CME Swiss Franc Future June 2012

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Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary Previous Current 09-Jan-2012 10-Jan-2012 Change Change % Previous Week Open 1.0548 1.0579 0.0031 0.3% 1.0730 High 1.0552 1.0579 0.0027 0.3% 1.0772 Low 1.0548 1.0579 0.0031 0.3% 1.0489 Close 1.0552 1.0579 0.0027 0.3% 1.0508 Range 0.0004 0.0000 -0.0004 -100.0% 0.0283 ATR 0.0063 0.0061 -0.0003 -4.1% 0.0000 Volume 7 3 -4 -57.1% 29
Daily Pivots for day following 10-Jan-2012 Classic Woodie Camarilla DeMark R4 1.0579 1.0579 1.0579 R3 1.0579 1.0579 1.0579 R2 1.0579 1.0579 1.0579 R1 1.0579 1.0579 1.0579 1.0579 PP 1.0579 1.0579 1.0579 1.0579 S1 1.0579 1.0579 1.0579 1.0579 S2 1.0579 1.0579 1.0579 S3 1.0579 1.0579 1.0579 S4 1.0579 1.0579 1.0579	Weekly Pivots for week ending 06-Jan-2012 Classic Woodie Camarilla DeMark R4 1.1439 1.1256 1.0664 R3 1.1156 1.0973 1.0586 R2 1.0873 1.0873 1.0560 R1 1.0690 1.0690 1.0534 1.0640 PP 1.0590 1.0590 1.0590 1.0565 S1 1.0407 1.0407 1.0482 1.0357 S2 1.0307 1.0307 1.0456 S3 1.0024 1.0124 1.0430 S4 0.9741 0.9841 1.0352
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0748 1.0489 0.0259 2.4% 0.0039 0.4% 35% False False 7 10 1.0772 1.0489 0.0283 2.7% 0.0024 0.2% 32% False False 5
Crabel Price Patterns NR True NR4 True NR5 True 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 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 1.0579 2.618 1.0579 1.618 1.0579 1.000 1.0579 0.618 1.0579 HIGH 1.0579 0.618 1.0579 0.500 1.0579 0.382 1.0579 LOW 1.0579 0.618 1.0579 1.000 1.0579 1.618 1.0579 2.618 1.0579 4.250 1.0579
Fisher Pivots for day following 10-Jan-2012 Pivot 1 day 3 day R1 1.0579 1.0564 PP 1.0579 1.0549 S1 1.0579 1.0534

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