S1 1.1016 1.1016 1.1168 1.1065
S2 1.0838 1.0838 1.1142
S3 1.0562 1.0740 1.1117
S4 1.0286 1.0464 1.1041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1213 1.0890 0.0323 2.9% 0.0076 0.7% 94% True False 104
10 1.1213 1.0781 0.0432 3.9% 0.0072 0.6% 95% True False 60
20 1.1213 1.0781 0.0432 3.9% 0.0060 0.5% 95% True False 34
40 1.1213 1.0489 0.0724 6.5% 0.0045 0.4% 97% True False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1689
2.618 1.1506
1.618 1.1394
1.000 1.1325
0.618 1.1282
HIGH 1.1213
0.618 1.1170
0.500 1.1157
0.382 1.1144
LOW 1.1101
0.618 1.1032
1.000 1.0989
1.618 1.0920
2.618 1.0808
4.250 1.0625
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 1.1181 1.1159
PP 1.1169 1.1125
S1 1.1157 1.1091

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

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