CME Swiss Franc Future March 2012

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	1.2010	1.2086	0.0076	0.6%	1.1929
High	1.2010	1.2086	0.0076	0.6%	1.1982
Low	1.2010	1.2086	0.0076	0.6%	1.1863
Close	1.2010	1.2086	0.0076	0.6%	1.1982
Range
ATR	0.0049	0.0051	0.0002	4.0%	0.0000
Volume	1	1	0	0.0%	4

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2086	1.2086	1.2086
R3	1.2086	1.2086	1.2086
R2	1.2086	1.2086	1.2086
R1	1.2086	1.2086	1.2086	1.2086
PP	1.2086	1.2086	1.2086	1.2086
S1	1.2086	1.2086	1.2086	1.2086
S2	1.2086	1.2086	1.2086
S3	1.2086	1.2086	1.2086
S4	1.2086	1.2086	1.2086

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2299	1.2260	1.2047
R3	1.2180	1.2141	1.2015
R2	1.2061	1.2061	1.2004
R1	1.2022	1.2022	1.1993	1.2042
PP	1.1942	1.1942	1.1942	1.1952
S1	1.1903	1.1903	1.1971	1.1923
S2	1.1823	1.1823	1.1960
S3	1.1704	1.1784	1.1949
S4	1.1585	1.1665	1.1917

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2086	1.1863	0.0223	1.8%	0.0000	0.0%	100%	True	False	1
10	1.2086	1.1810	0.0276	2.3%	0.0000	0.0%	100%	True	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	1.2086
2.618	1.2086
1.618	1.2086
1.000	1.2086
0.618	1.2086
HIGH	1.2086
0.618	1.2086
0.500	1.2086
0.382	1.2086
LOW	1.2086
0.618	1.2086
1.000	1.2086
1.618	1.2086
2.618	1.2086
4.250	1.2086

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	1.2086	1.2069
PP	1.2086	1.2051
S1	1.2086	1.2034

Download as Excel Spreadsheet

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

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