CME Swiss Franc Future September 2012

Trading Metrics calculated at close of trading on 27-Apr-2012

Day Change Summary
	Previous	Current
	26-Apr-2012	27-Apr-2012	Change	Change %	Previous Week
Open	1.1019	1.0996	-0.0023	-0.2%	1.0961
High	1.1038	1.1061	0.0023	0.2%	1.1061
Low	1.1019	1.0996	-0.0023	-0.2%	1.0961
Close	1.1038	1.1061	0.0023	0.2%	1.1061
Range	0.0019	0.0065	0.0046	242.1%	0.0100
ATR	0.0049	0.0050	0.0001	2.3%	0.0000
Volume	13	1	-12	-92.3%	53

Daily Pivots for day following 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1234	1.1213	1.1097
R3	1.1169	1.1148	1.1079
R2	1.1104	1.1104	1.1073
R1	1.1083	1.1083	1.1067	1.1094
PP	1.1039	1.1039	1.1039	1.1045
S1	1.1018	1.1018	1.1055	1.1029
S2	1.0974	1.0974	1.1049
S3	1.0909	1.0953	1.1043
S4	1.0844	1.0888	1.1025

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1328	1.1294	1.1116
R3	1.1228	1.1194	1.1089
R2	1.1128	1.1128	1.1079
R1	1.1094	1.1094	1.1070	1.1111
PP	1.1028	1.1028	1.1028	1.1036
S1	1.0994	1.0994	1.1052	1.1011
S2	1.0928	1.0928	1.1043
S3	1.0828	1.0894	1.1034
S4	1.0728	1.0794	1.1006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1061	1.0961	0.0100	0.9%	0.0017	0.2%	100%	True	False	10
10	1.1061	1.0860	0.0201	1.8%	0.0029	0.3%	100%	True	False	12
20	1.1108	1.0860	0.0248	2.2%	0.0026	0.2%	81%	False	False	12
40	1.1108	1.0754	0.0354	3.2%	0.0016	0.1%	87%	False	False	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1337
2.618	1.1231
1.618	1.1166
1.000	1.1126
0.618	1.1101
HIGH	1.1061
0.618	1.1036
0.500	1.1029
0.382	1.1021
LOW	1.0996
0.618	1.0956
1.000	1.0931
1.618	1.0891
2.618	1.0826
4.250	1.0720

Fisher Pivots for day following 27-Apr-2012
Pivot	1 day	3 day
R1	1.1050	1.1050
PP	1.1039	1.1039
S1	1.1029	1.1029

Download as Excel Spreadsheet

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

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