CME Swiss Franc Future March 2012

Trading Metrics calculated at close of trading on 22-Aug-2011

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	1.2817	1.2805	-0.0012	-0.1%	1.2670
High	1.2817	1.2805	-0.0012	-0.1%	1.2895
Low	1.2817	1.2805	-0.0012	-0.1%	1.2570
Close	1.2817	1.2773	-0.0044	-0.3%	1.2817
Range
ATR	0.0170	0.0159	-0.0011	-6.6%	0.0000
Volume	52	52	0	0.0%	120

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2794	1.2784	1.2773
R3	1.2794	1.2784	1.2773
R2	1.2794	1.2794	1.2773
R1	1.2784	1.2784	1.2773	1.2789
PP	1.2794	1.2794	1.2794	1.2797
S1	1.2784	1.2784	1.2773	1.2789
S2	1.2794	1.2794	1.2773
S3	1.2794	1.2784	1.2773
S4	1.2794	1.2784	1.2773

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3736	1.3601	1.2996
R3	1.3411	1.3276	1.2906
R2	1.3086	1.3086	1.2877
R1	1.2951	1.2951	1.2847	1.3019
PP	1.2761	1.2761	1.2761	1.2794
S1	1.2626	1.2626	1.2787	1.2694
S2	1.2436	1.2436	1.2757
S3	1.2111	1.2301	1.2728
S4	1.1786	1.1976	1.2638

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2817	1.2570	0.0247	1.9%	0.0047	0.4%	82%	False	False	31
10	1.4099	1.2570	0.1529	12.0%	0.0100	0.8%	13%	False	False	21
20	1.4099	1.2502	0.1597	12.5%	0.0056	0.4%	17%	False	False	11
40	1.4099	1.1810	0.2289	17.9%	0.0029	0.2%	42%	False	False	6

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	1.2805
2.618	1.2805
1.618	1.2805
1.000	1.2805
0.618	1.2805
HIGH	1.2805
0.618	1.2805
0.500	1.2805
0.382	1.2805
LOW	1.2805
0.618	1.2805
1.000	1.2805
1.618	1.2805
2.618	1.2805
4.250	1.2805

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	1.2805	1.2782
PP	1.2794	1.2779
S1	1.2784	1.2776

Download as Excel Spreadsheet

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

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