CME Swiss Franc Future June 2013

Trading Metrics calculated at close of trading on 28-Sep-2012

Day Change Summary
	Previous	Current
	27-Sep-2012	28-Sep-2012	Change	Change %	Previous Week
Open	1.0722	1.0686	-0.0036	-0.3%	1.0738
High	1.0722	1.0686	-0.0036	-0.3%	1.0738
Low	1.0722	1.0686	-0.0036	-0.3%	1.0686
Close	1.0722	1.0686	-0.0036	-0.3%	1.0686
Range
ATR	0.0036	0.0036	0.0000	0.0%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0686	1.0686	1.0686
R3	1.0686	1.0686	1.0686
R2	1.0686	1.0686	1.0686
R1	1.0686	1.0686	1.0686	1.0686
PP	1.0686	1.0686	1.0686	1.0686
S1	1.0686	1.0686	1.0686	1.0686
S2	1.0686	1.0686	1.0686
S3	1.0686	1.0686	1.0686
S4	1.0686	1.0686	1.0686

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0859	1.0825	1.0715
R3	1.0807	1.0773	1.0700
R2	1.0755	1.0755	1.0696
R1	1.0721	1.0721	1.0691	1.0712
PP	1.0703	1.0703	1.0703	1.0699
S1	1.0669	1.0669	1.0681	1.0660
S2	1.0651	1.0651	1.0676
S3	1.0599	1.0617	1.0672
S4	1.0547	1.0565	1.0657

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0738	1.0686	0.0052	0.5%	0.0000	0.0%	0%	False	True	1
10	1.0833	1.0686	0.0147	1.4%	0.0000	0.0%	0%	False	True	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	1.0686
2.618	1.0686
1.618	1.0686
1.000	1.0686
0.618	1.0686
HIGH	1.0686
0.618	1.0686
0.500	1.0686
0.382	1.0686
LOW	1.0686
0.618	1.0686
1.000	1.0686
1.618	1.0686
2.618	1.0686
4.250	1.0686

Fisher Pivots for day following 28-Sep-2012
Pivot	1 day	3 day
R1	1.0686	1.0704
PP	1.0686	1.0698
S1	1.0686	1.0692

Download as Excel Spreadsheet

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

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