CME Swiss Franc Future June 2013

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Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary Previous Current 24-Dec-2012 26-Dec-2012 Change Change % Previous Week Open 1.0969 1.0991 0.0022 0.2% 1.0931 High 1.0969 1.0991 0.0022 0.2% 1.1003 Low 1.0969 1.0991 0.0022 0.2% 1.0931 Close 1.0969 1.0991 0.0022 0.2% 1.0948 Range ATR 0.0039 0.0038 -0.0001 -3.1% 0.0000 Volume 6 6 0 0.0% 69
Daily Pivots for day following 26-Dec-2012 Classic Woodie Camarilla DeMark R4 1.0991 1.0991 1.0991 R3 1.0991 1.0991 1.0991 R2 1.0991 1.0991 1.0991 R1 1.0991 1.0991 1.0991 1.0991 PP 1.0991 1.0991 1.0991 1.0991 S1 1.0991 1.0991 1.0991 1.0991 S2 1.0991 1.0991 1.0991 S3 1.0991 1.0991 1.0991 S4 1.0991 1.0991 1.0991	Weekly Pivots for week ending 21-Dec-2012 Classic Woodie Camarilla DeMark R4 1.1177 1.1134 1.0988 R3 1.1105 1.1062 1.0968 R2 1.1033 1.1033 1.0961 R1 1.0990 1.0990 1.0955 1.1012 PP 1.0961 1.0961 1.0961 1.0971 S1 1.0918 1.0918 1.0941 1.0940 S2 1.0889 1.0889 1.0935 S3 1.0817 1.0846 1.0928 S4 1.0745 1.0774 1.0908
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1003 1.0948 0.0055 0.5% 0.0017 0.2% 78% False False 14 10 1.1013 1.0839 0.0174 1.6% 0.0026 0.2% 87% False False 9 20 1.1013 1.0741 0.0272 2.5% 0.0013 0.1% 92% False False 5 40 1.1013 1.0581 0.0432 3.9% 0.0007 0.1% 95% False False 3 60 1.1013 1.0581 0.0432 3.9% 0.0005 0.0% 95% 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 0.0001	Fibonacci Retracements and Extensions 4.250 1.0991 2.618 1.0991 1.618 1.0991 1.000 1.0991 0.618 1.0991 HIGH 1.0991 0.618 1.0991 0.500 1.0991 0.382 1.0991 LOW 1.0991 0.618 1.0991 1.000 1.0991 1.618 1.0991 2.618 1.0991 4.250 1.0991
Fisher Pivots for day following 26-Dec-2012 Pivot 1 day 3 day R1 1.0991 1.0984 PP 1.0991 1.0977 S1 1.0991 1.0970

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