CME Swiss Franc Future September 2013

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Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary Previous Current 04-Mar-2013 05-Mar-2013 Change Change % Previous Week Open 1.0653 1.0644 -0.0009 -0.1% 1.0773 High 1.0653 1.0644 -0.0009 -0.1% 1.0773 Low 1.0653 1.0644 -0.0009 -0.1% 1.0623 Close 1.0653 1.0644 -0.0009 -0.1% 1.0623 Range ATR 0.0033 0.0031 -0.0002 -5.2% 0.0000 Volume 1 1 0 0.0% 11
Daily Pivots for day following 05-Mar-2013 Classic Woodie Camarilla DeMark R4 1.0644 1.0644 1.0644 R3 1.0644 1.0644 1.0644 R2 1.0644 1.0644 1.0644 R1 1.0644 1.0644 1.0644 1.0644 PP 1.0644 1.0644 1.0644 1.0644 S1 1.0644 1.0644 1.0644 1.0644 S2 1.0644 1.0644 1.0644 S3 1.0644 1.0644 1.0644 S4 1.0644 1.0644 1.0644	Weekly Pivots for week ending 01-Mar-2013 Classic Woodie Camarilla DeMark R4 1.1123 1.1023 1.0706 R3 1.0973 1.0873 1.0664 R2 1.0823 1.0823 1.0651 R1 1.0723 1.0723 1.0637 1.0698 PP 1.0673 1.0673 1.0673 1.0661 S1 1.0573 1.0573 1.0609 1.0548 S2 1.0523 1.0523 1.0596 S3 1.0373 1.0423 1.0582 S4 1.0223 1.0273 1.0541
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0768 1.0623 0.0145 1.4% 0.0000 0.0% 14% False False 1 10 1.0802 1.0623 0.0179 1.7% 0.0002 0.0% 12% False False 1 20 1.1044 1.0623 0.0421 4.0% 0.0001 0.0% 5% False False 1 40 1.1048 1.0623 0.0425 4.0% 0.0001 0.0% 5% False False 1 60 1.1048 1.0623 0.0425 4.0% 0.0000 0.0% 5% False False 1 80 1.1048 1.0602 0.0446 4.2% 0.0001 0.0% 9% 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 1.0644 2.618 1.0644 1.618 1.0644 1.000 1.0644 0.618 1.0644 HIGH 1.0644 0.618 1.0644 0.500 1.0644 0.382 1.0644 LOW 1.0644 0.618 1.0644 1.000 1.0644 1.618 1.0644 2.618 1.0644 4.250 1.0644
Fisher Pivots for day following 05-Mar-2013 Pivot 1 day 3 day R1 1.0644 1.0642 PP 1.0644 1.0640 S1 1.0644 1.0638

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