CME Swiss Franc Future September 2012

Trading Metrics calculated at close of trading on 01-May-2012

Day Change Summary
	Previous	Current
	30-Apr-2012	01-May-2012	Change	Change %	Previous Week
Open	1.1044	1.1026	-0.0018	-0.2%	1.0961
High	1.1044	1.1032	-0.0012	-0.1%	1.1061
Low	1.1044	1.1026	-0.0018	-0.2%	1.0961
Close	1.1044	1.1032	-0.0012	-0.1%	1.1061
Range	0.0000	0.0006	0.0006		0.0100
ATR	0.0048	0.0046	-0.0002	-4.5%	0.0000
Volume	30	1	-29	-96.7%	53

Daily Pivots for day following 01-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1048	1.1046	1.1035
R3	1.1042	1.1040	1.1034
R2	1.1036	1.1036	1.1033
R1	1.1034	1.1034	1.1033	1.1035
PP	1.1030	1.1030	1.1030	1.1031
S1	1.1028	1.1028	1.1031	1.1029
S2	1.1024	1.1024	1.1031
S3	1.1018	1.1022	1.1030
S4	1.1012	1.1016	1.1029

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	1.0996	0.0065	0.6%	0.0018	0.2%	55%	False	False	11
10	1.1061	1.0905	0.0156	1.4%	0.0019	0.2%	81%	False	False	14
20	1.1061	1.0860	0.0201	1.8%	0.0021	0.2%	86%	False	False	13
40	1.1108	1.0754	0.0354	3.2%	0.0016	0.1%	79%	False	False	20

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1058
2.618	1.1048
1.618	1.1042
1.000	1.1038
0.618	1.1036
HIGH	1.1032
0.618	1.1030
0.500	1.1029
0.382	1.1028
LOW	1.1026
0.618	1.1022
1.000	1.1020
1.618	1.1016
2.618	1.1010
4.250	1.1001

Fisher Pivots for day following 01-May-2012
Pivot	1 day	3 day
R1	1.1031	1.1031
PP	1.1030	1.1030
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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