CME Swiss Franc Future September 2013

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Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary Previous Current 18-Dec-2012 19-Dec-2012 Change Change % Previous Week Open 1.1005 1.1024 0.0019 0.2% 1.0775 High 1.1005 1.1024 0.0019 0.2% 1.0947 Low 1.1005 1.1024 0.0019 0.2% 1.0775 Close 1.1005 1.1024 0.0019 0.2% 1.0947 Range ATR 0.0031 0.0031 -0.0001 -2.8% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-Dec-2012 Classic Woodie Camarilla DeMark R4 1.1024 1.1024 1.1024 R3 1.1024 1.1024 1.1024 R2 1.1024 1.1024 1.1024 R1 1.1024 1.1024 1.1024 1.1024 PP 1.1024 1.1024 1.1024 1.1024 S1 1.1024 1.1024 1.1024 1.1024 S2 1.1024 1.1024 1.1024 S3 1.1024 1.1024 1.1024 S4 1.1024 1.1024 1.1024	Weekly Pivots for week ending 14-Dec-2012 Classic Woodie Camarilla DeMark R4 1.1406 1.1348 1.1042 R3 1.1234 1.1176 1.0994 R2 1.1062 1.1062 1.0979 R1 1.1004 1.1004 1.0963 1.1033 PP 1.0890 1.0890 1.0890 1.0904 S1 1.0832 1.0832 1.0931 1.0861 S2 1.0718 1.0718 1.0915 S3 1.0546 1.0660 1.0900 S4 1.0374 1.0488 1.0852
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1024 1.0882 0.0142 1.3% 0.0000 0.0% 100% True False 1 10 1.1024 1.0764 0.0260 2.4% 0.0000 0.0% 100% True False 1 20 1.1024 1.0713 0.0311 2.8% 0.0001 0.0% 100% True 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 1.1024 2.618 1.1024 1.618 1.1024 1.000 1.1024 0.618 1.1024 HIGH 1.1024 0.618 1.1024 0.500 1.1024 0.382 1.1024 LOW 1.1024 0.618 1.1024 1.000 1.1024 1.618 1.1024 2.618 1.1024 4.250 1.1024
Fisher Pivots for day following 19-Dec-2012 Pivot 1 day 3 day R1 1.1024 1.1012 PP 1.1024 1.0999 S1 1.1024 1.0987

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