CME Swiss Franc Future September 2012

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	1.0933	1.0864	-0.0069	-0.6%	1.0998
High	1.0933	1.0864	-0.0069	-0.6%	1.1040
Low	1.0933	1.0864	-0.0069	-0.6%	1.0898
Close	1.0933	1.0864	-0.0069	-0.6%	1.0898
Range
ATR
Volume	168	168	0	0.0%	10

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0864	1.0864	1.0864
R3	1.0864	1.0864	1.0864
R2	1.0864	1.0864	1.0864
R1	1.0864	1.0864	1.0864	1.0864
PP	1.0864	1.0864	1.0864	1.0864
S1	1.0864	1.0864	1.0864	1.0864
S2	1.0864	1.0864	1.0864
S3	1.0864	1.0864	1.0864
S4	1.0864	1.0864	1.0864

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1371	1.1277	1.0976
R3	1.1229	1.1135	1.0937
R2	1.1087	1.1087	1.0924
R1	1.0993	1.0993	1.0911	1.0969
PP	1.0945	1.0945	1.0945	1.0934
S1	1.0851	1.0851	1.0885	1.0827
S2	1.0803	1.0803	1.0872
S3	1.0661	1.0709	1.0859
S4	1.0519	1.0567	1.0820

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1040	1.0864	0.0176	1.6%	0.0000	0.0%	0%	False	True	68
10	1.1151	1.0864	0.0287	2.6%	0.0005	0.0%	0%	False	True	35

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	1.0864
2.618	1.0864
1.618	1.0864
1.000	1.0864
0.618	1.0864
HIGH	1.0864
0.618	1.0864
0.500	1.0864
0.382	1.0864
LOW	1.0864
0.618	1.0864
1.000	1.0864
1.618	1.0864
2.618	1.0864
4.250	1.0864

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	1.0864	1.0899
PP	1.0864	1.0887
S1	1.0864	1.0876

Download as Excel Spreadsheet

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

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