CME Swiss Franc Future September 2013

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Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary Previous Current 15-Mar-2013 18-Mar-2013 Change Change % Previous Week Open 1.0659 1.0600 -0.0059 -0.6% 1.0577 High 1.0659 1.0600 -0.0059 -0.6% 1.0659 Low 1.0659 1.0600 -0.0059 -0.6% 1.0522 Close 1.0659 1.0600 -0.0059 -0.6% 1.0659 Range ATR 0.0043 0.0044 0.0001 2.6% 0.0000 Volume 0 1 1 0
Daily Pivots for day following 18-Mar-2013 Classic Woodie Camarilla DeMark R4 1.0600 1.0600 1.0600 R3 1.0600 1.0600 1.0600 R2 1.0600 1.0600 1.0600 R1 1.0600 1.0600 1.0600 1.0600 PP 1.0600 1.0600 1.0600 1.0600 S1 1.0600 1.0600 1.0600 1.0600 S2 1.0600 1.0600 1.0600 S3 1.0600 1.0600 1.0600 S4 1.0600 1.0600 1.0600	Weekly Pivots for week ending 15-Mar-2013 Classic Woodie Camarilla DeMark R4 1.1024 1.0979 1.0734 R3 1.0887 1.0842 1.0697 R2 1.0750 1.0750 1.0684 R1 1.0705 1.0705 1.0672 1.0728 PP 1.0613 1.0613 1.0613 1.0625 S1 1.0568 1.0568 1.0646 1.0591 S2 1.0476 1.0476 1.0634 S3 1.0339 1.0431 1.0621 S4 1.0202 1.0294 1.0584
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0659 1.0522 0.0137 1.3% 0.0000 0.0% 57% False False 10 1.0659 1.0522 0.0137 1.3% 0.0000 0.0% 57% False False 20 1.0861 1.0522 0.0339 3.2% 0.0001 0.0% 23% False False 1 40 1.1048 1.0522 0.0526 5.0% 0.0001 0.0% 15% False False 1 60 1.1048 1.0522 0.0526 5.0% 0.0000 0.0% 15% False False 1 80 1.1048 1.0522 0.0526 5.0% 0.0001 0.0% 15% 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 1.0600 2.618 1.0600 1.618 1.0600 1.000 1.0600 0.618 1.0600 HIGH 1.0600 0.618 1.0600 0.500 1.0600 0.382 1.0600 LOW 1.0600 0.618 1.0600 1.000 1.0600 1.618 1.0600 2.618 1.0600 4.250 1.0600
Fisher Pivots for day following 18-Mar-2013 Pivot 1 day 3 day R1 1.0600 1.0619 PP 1.0600 1.0613 S1 1.0600 1.0606

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