CME Swiss Franc Future June 2012

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Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary Previous Current 25-Jan-2012 26-Jan-2012 Change Change % Previous Week Open 1.0771 1.0893 0.0122 1.1% 1.0502 High 1.0880 1.0893 0.0013 0.1% 1.0737 Low 1.0771 1.0893 0.0122 1.1% 1.0502 Close 1.0861 1.0893 0.0032 0.3% 1.0718 Range 0.0109 0.0000 -0.0109 -100.0% 0.0235 ATR 0.0071 0.0069 -0.0003 -3.9% 0.0000 Volume 2 22 20 1,000.0% 31
Daily Pivots for day following 26-Jan-2012 Classic Woodie Camarilla DeMark R4 1.0893 1.0893 1.0893 R3 1.0893 1.0893 1.0893 R2 1.0893 1.0893 1.0893 R1 1.0893 1.0893 1.0893 1.0893 PP 1.0893 1.0893 1.0893 1.0893 S1 1.0893 1.0893 1.0893 1.0893 S2 1.0893 1.0893 1.0893 S3 1.0893 1.0893 1.0893 S4 1.0893 1.0893 1.0893	Weekly Pivots for week ending 20-Jan-2012 Classic Woodie Camarilla DeMark R4 1.1357 1.1273 1.0847 R3 1.1122 1.1038 1.0783 R2 1.0887 1.0887 1.0761 R1 1.0803 1.0803 1.0740 1.0845 PP 1.0652 1.0652 1.0652 1.0674 S1 1.0568 1.0568 1.0696 1.0610 S2 1.0417 1.0417 1.0675 S3 1.0182 1.0333 1.0653 S4 0.9947 1.0098 1.0589
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0893 1.0705 0.0188 1.7% 0.0048 0.4% 100% True False 7 10 1.0893 1.0502 0.0391 3.6% 0.0037 0.3% 100% True False 7 20 1.0893 1.0489 0.0404 3.7% 0.0030 0.3% 100% True False 6
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 9 trading days	Fibonacci Retracements and Extensions 4.250 1.0893 2.618 1.0893 1.618 1.0893 1.000 1.0893 0.618 1.0893 HIGH 1.0893 0.618 1.0893 0.500 1.0893 0.382 1.0893 LOW 1.0893 0.618 1.0893 1.000 1.0893 1.618 1.0893 2.618 1.0893 4.250 1.0893
Fisher Pivots for day following 26-Jan-2012 Pivot 1 day 3 day R1 1.0893 1.0873 PP 1.0893 1.0852 S1 1.0893 1.0832

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