CME Swiss Franc Future December 2012

Trading Metrics calculated at close of trading on 30-Mar-2012

Day Change Summary
	Previous	Current
	29-Mar-2012	30-Mar-2012	Change	Change %	Previous Week
Open	1.1065	1.1117	0.0052	0.5%	1.1109
High	1.1065	1.1117	0.0052	0.5%	1.1117
Low	1.1065	1.1117	0.0052	0.5%	1.1065
Close	1.1065	1.1117	0.0052	0.5%	1.1117
Range
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1117	1.1117	1.1117
R3	1.1117	1.1117	1.1117
R2	1.1117	1.1117	1.1117
R1	1.1117	1.1117	1.1117	1.1117
PP	1.1117	1.1117	1.1117	1.1117
S1	1.1117	1.1117	1.1117	1.1117
S2	1.1117	1.1117	1.1117
S3	1.1117	1.1117	1.1117
S4	1.1117	1.1117	1.1117

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1256	1.1238	1.1146
R3	1.1204	1.1186	1.1131
R2	1.1152	1.1152	1.1127
R1	1.1134	1.1134	1.1122	1.1143
PP	1.1100	1.1100	1.1100	1.1104
S1	1.1082	1.1082	1.1112	1.1091
S2	1.1048	1.1048	1.1107
S3	1.0996	1.1030	1.1103
S4	1.0944	1.0978	1.1088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1117	1.1065	0.0052	0.5%	0.0000	0.0%	100%	True	False	1
10	1.1117	1.0977	0.0140	1.3%	0.0000	0.0%	100%	True	False	1

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	1.1117
2.618	1.1117
1.618	1.1117
1.000	1.1117
0.618	1.1117
HIGH	1.1117
0.618	1.1117
0.500	1.1117
0.382	1.1117
LOW	1.1117
0.618	1.1117
1.000	1.1117
1.618	1.1117
2.618	1.1117
4.250	1.1117

Fisher Pivots for day following 30-Mar-2012
Pivot	1 day	3 day
R1	1.1117	1.1108
PP	1.1117	1.1100
S1	1.1117	1.1091

Download as Excel Spreadsheet

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

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