CME Swiss Franc Future June 2012

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Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary Previous Current 28-Dec-2011 29-Dec-2011 Change Change % Previous Week Open 1.0653 1.0662 0.0009 0.1% 1.0731 High 1.0656 1.0662 0.0006 0.1% 1.0861 Low 1.0653 1.0662 0.0009 0.1% 1.0729 Close 1.0656 1.0662 0.0006 0.1% 1.0729 Range 0.0003 0.0000 -0.0003 -100.0% 0.0132 ATR Volume 9 1 -8 -88.9% 25
Daily Pivots for day following 29-Dec-2011 Classic Woodie Camarilla DeMark R4 1.0662 1.0662 1.0662 R3 1.0662 1.0662 1.0662 R2 1.0662 1.0662 1.0662 R1 1.0662 1.0662 1.0662 1.0662 PP 1.0662 1.0662 1.0662 1.0662 S1 1.0662 1.0662 1.0662 1.0662 S2 1.0662 1.0662 1.0662 S3 1.0662 1.0662 1.0662 S4 1.0662 1.0662 1.0662	Weekly Pivots for week ending 23-Dec-2011 Classic Woodie Camarilla DeMark R4 1.1169 1.1081 1.0802 R3 1.1037 1.0949 1.0765 R2 1.0905 1.0905 1.0753 R1 1.0817 1.0817 1.0741 1.0795 PP 1.0773 1.0773 1.0773 1.0762 S1 1.0685 1.0685 1.0717 1.0663 S2 1.0641 1.0641 1.0705 S3 1.0509 1.0553 1.0693 S4 1.0377 1.0421 1.0656
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0756 1.0653 0.0103 1.0% 0.0001 0.0% 9% False False 7 10 1.0861 1.0653 0.0208 2.0% 0.0022 0.2% 4% False False 4
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 False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0662 2.618 1.0662 1.618 1.0662 1.000 1.0662 0.618 1.0662 HIGH 1.0662 0.618 1.0662 0.500 1.0662 0.382 1.0662 LOW 1.0662 0.618 1.0662 1.000 1.0662 1.618 1.0662 2.618 1.0662 4.250 1.0662
Fisher Pivots for day following 29-Dec-2011 Pivot 1 day 3 day R1 1.0662 1.0705 PP 1.0662 1.0690 S1 1.0662 1.0676

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