CME Swiss Franc Future September 2013

Trading Metrics calculated at close of trading on 19-Nov-2012

Day Change Summary
	Previous	Current
	16-Nov-2012	19-Nov-2012	Change	Change %	Previous Week
Open	1.0630	1.0700	0.0070	0.7%	1.0611
High	1.0630	1.0700	0.0070	0.7%	1.0676
Low	1.0630	1.0700	0.0070	0.7%	1.0611
Close	1.0630	1.0700	0.0070	0.7%	1.0630
Range
ATR	0.0026	0.0029	0.0003	12.0%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 19-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0700	1.0700	1.0700
R3	1.0700	1.0700	1.0700
R2	1.0700	1.0700	1.0700
R1	1.0700	1.0700	1.0700	1.0700
PP	1.0700	1.0700	1.0700	1.0700
S1	1.0700	1.0700	1.0700	1.0700
S2	1.0700	1.0700	1.0700
S3	1.0700	1.0700	1.0700
S4	1.0700	1.0700	1.0700

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0834	1.0797	1.0666
R3	1.0769	1.0732	1.0648
R2	1.0704	1.0704	1.0642
R1	1.0667	1.0667	1.0636	1.0686
PP	1.0639	1.0639	1.0639	1.0648
S1	1.0602	1.0602	1.0624	1.0621
S2	1.0574	1.0574	1.0618
S3	1.0509	1.0537	1.0612
S4	1.0444	1.0472	1.0594

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0700	1.0617	0.0083	0.8%	0.0000	0.0%	100%	True	False	1
10	1.0700	1.0602	0.0098	0.9%	0.0000	0.0%	100%	True	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	1.0700
2.618	1.0700
1.618	1.0700
1.000	1.0700
0.618	1.0700
HIGH	1.0700
0.618	1.0700
0.500	1.0700
0.382	1.0700
LOW	1.0700
0.618	1.0700
1.000	1.0700
1.618	1.0700
2.618	1.0700
4.250	1.0700

Fisher Pivots for day following 19-Nov-2012
Pivot	1 day	3 day
R1	1.0700	1.0688
PP	1.0700	1.0677
S1	1.0700	1.0665

Download as Excel Spreadsheet

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

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