CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	1.0579	1.0502	-0.0077	-0.7%	1.0730
High	1.0579	1.0502	-0.0077	-0.7%	1.0772
Low	1.0579	1.0502	-0.0077	-0.7%	1.0489
Close	1.0579	1.0502	-0.0077	-0.7%	1.0508
Range
ATR	0.0061	0.0062	0.0001	1.9%	0.0000
Volume	3	3	0	0.0%	29

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0502	1.0502	1.0502
R3	1.0502	1.0502	1.0502
R2	1.0502	1.0502	1.0502
R1	1.0502	1.0502	1.0502	1.0502
PP	1.0502	1.0502	1.0502	1.0502
S1	1.0502	1.0502	1.0502	1.0502
S2	1.0502	1.0502	1.0502
S3	1.0502	1.0502	1.0502
S4	1.0502	1.0502	1.0502

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1439	1.1256	1.0664
R3	1.1156	1.0973	1.0586
R2	1.0873	1.0873	1.0560
R1	1.0690	1.0690	1.0534	1.0640
PP	1.0590	1.0590	1.0590	1.0565
S1	1.0407	1.0407	1.0482	1.0357
S2	1.0307	1.0307	1.0456
S3	1.0024	1.0124	1.0430
S4	0.9741	0.9841	1.0352

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0600	1.0489	0.0111	1.1%	0.0020	0.2%	12%	False	False	5
10	1.0772	1.0489	0.0283	2.7%	0.0024	0.2%	5%	False	False	5

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	1.0502
2.618	1.0502
1.618	1.0502
1.000	1.0502
0.618	1.0502
HIGH	1.0502
0.618	1.0502
0.500	1.0502
0.382	1.0502
LOW	1.0502
0.618	1.0502
1.000	1.0502
1.618	1.0502
2.618	1.0502
4.250	1.0502

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	1.0502	1.0541
PP	1.0502	1.0528
S1	1.0502	1.0515

Download as Excel Spreadsheet

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

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