CME Swiss Franc Future March 2013

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

Day Change Summary
	Previous	Current
	13-Aug-2012	14-Aug-2012	Change	Change %	Previous Week
Open	1.0325	1.0326	0.0001	0.0%	1.0382
High	1.0325	1.0326	0.0001	0.0%	1.0396
Low	1.0325	1.0326	0.0001	0.0%	1.0296
Close	1.0325	1.0326	0.0001	0.0%	1.0297
Range
ATR
Volume	2	2	0	0.0%	10

Daily Pivots for day following 14-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0326	1.0326	1.0326
R3	1.0326	1.0326	1.0326
R2	1.0326	1.0326	1.0326
R1	1.0326	1.0326	1.0326	1.0326
PP	1.0326	1.0326	1.0326	1.0326
S1	1.0326	1.0326	1.0326	1.0326
S2	1.0326	1.0326	1.0326
S3	1.0326	1.0326	1.0326
S4	1.0326	1.0326	1.0326

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0630	1.0563	1.0352
R3	1.0530	1.0463	1.0325
R2	1.0430	1.0430	1.0315
R1	1.0363	1.0363	1.0306	1.0347
PP	1.0330	1.0330	1.0330	1.0321
S1	1.0263	1.0263	1.0288	1.0247
S2	1.0230	1.0230	1.0279
S3	1.0130	1.0163	1.0270
S4	1.0030	1.0063	1.0242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0344	1.0296	0.0048	0.5%	0.0000	0.0%	63%	False	False	2
10	1.0396	1.0198	0.0198	1.9%	0.0000	0.0%	65%	False	False	2

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	1.0326
2.618	1.0326
1.618	1.0326
1.000	1.0326
0.618	1.0326
HIGH	1.0326
0.618	1.0326
0.500	1.0326
0.382	1.0326
LOW	1.0326
0.618	1.0326
1.000	1.0326
1.618	1.0326
2.618	1.0326
4.250	1.0326

Fisher Pivots for day following 14-Aug-2012
Pivot	1 day	3 day
R1	1.0326	1.0321
PP	1.0326	1.0316
S1	1.0326	1.0312

Download as Excel Spreadsheet

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

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