CME Swiss Franc Future June 2012

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

Day Change Summary
	Previous	Current
	29-Dec-2011	30-Dec-2011	Change	Change %	Previous Week
Open	1.0662	1.0697	0.0035	0.3%	1.0756
High	1.0662	1.0697	0.0035	0.3%	1.0756
Low	1.0662	1.0697	0.0035	0.3%	1.0653
Close	1.0662	1.0697	0.0035	0.3%	1.0697
Range
ATR
Volume	1	1	0	0.0%	20

Daily Pivots for day following 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0697	1.0697	1.0697
R3	1.0697	1.0697	1.0697
R2	1.0697	1.0697	1.0697
R1	1.0697	1.0697	1.0697	1.0697
PP	1.0697	1.0697	1.0697	1.0697
S1	1.0697	1.0697	1.0697	1.0697
S2	1.0697	1.0697	1.0697
S3	1.0697	1.0697	1.0697
S4	1.0697	1.0697	1.0697

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1011	1.0957	1.0754
R3	1.0908	1.0854	1.0725
R2	1.0805	1.0805	1.0716
R1	1.0751	1.0751	1.0706	1.0727
PP	1.0702	1.0702	1.0702	1.0690
S1	1.0648	1.0648	1.0688	1.0624
S2	1.0599	1.0599	1.0678
S3	1.0496	1.0545	1.0669
S4	1.0393	1.0442	1.0640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0756	1.0653	0.0103	1.0%	0.0001	0.0%	43%	False	False	5
10	1.0861	1.0653	0.0208	1.9%	0.0019	0.2%	21%	False	False	4

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	0.0002

Fibonacci Retracements and Extensions
4.250	1.0697
2.618	1.0697
1.618	1.0697
1.000	1.0697
0.618	1.0697
HIGH	1.0697
0.618	1.0697
0.500	1.0697
0.382	1.0697
LOW	1.0697
0.618	1.0697
1.000	1.0697
1.618	1.0697
2.618	1.0697
4.250	1.0697

Fisher Pivots for day following 30-Dec-2011
Pivot	1 day	3 day
R1	1.0697	1.0690
PP	1.0697	1.0682
S1	1.0697	1.0675

Download as Excel Spreadsheet

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

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