CME Swiss Franc Future March 2012

Trading Metrics calculated at close of trading on 30-Jun-2011

Day Change Summary
	Previous	Current
	29-Jun-2011	30-Jun-2011	Change	Change %	Previous Week
Open	1.2030	1.1927	-0.0103	-0.9%	1.1845
High	1.2030	1.1927	-0.0103	-0.9%	1.1974
Low	1.2030	1.1927	-0.0103	-0.9%	1.1845
Close	1.2010	1.1927	-0.0083	-0.7%	1.1974
Range
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 30-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1927	1.1927	1.1927
R3	1.1927	1.1927	1.1927
R2	1.1927	1.1927	1.1927
R1	1.1927	1.1927	1.1927	1.1927
PP	1.1927	1.1927	1.1927	1.1927
S1	1.1927	1.1927	1.1927	1.1927
S2	1.1927	1.1927	1.1927
S3	1.1927	1.1927	1.1927
S4	1.1927	1.1927	1.1927

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2318	1.2275	1.2045
R3	1.2189	1.2146	1.2009
R2	1.2060	1.2060	1.1998
R1	1.2017	1.2017	1.1986	1.2039
PP	1.1931	1.1931	1.1931	1.1942
S1	1.1888	1.1888	1.1962	1.1910
S2	1.1802	1.1802	1.1950
S3	1.1673	1.1759	1.1939
S4	1.1544	1.1630	1.1903

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2054	1.1927	0.0127	1.1%	0.0000	0.0%	0%	False	True	1
10	1.2054	1.1818	0.0236	2.0%	0.0000	0.0%	46%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.1927
2.618	1.1927
1.618	1.1927
1.000	1.1927
0.618	1.1927
HIGH	1.1927
0.618	1.1927
0.500	1.1927
0.382	1.1927
LOW	1.1927
0.618	1.1927
1.000	1.1927
1.618	1.1927
2.618	1.1927
4.250	1.1927

Fisher Pivots for day following 30-Jun-2011
Pivot	1 day	3 day
R1	1.1927	1.1991
PP	1.1927	1.1969
S1	1.1927	1.1948

Download as Excel Spreadsheet

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

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