CME Swiss Franc Future September 2012

Trading Metrics calculated at close of trading on 14-May-2012

Day Change Summary
	Previous	Current
	11-May-2012	14-May-2012	Change	Change %	Previous Week
Open	1.0775	1.0733	-0.0042	-0.4%	1.0818
High	1.0785	1.0735	-0.0050	-0.5%	1.0885
Low	1.0775	1.0705	-0.0070	-0.6%	1.0775
Close	1.0776	1.0713	-0.0063	-0.6%	1.0776
Range	0.0010	0.0030	0.0020	200.0%	0.0110
ATR	0.0045	0.0047	0.0002	4.1%	0.0000
Volume	7	9	2	28.6%	36

Daily Pivots for day following 14-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0808	1.0790	1.0730
R3	1.0778	1.0760	1.0721
R2	1.0748	1.0748	1.0719
R1	1.0730	1.0730	1.0716	1.0724
PP	1.0718	1.0718	1.0718	1.0715
S1	1.0700	1.0700	1.0710	1.0694
S2	1.0688	1.0688	1.0708
S3	1.0658	1.0670	1.0705
S4	1.0628	1.0640	1.0697

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1142	1.1069	1.0837
R3	1.1032	1.0959	1.0806
R2	1.0922	1.0922	1.0796
R1	1.0849	1.0849	1.0786	1.0831
PP	1.0812	1.0812	1.0812	1.0803
S1	1.0739	1.0739	1.0766	1.0721
S2	1.0702	1.0702	1.0756
S3	1.0592	1.0629	1.0746
S4	1.0482	1.0519	1.0716

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0866	1.0705	0.0161	1.5%	0.0013	0.1%	5%	False	True	8
10	1.1032	1.0705	0.0327	3.1%	0.0016	0.2%	2%	False	True	4
20	1.1061	1.0705	0.0356	3.3%	0.0018	0.2%	2%	False	True	9
40	1.1108	1.0705	0.0403	3.8%	0.0019	0.2%	2%	False	True	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0863
2.618	1.0814
1.618	1.0784
1.000	1.0765
0.618	1.0754
HIGH	1.0735
0.618	1.0724
0.500	1.0720
0.382	1.0716
LOW	1.0705
0.618	1.0686
1.000	1.0675
1.618	1.0656
2.618	1.0626
4.250	1.0578

Fisher Pivots for day following 14-May-2012
Pivot	1 day	3 day
R1	1.0720	1.0756
PP	1.0718	1.0742
S1	1.0715	1.0727

Download as Excel Spreadsheet

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

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