CME Swiss Franc Future September 2012

Trading Metrics calculated at close of trading on 26-Mar-2012

Day Change Summary
	Previous	Current
	23-Mar-2012	26-Mar-2012	Change	Change %	Previous Week
Open	1.1037	1.1065	0.0028	0.3%	1.0994
High	1.1037	1.1093	0.0056	0.5%	1.1037
Low	1.1028	1.1065	0.0037	0.3%	1.0961
Close	1.1033	1.1093	0.0060	0.5%	1.1033
Range	0.0009	0.0028	0.0019	211.1%	0.0076
ATR	0.0063	0.0063	0.0000	-0.3%	0.0000
Volume	1	8	7	700.0%	10

Daily Pivots for day following 26-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1168	1.1158	1.1108
R3	1.1140	1.1130	1.1101
R2	1.1112	1.1112	1.1098
R1	1.1102	1.1102	1.1096	1.1107
PP	1.1084	1.1084	1.1084	1.1086
S1	1.1074	1.1074	1.1090	1.1079
S2	1.1056	1.1056	1.1088
S3	1.1028	1.1046	1.1085
S4	1.1000	1.1018	1.1078

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1238	1.1212	1.1075
R3	1.1162	1.1136	1.1054
R2	1.1086	1.1086	1.1047
R1	1.1060	1.1060	1.1040	1.1073
PP	1.1010	1.1010	1.1010	1.1017
S1	1.0984	1.0984	1.1026	1.0997
S2	1.0934	1.0934	1.1019
S3	1.0858	1.0908	1.1012
S4	1.0782	1.0832	1.0991

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1093	1.0961	0.0132	1.2%	0.0016	0.1%	100%	True	False	3
10	1.1093	1.0754	0.0339	3.1%	0.0012	0.1%	100%	True	False	36
20	1.1203	1.0754	0.0449	4.0%	0.0009	0.1%	76%	False	False	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1212
2.618	1.1166
1.618	1.1138
1.000	1.1121
0.618	1.1110
HIGH	1.1093
0.618	1.1082
0.500	1.1079
0.382	1.1076
LOW	1.1065
0.618	1.1048
1.000	1.1037
1.618	1.1020
2.618	1.0992
4.250	1.0946

Fisher Pivots for day following 26-Mar-2012
Pivot	1 day	3 day
R1	1.1088	1.1071
PP	1.1084	1.1049
S1	1.1079	1.1027

Download as Excel Spreadsheet

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

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