CME Swiss Franc Future September 2012

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Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary Previous Current 30-Mar-2012 02-Apr-2012 Change Change % Previous Week Open 1.1102 1.1097 -0.0005 0.0% 1.1065 High 1.1102 1.1097 -0.0005 0.0% 1.1102 Low 1.1101 1.1097 -0.0004 0.0% 1.1048 Close 1.1101 1.1097 -0.0004 0.0% 1.1101 Range 0.0001 0.0000 -0.0001 -100.0% 0.0054 ATR 0.0053 0.0050 -0.0004 -6.6% 0.0000 Volume 6 2 -4 -66.7% 32
Daily Pivots for day following 02-Apr-2012 Classic Woodie Camarilla DeMark R4 1.1097 1.1097 1.1097 R3 1.1097 1.1097 1.1097 R2 1.1097 1.1097 1.1097 R1 1.1097 1.1097 1.1097 1.1097 PP 1.1097 1.1097 1.1097 1.1097 S1 1.1097 1.1097 1.1097 1.1097 S2 1.1097 1.1097 1.1097 S3 1.1097 1.1097 1.1097 S4 1.1097 1.1097 1.1097	Weekly Pivots for week ending 30-Mar-2012 Classic Woodie Camarilla DeMark R4 1.1246 1.1227 1.1131 R3 1.1192 1.1173 1.1116 R2 1.1138 1.1138 1.1111 R1 1.1119 1.1119 1.1106 1.1129 PP 1.1084 1.1084 1.1084 1.1088 S1 1.1065 1.1065 1.1096 1.1075 S2 1.1030 1.1030 1.1091 S3 1.0976 1.1011 1.1086 S4 1.0922 1.0957 1.1071
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1102 1.1048 0.0054 0.5% 0.0000 0.0% 91% False False 5 10 1.1102 1.0961 0.0141 1.3% 0.0008 0.1% 96% False False 4 20 1.1102 1.0754 0.0348 3.1% 0.0006 0.1% 99% False False 28
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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1097 2.618 1.1097 1.618 1.1097 1.000 1.1097 0.618 1.1097 HIGH 1.1097 0.618 1.1097 0.500 1.1097 0.382 1.1097 LOW 1.1097 0.618 1.1097 1.000 1.1097 1.618 1.1097 2.618 1.1097 4.250 1.1097
Fisher Pivots for day following 02-Apr-2012 Pivot 1 day 3 day R1 1.1097 1.1090 PP 1.1097 1.1082 S1 1.1097 1.1075

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