CME Swiss Franc Future December 2012

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Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary Previous Current 09-May-2012 10-May-2012 Change Change % Previous Week Open 1.0800 1.0822 0.0022 0.2% 1.1061 High 1.0822 1.0822 0.0000 0.0% 1.1061 Low 1.0800 1.0822 0.0022 0.2% 1.0935 Close 1.0822 1.0822 0.0000 0.0% 1.0935 Range 0.0022 0.0000 -0.0022 -100.0% 0.0126 ATR 0.0038 0.0036 -0.0003 -7.1% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 10-May-2012 Classic Woodie Camarilla DeMark R4 1.0822 1.0822 1.0822 R3 1.0822 1.0822 1.0822 R2 1.0822 1.0822 1.0822 R1 1.0822 1.0822 1.0822 1.0822 PP 1.0822 1.0822 1.0822 1.0822 S1 1.0822 1.0822 1.0822 1.0822 S2 1.0822 1.0822 1.0822 S3 1.0822 1.0822 1.0822 S4 1.0822 1.0822 1.0822	Weekly Pivots for week ending 04-May-2012 Classic Woodie Camarilla DeMark R4 1.1355 1.1271 1.1004 R3 1.1229 1.1145 1.0970 R2 1.1103 1.1103 1.0958 R1 1.1019 1.1019 1.0947 1.0998 PP 1.0977 1.0977 1.0977 1.0967 S1 1.0893 1.0893 1.0923 1.0872 S2 1.0851 1.0851 1.0912 S3 1.0725 1.0767 1.0900 S4 1.0599 1.0641 1.0866
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0935 1.0800 0.0135 1.2% 0.0004 0.0% 16% False False 1 10 1.1081 1.0800 0.0281 2.6% 0.0002 0.0% 8% False False 1 20 1.1081 1.0800 0.0281 2.6% 0.0007 0.1% 8% False False 1 40 1.1117 1.0800 0.0317 2.9% 0.0004 0.0% 7% False False 1
Crabel Price Patterns NR True 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 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0822 2.618 1.0822 1.618 1.0822 1.000 1.0822 0.618 1.0822 HIGH 1.0822 0.618 1.0822 0.500 1.0822 0.382 1.0822 LOW 1.0822 0.618 1.0822 1.000 1.0822 1.618 1.0822 2.618 1.0822 4.250 1.0822
Fisher Pivots for day following 10-May-2012 Pivot 1 day 3 day R1 1.0822 1.0843 PP 1.0822 1.0836 S1 1.0822 1.0829

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