CME Swiss Franc Future June 2013

Trading Metrics calculated at close of trading on 24-Sep-2012

Day Change Summary
	Previous	Current
	21-Sep-2012	24-Sep-2012	Change	Change %	Previous Week
Open	1.0777	1.0738	-0.0039	-0.4%	1.0825
High	1.0777	1.0738	-0.0039	-0.4%	1.0833
Low	1.0777	1.0738	-0.0039	-0.4%	1.0772
Close	1.0777	1.0738	-0.0039	-0.4%	1.0777
Range
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 24-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0738	1.0738	1.0738
R3	1.0738	1.0738	1.0738
R2	1.0738	1.0738	1.0738
R1	1.0738	1.0738	1.0738	1.0738
PP	1.0738	1.0738	1.0738	1.0738
S1	1.0738	1.0738	1.0738	1.0738
S2	1.0738	1.0738	1.0738
S3	1.0738	1.0738	1.0738
S4	1.0738	1.0738	1.0738

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0977	1.0938	1.0811
R3	1.0916	1.0877	1.0794
R2	1.0855	1.0855	1.0788
R1	1.0816	1.0816	1.0783	1.0805
PP	1.0794	1.0794	1.0794	1.0789
S1	1.0755	1.0755	1.0771	1.0744
S2	1.0733	1.0733	1.0766
S3	1.0672	1.0694	1.0760
S4	1.0611	1.0633	1.0743

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0833	1.0738	0.0095	0.9%	0.0000	0.0%	0%	False	True	1
10	1.0836	1.0710	0.0126	1.2%	0.0000	0.0%	22%	False	False	1

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	1.0738
2.618	1.0738
1.618	1.0738
1.000	1.0738
0.618	1.0738
HIGH	1.0738
0.618	1.0738
0.500	1.0738
0.382	1.0738
LOW	1.0738
0.618	1.0738
1.000	1.0738
1.618	1.0738
2.618	1.0738
4.250	1.0738

Fisher Pivots for day following 24-Sep-2012
Pivot	1 day	3 day
R1	1.0738	1.0758
PP	1.0738	1.0751
S1	1.0738	1.0745

Download as Excel Spreadsheet

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

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