CME Swiss Franc Future December 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	1.0271	1.0171	-0.0100	-1.0%	1.0196
High	1.0272	1.0171	-0.0101	-1.0%	1.0272
Low	1.0232	1.0153	-0.0079	-0.8%	1.0153
Close	1.0263	1.0164	-0.0099	-1.0%	1.0164
Range	0.0040	0.0018	-0.0022	-55.0%	0.0119
ATR	0.0055	0.0059	0.0004	7.0%	0.0000
Volume	3	19	16	533.3%	33

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0217	1.0208	1.0174
R3	1.0199	1.0190	1.0169
R2	1.0181	1.0181	1.0167
R1	1.0172	1.0172	1.0166	1.0168
PP	1.0163	1.0163	1.0163	1.0160
S1	1.0154	1.0154	1.0162	1.0150
S2	1.0145	1.0145	1.0161
S3	1.0127	1.0136	1.0159
S4	1.0109	1.0118	1.0154

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0553	1.0478	1.0229
R3	1.0434	1.0359	1.0197
R2	1.0315	1.0315	1.0186
R1	1.0240	1.0240	1.0175	1.0218
PP	1.0196	1.0196	1.0196	1.0186
S1	1.0121	1.0121	1.0153	1.0099
S2	1.0077	1.0077	1.0142
S3	0.9958	1.0002	1.0131
S4	0.9839	0.9883	1.0099

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0272	1.0153	0.0119	1.2%	0.0030	0.3%	9%	False	True	6
10	1.0295	1.0153	0.0142	1.4%	0.0025	0.2%	8%	False	True	11
20	1.0606	1.0153	0.0453	4.5%	0.0032	0.3%	2%	False	True	29
40	1.0730	1.0153	0.0577	5.7%	0.0022	0.2%	2%	False	True	15
60	1.1081	1.0153	0.0928	9.1%	0.0015	0.1%	1%	False	True	10
80	1.1117	1.0153	0.0964	9.5%	0.0012	0.1%	1%	False	True	8

Crabel Price Patterns
NR	True
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0248
2.618	1.0218
1.618	1.0200
1.000	1.0189
0.618	1.0182
HIGH	1.0171
0.618	1.0164
0.500	1.0162
0.382	1.0160
LOW	1.0153
0.618	1.0142
1.000	1.0135
1.618	1.0124
2.618	1.0106
4.250	1.0077

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	1.0163	1.0213
PP	1.0163	1.0196
S1	1.0162	1.0180

Download as Excel Spreadsheet

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

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