CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 28-Feb-2012

Day Change Summary
	Previous	Current
	27-Feb-2012	28-Feb-2012	Change	Change %	Previous Week
Open	1.1199	1.1143	-0.0056	-0.5%	1.0941
High	1.1199	1.1193	-0.0006	-0.1%	1.1213
Low	1.1117	1.1134	0.0017	0.2%	1.0937
Close	1.1131	1.1184	0.0053	0.5%	1.1193
Range	0.0082	0.0059	-0.0023	-28.0%	0.0276
ATR	0.0075	0.0074	-0.0001	-1.3%	0.0000
Volume	112	37	-75	-67.0%	390

Daily Pivots for day following 28-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1347	1.1325	1.1216
R3	1.1288	1.1266	1.1200
R2	1.1229	1.1229	1.1195
R1	1.1207	1.1207	1.1189	1.1218
PP	1.1170	1.1170	1.1170	1.1176
S1	1.1148	1.1148	1.1179	1.1159
S2	1.1111	1.1111	1.1173
S3	1.1052	1.1089	1.1168
S4	1.0993	1.1030	1.1152

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	1.0968	0.0245	2.2%	0.0078	0.7%	88%	False	False	92
10	1.1213	1.0781	0.0432	3.9%	0.0076	0.7%	93%	False	False	74
20	1.1213	1.0781	0.0432	3.9%	0.0061	0.5%	93%	False	False	40
40	1.1213	1.0489	0.0724	6.5%	0.0048	0.4%	96%	False	False	23

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1444
2.618	1.1347
1.618	1.1288
1.000	1.1252
0.618	1.1229
HIGH	1.1193
0.618	1.1170
0.500	1.1164
0.382	1.1157
LOW	1.1134
0.618	1.1098
1.000	1.1075
1.618	1.1039
2.618	1.0980
4.250	1.0883

Fisher Pivots for day following 28-Feb-2012
Pivot	1 day	3 day
R1	1.1177	1.1175
PP	1.1170	1.1166
S1	1.1164	1.1157

Download as Excel Spreadsheet

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

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