CME Swiss Franc Future December 2013

Trading Metrics calculated at close of trading on 26-Apr-2013

Day Change Summary
	Previous	Current
	25-Apr-2013	26-Apr-2013	Change	Change %	Previous Week
Open	1.0610	1.0639	0.0029	0.3%	1.0733
High	1.0610	1.0639	0.0029	0.3%	1.0733
Low	1.0610	1.0639	0.0029	0.3%	1.0596
Close	1.0610	1.0639	0.0029	0.3%	1.0639
Range
ATR	0.0048	0.0047	-0.0001	-2.9%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0639	1.0639	1.0639
R3	1.0639	1.0639	1.0639
R2	1.0639	1.0639	1.0639
R1	1.0639	1.0639	1.0639	1.0639
PP	1.0639	1.0639	1.0639	1.0639
S1	1.0639	1.0639	1.0639	1.0639
S2	1.0639	1.0639	1.0639
S3	1.0639	1.0639	1.0639
S4	1.0639	1.0639	1.0639

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1067	1.0990	1.0714
R3	1.0930	1.0853	1.0677
R2	1.0793	1.0793	1.0664
R1	1.0716	1.0716	1.0652	1.0686
PP	1.0656	1.0656	1.0656	1.0641
S1	1.0579	1.0579	1.0626	1.0549
S2	1.0519	1.0519	1.0614
S3	1.0382	1.0442	1.0601
S4	1.0245	1.0305	1.0564

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0733	1.0596	0.0137	1.3%	0.0000	0.0%	31%	False	False	2
10	1.0891	1.0596	0.0295	2.8%	0.0000	0.0%	15%	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	1.0639
2.618	1.0639
1.618	1.0639
1.000	1.0639
0.618	1.0639
HIGH	1.0639
0.618	1.0639
0.500	1.0639
0.382	1.0639
LOW	1.0639
0.618	1.0639
1.000	1.0639
1.618	1.0639
2.618	1.0639
4.250	1.0639

Fisher Pivots for day following 26-Apr-2013
Pivot	1 day	3 day
R1	1.0639	1.0632
PP	1.0639	1.0625
S1	1.0639	1.0618

Download as Excel Spreadsheet

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

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