CME Swiss Franc Future March 2012

Trading Metrics calculated at close of trading on 05-Jul-2011

Day Change Summary
	Previous	Current
	01-Jul-2011	05-Jul-2011	Change	Change %	Previous Week
Open	1.1810	1.1929	0.0119	1.0%	1.1992
High	1.1810	1.1929	0.0119	1.0%	1.2054
Low	1.1810	1.1929	0.0119	1.0%	1.1810
Close	1.1810	1.1929	0.0119	1.0%	1.1810
Range
ATR	0.0000	0.0046	0.0046		0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 05-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1929	1.1929	1.1929
R3	1.1929	1.1929	1.1929
R2	1.1929	1.1929	1.1929
R1	1.1929	1.1929	1.1929	1.1929
PP	1.1929	1.1929	1.1929	1.1929
S1	1.1929	1.1929	1.1929	1.1929
S2	1.1929	1.1929	1.1929
S3	1.1929	1.1929	1.1929
S4	1.1929	1.1929	1.1929

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2623	1.2461	1.1944
R3	1.2379	1.2217	1.1877
R2	1.2135	1.2135	1.1855
R1	1.1973	1.1973	1.1832	1.1932
PP	1.1891	1.1891	1.1891	1.1871
S1	1.1729	1.1729	1.1788	1.1688
S2	1.1647	1.1647	1.1765
S3	1.1403	1.1485	1.1743
S4	1.1159	1.1241	1.1676

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2054	1.1810	0.0244	2.0%	0.0000	0.0%	49%	False	False	1
10	1.2054	1.1810	0.0244	2.0%	0.0000	0.0%	49%	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	1.1929
2.618	1.1929
1.618	1.1929
1.000	1.1929
0.618	1.1929
HIGH	1.1929
0.618	1.1929
0.500	1.1929
0.382	1.1929
LOW	1.1929
0.618	1.1929
1.000	1.1929
1.618	1.1929
2.618	1.1929
4.250	1.1929

Fisher Pivots for day following 05-Jul-2011
Pivot	1 day	3 day
R1	1.1929	1.1909
PP	1.1929	1.1889
S1	1.1929	1.1870

Download as Excel Spreadsheet

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

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