CME Swiss Franc Future September 2013

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	1.0644	1.0634	-0.0010	-0.1%	1.0744
High	1.0644	1.0634	-0.0010	-0.1%	1.0829
Low	1.0644	1.0634	-0.0010	-0.1%	1.0689
Close	1.0644	1.0634	-0.0010	-0.1%	1.0689
Range
ATR
Volume	1	1	0	0.0%	4

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0634	1.0634	1.0634
R3	1.0634	1.0634	1.0634
R2	1.0634	1.0634	1.0634
R1	1.0634	1.0634	1.0634	1.0634
PP	1.0634	1.0634	1.0634	1.0634
S1	1.0634	1.0634	1.0634	1.0634
S2	1.0634	1.0634	1.0634
S3	1.0634	1.0634	1.0634
S4	1.0634	1.0634	1.0634

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1156	1.1062	1.0766
R3	1.1016	1.0922	1.0728
R2	1.0876	1.0876	1.0715
R1	1.0782	1.0782	1.0702	1.0759
PP	1.0736	1.0736	1.0736	1.0724
S1	1.0642	1.0642	1.0676	1.0619
S2	1.0596	1.0596	1.0663
S3	1.0456	1.0502	1.0651
S4	1.0316	1.0362	1.0612

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0689	1.0634	0.0055	0.5%	0.0000	0.0%	0%	False	True	1
10	1.0829	1.0634	0.0195	1.8%	0.0006	0.1%	0%	False	True

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	1.0634
2.618	1.0634
1.618	1.0634
1.000	1.0634
0.618	1.0634
HIGH	1.0634
0.618	1.0634
0.500	1.0634
0.382	1.0634
LOW	1.0634
0.618	1.0634
1.000	1.0634
1.618	1.0634
2.618	1.0634
4.250	1.0634

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	1.0634	1.0650
PP	1.0634	1.0644
S1	1.0634	1.0639

Download as Excel Spreadsheet

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

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