CME Swiss Franc Future September 2013

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

Day Change Summary
	Previous	Current
	20-Nov-2012	21-Nov-2012	Change	Change %	Previous Week
Open	1.0692	1.0713	0.0021	0.2%	1.0611
High	1.0692	1.0713	0.0021	0.2%	1.0676
Low	1.0692	1.0713	0.0021	0.2%	1.0611
Close	1.0692	1.0713	0.0021	0.2%	1.0630
Range
ATR	0.0028	0.0027	0.0000	-1.7%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 21-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0713	1.0713	1.0713
R3	1.0713	1.0713	1.0713
R2	1.0713	1.0713	1.0713
R1	1.0713	1.0713	1.0713	1.0713
PP	1.0713	1.0713	1.0713	1.0713
S1	1.0713	1.0713	1.0713	1.0713
S2	1.0713	1.0713	1.0713
S3	1.0713	1.0713	1.0713
S4	1.0713	1.0713	1.0713

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	1.0713	1.0630	0.0083	0.8%	0.0000	0.0%	100%	True	False	1
10	1.0713	1.0602	0.0111	1.0%	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	1.0713
2.618	1.0713
1.618	1.0713
1.000	1.0713
0.618	1.0713
HIGH	1.0713
0.618	1.0713
0.500	1.0713
0.382	1.0713
LOW	1.0713
0.618	1.0713
1.000	1.0713
1.618	1.0713
2.618	1.0713
4.250	1.0713

Fisher Pivots for day following 21-Nov-2012
Pivot	1 day	3 day
R1	1.0713	1.0710
PP	1.0713	1.0706
S1	1.0713	1.0703

Download as Excel Spreadsheet

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

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