CME Swiss Franc Future December 2012

Trading Metrics calculated at close of trading on 08-Aug-2012

Day Change Summary
	Previous	Current
	07-Aug-2012	08-Aug-2012	Change	Change %	Previous Week
Open	1.0370	1.0323	-0.0047	-0.5%	1.0243
High	1.0370	1.0323	-0.0047	-0.5%	1.0336
Low	1.0367	1.0316	-0.0051	-0.5%	1.0162
Close	1.0367	1.0316	-0.0051	-0.5%	1.0335
Range	0.0003	0.0007	0.0004	133.3%	0.0174
ATR	0.0063	0.0062	-0.0001	-1.3%	0.0000
Volume	4	1	-3	-75.0%	76

Daily Pivots for day following 08-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0339	1.0335	1.0320
R3	1.0332	1.0328	1.0318
R2	1.0325	1.0325	1.0317
R1	1.0321	1.0321	1.0317	1.0320
PP	1.0318	1.0318	1.0318	1.0318
S1	1.0314	1.0314	1.0315	1.0313
S2	1.0311	1.0311	1.0315
S3	1.0304	1.0307	1.0314
S4	1.0297	1.0300	1.0312

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0800	1.0741	1.0431
R3	1.0626	1.0567	1.0383
R2	1.0452	1.0452	1.0367
R1	1.0393	1.0393	1.0351	1.0423
PP	1.0278	1.0278	1.0278	1.0292
S1	1.0219	1.0219	1.0319	1.0249
S2	1.0104	1.0104	1.0303
S3	0.9930	1.0045	1.0287
S4	0.9756	0.9871	1.0239

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0370	1.0162	0.0208	2.0%	0.0040	0.4%	74%	False	False	7
10	1.0370	1.0162	0.0208	2.0%	0.0040	0.4%	74%	False	False	11
20	1.0370	1.0085	0.0285	2.8%	0.0030	0.3%	81%	False	False	8
40	1.0730	1.0085	0.0645	6.3%	0.0032	0.3%	36%	False	False	18
60	1.0730	1.0085	0.0645	6.3%	0.0022	0.2%	36%	False	False	12
80	1.1081	1.0085	0.0996	9.7%	0.0016	0.2%	23%	False	False	9
100	1.1117	1.0085	0.1032	10.0%	0.0014	0.1%	22%	False	False	7

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0353
2.618	1.0341
1.618	1.0334
1.000	1.0330
0.618	1.0327
HIGH	1.0323
0.618	1.0320
0.500	1.0320
0.382	1.0319
LOW	1.0316
0.618	1.0312
1.000	1.0309
1.618	1.0305
2.618	1.0298
4.250	1.0286

Fisher Pivots for day following 08-Aug-2012
Pivot	1 day	3 day
R1	1.0320	1.0343
PP	1.0318	1.0334
S1	1.0317	1.0325

Download as Excel Spreadsheet

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

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