CME Swiss Franc Future December 2012

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Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary Previous Current 07-Jun-2012 08-Jun-2012 Change Change % Previous Week Open 1.0547 1.0472 -0.0075 -0.7% 1.0461 High 1.0547 1.0472 -0.0075 -0.7% 1.0547 Low 1.0547 1.0472 -0.0075 -0.7% 1.0421 Close 1.0547 1.0472 -0.0075 -0.7% 1.0472 Range ATR 0.0046 0.0048 0.0002 4.6% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 08-Jun-2012 Classic Woodie Camarilla DeMark R4 1.0472 1.0472 1.0472 R3 1.0472 1.0472 1.0472 R2 1.0472 1.0472 1.0472 R1 1.0472 1.0472 1.0472 1.0472 PP 1.0472 1.0472 1.0472 1.0472 S1 1.0472 1.0472 1.0472 1.0472 S2 1.0472 1.0472 1.0472 S3 1.0472 1.0472 1.0472 S4 1.0472 1.0472 1.0472	Weekly Pivots for week ending 08-Jun-2012 Classic Woodie Camarilla DeMark R4 1.0858 1.0791 1.0541 R3 1.0732 1.0665 1.0507 R2 1.0606 1.0606 1.0495 R1 1.0539 1.0539 1.0484 1.0573 PP 1.0480 1.0480 1.0480 1.0497 S1 1.0413 1.0413 1.0460 1.0447 S2 1.0354 1.0354 1.0449 S3 1.0228 1.0287 1.0437 S4 1.0102 1.0161 1.0403
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0547 1.0421 0.0126 1.2% 0.0000 0.0% 40% False False 1 10 1.0547 1.0350 0.0197 1.9% 0.0001 0.0% 62% False False 1 20 1.0797 1.0350 0.0447 4.3% 0.0001 0.0% 27% False False 1 40 1.1081 1.0350 0.0731 7.0% 0.0004 0.0% 17% False False 1 60 1.1117 1.0350 0.0767 7.3% 0.0003 0.0% 16% False 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 1.0472 2.618 1.0472 1.618 1.0472 1.000 1.0472 0.618 1.0472 HIGH 1.0472 0.618 1.0472 0.500 1.0472 0.382 1.0472 LOW 1.0472 0.618 1.0472 1.000 1.0472 1.618 1.0472 2.618 1.0472 4.250 1.0472
Fisher Pivots for day following 08-Jun-2012 Pivot 1 day 3 day R1 1.0472 1.0510 PP 1.0472 1.0497 S1 1.0472 1.0485

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