CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	1.1143	1.1205	0.0062	0.6%	1.0941
High	1.1193	1.1205	0.0012	0.1%	1.1213
Low	1.1134	1.1069	-0.0065	-0.6%	1.0937
Close	1.1184	1.1084	-0.0100	-0.9%	1.1193
Range	0.0059	0.0136	0.0077	130.5%	0.0276
ATR	0.0074	0.0079	0.0004	5.9%	0.0000
Volume	37	2,583	2,546	6,881.1%	390

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1527	1.1442	1.1159
R3	1.1391	1.1306	1.1121
R2	1.1255	1.1255	1.1109
R1	1.1170	1.1170	1.1096	1.1145
PP	1.1119	1.1119	1.1119	1.1107
S1	1.1034	1.1034	1.1072	1.1009
S2	1.0983	1.0983	1.1059
S3	1.0847	1.0898	1.1047
S4	1.0711	1.0762	1.1009

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	1.1019	0.0194	1.8%	0.0098	0.9%	34%	False	False	589
10	1.1213	1.0781	0.0432	3.9%	0.0083	0.7%	70%	False	False	331
20	1.1213	1.0781	0.0432	3.9%	0.0063	0.6%	70%	False	False	170
40	1.1213	1.0489	0.0724	6.5%	0.0052	0.5%	82%	False	False	88

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	1.1783
2.618	1.1561
1.618	1.1425
1.000	1.1341
0.618	1.1289
HIGH	1.1205
0.618	1.1153
0.500	1.1137
0.382	1.1121
LOW	1.1069
0.618	1.0985
1.000	1.0933
1.618	1.0849
2.618	1.0713
4.250	1.0491

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	1.1137	1.1137
PP	1.1119	1.1119
S1	1.1102	1.1102

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols