CME Swiss Franc Future December 2013

Trading Metrics calculated at close of trading on 18-Apr-2013

Day Change Summary
	Previous	Current
	17-Apr-2013	18-Apr-2013	Change	Change %	Previous Week
Open	1.0747	1.0762	0.0015	0.1%	1.0725
High	1.0747	1.0762	0.0015	0.1%	1.0792
Low	1.0747	1.0762	0.0015	0.1%	1.0725
Close	1.0747	1.0762	0.0015	0.1%	1.0792
Range
ATR
Volume	2	2	0	0.0%	10

Daily Pivots for day following 18-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0762	1.0762	1.0762
R3	1.0762	1.0762	1.0762
R2	1.0762	1.0762	1.0762
R1	1.0762	1.0762	1.0762	1.0762
PP	1.0762	1.0762	1.0762	1.0762
S1	1.0762	1.0762	1.0762	1.0762
S2	1.0762	1.0762	1.0762
S3	1.0762	1.0762	1.0762
S4	1.0762	1.0762	1.0762

Weekly Pivots for week ending 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0971	1.0948	1.0829
R3	1.0904	1.0881	1.0810
R2	1.0837	1.0837	1.0804
R1	1.0814	1.0814	1.0798	1.0826
PP	1.0770	1.0770	1.0770	1.0775
S1	1.0747	1.0747	1.0786	1.0759
S2	1.0703	1.0703	1.0780
S3	1.0636	1.0680	1.0774
S4	1.0569	1.0613	1.0755

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0891	1.0747	0.0144	1.3%	0.0000	0.0%	10%	False	False	2
10	1.0891	1.0725	0.0166	1.5%	0.0000	0.0%	22%	False	False	2

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	1.0762
2.618	1.0762
1.618	1.0762
1.000	1.0762
0.618	1.0762
HIGH	1.0762
0.618	1.0762
0.500	1.0762
0.382	1.0762
LOW	1.0762
0.618	1.0762
1.000	1.0762
1.618	1.0762
2.618	1.0762
4.250	1.0762

Fisher Pivots for day following 18-Apr-2013
Pivot	1 day	3 day
R1	1.0762	1.0819
PP	1.0762	1.0800
S1	1.0762	1.0781

Download as Excel Spreadsheet

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

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