CME Swiss Franc Future March 2013

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Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary Previous Current 10-Oct-2012 11-Oct-2012 Change Change % Previous Week Open 1.0647 1.0729 0.0082 0.8% 1.0647 High 1.0684 1.0729 0.0045 0.4% 1.0791 Low 1.0647 1.0729 0.0082 0.8% 1.0647 Close 1.0684 1.0729 0.0045 0.4% 1.0789 Range 0.0037 0.0000 -0.0037 -100.0% 0.0144 ATR 0.0045 0.0045 0.0000 0.0% 0.0000 Volume 19 1 -18 -94.7% 39
Daily Pivots for day following 11-Oct-2012 Classic Woodie Camarilla DeMark R4 1.0729 1.0729 1.0729 R3 1.0729 1.0729 1.0729 R2 1.0729 1.0729 1.0729 R1 1.0729 1.0729 1.0729 1.0729 PP 1.0729 1.0729 1.0729 1.0729 S1 1.0729 1.0729 1.0729 1.0729 S2 1.0729 1.0729 1.0729 S3 1.0729 1.0729 1.0729 S4 1.0729 1.0729 1.0729	Weekly Pivots for week ending 05-Oct-2012 Classic Woodie Camarilla DeMark R4 1.1174 1.1126 1.0868 R3 1.1030 1.0982 1.0829 R2 1.0886 1.0886 1.0815 R1 1.0838 1.0838 1.0802 1.0862 PP 1.0742 1.0742 1.0742 1.0755 S1 1.0694 1.0694 1.0776 1.0718 S2 1.0598 1.0598 1.0763 S3 1.0454 1.0550 1.0749 S4 1.0310 1.0406 1.0710
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0791 1.0647 0.0144 1.3% 0.0015 0.1% 57% False False 9 10 1.0791 1.0647 0.0144 1.3% 0.0018 0.2% 57% False False 8 20 1.0818 1.0647 0.0171 1.6% 0.0021 0.2% 48% False False 5 40 1.0818 1.0316 0.0502 4.7% 0.0013 0.1% 82% False False 4
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 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0729 2.618 1.0729 1.618 1.0729 1.000 1.0729 0.618 1.0729 HIGH 1.0729 0.618 1.0729 0.500 1.0729 0.382 1.0729 LOW 1.0729 0.618 1.0729 1.000 1.0729 1.618 1.0729 2.618 1.0729 4.250 1.0729
Fisher Pivots for day following 11-Oct-2012 Pivot 1 day 3 day R1 1.0729 1.0715 PP 1.0729 1.0702 S1 1.0729 1.0688

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