CME Swiss Franc Future March 2013

Trading Metrics calculated at close of trading on 16-Aug-2012

Day Change Summary
	Previous	Current
	15-Aug-2012	16-Aug-2012	Change	Change %	Previous Week
Open	1.0288	1.0349	0.0061	0.6%	1.0382
High	1.0288	1.0349	0.0061	0.6%	1.0396
Low	1.0288	1.0349	0.0061	0.6%	1.0296
Close	1.0288	1.0349	0.0061	0.6%	1.0297
Range
ATR
Volume	2	2	0	0.0%	10

Daily Pivots for day following 16-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0349	1.0349	1.0349
R3	1.0349	1.0349	1.0349
R2	1.0349	1.0349	1.0349
R1	1.0349	1.0349	1.0349	1.0349
PP	1.0349	1.0349	1.0349	1.0349
S1	1.0349	1.0349	1.0349	1.0349
S2	1.0349	1.0349	1.0349
S3	1.0349	1.0349	1.0349
S4	1.0349	1.0349	1.0349

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	1.0349	1.0288	0.0061	0.6%	0.0000	0.0%	100%	True	False	2
10	1.0396	1.0288	0.0108	1.0%	0.0000	0.0%	56%	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	1.0349
2.618	1.0349
1.618	1.0349
1.000	1.0349
0.618	1.0349
HIGH	1.0349
0.618	1.0349
0.500	1.0349
0.382	1.0349
LOW	1.0349
0.618	1.0349
1.000	1.0349
1.618	1.0349
2.618	1.0349
4.250	1.0349

Fisher Pivots for day following 16-Aug-2012
Pivot	1 day	3 day
R1	1.0349	1.0339
PP	1.0349	1.0329
S1	1.0349	1.0319

Download as Excel Spreadsheet

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

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