CME Swiss Franc Future March 2013

Trading Metrics calculated at close of trading on 21-Aug-2012

Day Change Summary
	Previous	Current
	20-Aug-2012	21-Aug-2012	Change	Change %	Previous Week
Open	1.0334	1.0435	0.0101	1.0%	1.0325
High	1.0334	1.0435	0.0101	1.0%	1.0349
Low	1.0334	1.0435	0.0101	1.0%	1.0288
Close	1.0334	1.0435	0.0101	1.0%	1.0316
Range
ATR	0.0040	0.0044	0.0004	11.0%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 21-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0435	1.0435	1.0435
R3	1.0435	1.0435	1.0435
R2	1.0435	1.0435	1.0435
R1	1.0435	1.0435	1.0435	1.0435
PP	1.0435	1.0435	1.0435	1.0435
S1	1.0435	1.0435	1.0435	1.0435
S2	1.0435	1.0435	1.0435
S3	1.0435	1.0435	1.0435
S4	1.0435	1.0435	1.0435

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0501	1.0469	1.0350
R3	1.0440	1.0408	1.0333
R2	1.0379	1.0379	1.0327
R1	1.0347	1.0347	1.0322	1.0333
PP	1.0318	1.0318	1.0318	1.0310
S1	1.0286	1.0286	1.0310	1.0272
S2	1.0257	1.0257	1.0305
S3	1.0196	1.0225	1.0299
S4	1.0135	1.0164	1.0282

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0435	1.0288	0.0147	1.4%	0.0000	0.0%	100%	True	False	2
10	1.0435	1.0288	0.0147	1.4%	0.0000	0.0%	100%	True	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	1.0435
2.618	1.0435
1.618	1.0435
1.000	1.0435
0.618	1.0435
HIGH	1.0435
0.618	1.0435
0.500	1.0435
0.382	1.0435
LOW	1.0435
0.618	1.0435
1.000	1.0435
1.618	1.0435
2.618	1.0435
4.250	1.0435

Fisher Pivots for day following 21-Aug-2012
Pivot	1 day	3 day
R1	1.0435	1.0415
PP	1.0435	1.0395
S1	1.0435	1.0376

Download as Excel Spreadsheet

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

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