CME Swiss Franc Future December 2013

Trading Metrics calculated at close of trading on 23-Apr-2013

Day Change Summary
	Previous	Current
	22-Apr-2013	23-Apr-2013	Change	Change %	Previous Week
Open	1.0733	1.0618	-0.0115	-1.1%	1.0765
High	1.0733	1.0618	-0.0115	-1.1%	1.0891
Low	1.0733	1.0618	-0.0115	-1.1%	1.0747
Close	1.0733	1.0618	-0.0115	-1.1%	1.0749
Range
ATR	0.0000	0.0053	0.0053		0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 23-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0618	1.0618	1.0618
R3	1.0618	1.0618	1.0618
R2	1.0618	1.0618	1.0618
R1	1.0618	1.0618	1.0618	1.0618
PP	1.0618	1.0618	1.0618	1.0618
S1	1.0618	1.0618	1.0618	1.0618
S2	1.0618	1.0618	1.0618
S3	1.0618	1.0618	1.0618
S4	1.0618	1.0618	1.0618

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1228	1.1132	1.0828
R3	1.1084	1.0988	1.0789
R2	1.0940	1.0940	1.0775
R1	1.0844	1.0844	1.0762	1.0820
PP	1.0796	1.0796	1.0796	1.0784
S1	1.0700	1.0700	1.0736	1.0676
S2	1.0652	1.0652	1.0723
S3	1.0508	1.0556	1.0709
S4	1.0364	1.0412	1.0670

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0762	1.0618	0.0144	1.4%	0.0000	0.0%	0%	False	True	2
10	1.0891	1.0618	0.0273	2.6%	0.0000	0.0%	0%	False	True	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	1.0618
2.618	1.0618
1.618	1.0618
1.000	1.0618
0.618	1.0618
HIGH	1.0618
0.618	1.0618
0.500	1.0618
0.382	1.0618
LOW	1.0618
0.618	1.0618
1.000	1.0618
1.618	1.0618
2.618	1.0618
4.250	1.0618

Fisher Pivots for day following 23-Apr-2013
Pivot	1 day	3 day
R1	1.0618	1.0684
PP	1.0618	1.0662
S1	1.0618	1.0640

Download as Excel Spreadsheet

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

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