CME Swiss Franc Future December 2012

Trading Metrics calculated at close of trading on 10-Apr-2012

Day Change Summary
	Previous	Current
	09-Apr-2012	10-Apr-2012	Change	Change %	Previous Week
Open	1.0970	1.0940	-0.0030	-0.3%	1.1113
High	1.0970	1.0940	-0.0030	-0.3%	1.1113
Low	1.0970	1.0940	-0.0030	-0.3%	1.0923
Close	1.0970	1.0940	-0.0030	-0.3%	1.0946
Range
ATR	0.0038	0.0038	-0.0001	-1.5%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 10-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0940	1.0940	1.0940
R3	1.0940	1.0940	1.0940
R2	1.0940	1.0940	1.0940
R1	1.0940	1.0940	1.0940	1.0940
PP	1.0940	1.0940	1.0940	1.0940
S1	1.0940	1.0940	1.0940	1.0940
S2	1.0940	1.0940	1.0940
S3	1.0940	1.0940	1.0940
S4	1.0940	1.0940	1.0940

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1564	1.1445	1.1051
R3	1.1374	1.1255	1.0998
R2	1.1184	1.1184	1.0981
R1	1.1065	1.1065	1.0963	1.1030
PP	1.0994	1.0994	1.0994	1.0976
S1	1.0875	1.0875	1.0929	1.0840
S2	1.0804	1.0804	1.0911
S3	1.0614	1.0685	1.0894
S4	1.0424	1.0495	1.0842

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0970	1.0923	0.0047	0.4%	0.0000	0.0%	36%	False	False	1
10	1.1117	1.0923	0.0194	1.8%	0.0000	0.0%	9%	False	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	1.0940
2.618	1.0940
1.618	1.0940
1.000	1.0940
0.618	1.0940
HIGH	1.0940
0.618	1.0940
0.500	1.0940
0.382	1.0940
LOW	1.0940
0.618	1.0940
1.000	1.0940
1.618	1.0940
2.618	1.0940
4.250	1.0940

Fisher Pivots for day following 10-Apr-2012
Pivot	1 day	3 day
R1	1.0940	1.0955
PP	1.0940	1.0950
S1	1.0940	1.0945

Download as Excel Spreadsheet

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

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