CME Swiss Franc Future March 2013

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Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary Previous Current 14-Sep-2012 17-Sep-2012 Change Change % Previous Week Open 1.0716 1.0807 0.0091 0.8% 1.0600 High 1.0818 1.0807 -0.0011 -0.1% 1.0818 Low 1.0704 1.0807 0.0103 1.0% 1.0600 Close 1.0818 1.0807 -0.0011 -0.1% 1.0818 Range 0.0114 0.0000 -0.0114 -100.0% 0.0218 ATR 0.0046 0.0043 -0.0002 -5.4% 0.0000 Volume 1 5 4 400.0% 13
Daily Pivots for day following 17-Sep-2012 Classic Woodie Camarilla DeMark R4 1.0807 1.0807 1.0807 R3 1.0807 1.0807 1.0807 R2 1.0807 1.0807 1.0807 R1 1.0807 1.0807 1.0807 1.0807 PP 1.0807 1.0807 1.0807 1.0807 S1 1.0807 1.0807 1.0807 1.0807 S2 1.0807 1.0807 1.0807 S3 1.0807 1.0807 1.0807 S4 1.0807 1.0807 1.0807	Weekly Pivots for week ending 14-Sep-2012 Classic Woodie Camarilla DeMark R4 1.1399 1.1327 1.0938 R3 1.1181 1.1109 1.0878 R2 1.0963 1.0963 1.0858 R1 1.0891 1.0891 1.0838 1.0927 PP 1.0745 1.0745 1.0745 1.0764 S1 1.0673 1.0673 1.0798 1.0709 S2 1.0527 1.0527 1.0778 S3 1.0309 1.0455 1.0758 S4 1.0091 1.0237 1.0698
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0818 1.0688 0.0130 1.2% 0.0038 0.4% 92% False False 3 10 1.0818 1.0510 0.0308 2.9% 0.0019 0.2% 96% False False 2 20 1.0818 1.0334 0.0484 4.5% 0.0010 0.1% 98% False False 2
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.0807 2.618 1.0807 1.618 1.0807 1.000 1.0807 0.618 1.0807 HIGH 1.0807 0.618 1.0807 0.500 1.0807 0.382 1.0807 LOW 1.0807 0.618 1.0807 1.000 1.0807 1.618 1.0807 2.618 1.0807 4.250 1.0807
Fisher Pivots for day following 17-Sep-2012 Pivot 1 day 3 day R1 1.0807 1.0789 PP 1.0807 1.0772 S1 1.0807 1.0754

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