CME Swiss Franc Future June 2012

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Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary Previous Current 01-Feb-2012 02-Feb-2012 Change Change % Previous Week Open 1.0892 1.0933 0.0041 0.4% 1.0705 High 1.0968 1.0933 -0.0035 -0.3% 1.0975 Low 1.0892 1.0933 0.0041 0.4% 1.0705 Close 1.0947 1.0933 -0.0014 -0.1% 1.0975 Range 0.0076 0.0000 -0.0076 -100.0% 0.0270 ATR 0.0072 0.0068 -0.0004 -5.8% 0.0000 Volume 30 4 -26 -86.7% 59
Daily Pivots for day following 02-Feb-2012 Classic Woodie Camarilla DeMark R4 1.0933 1.0933 1.0933 R3 1.0933 1.0933 1.0933 R2 1.0933 1.0933 1.0933 R1 1.0933 1.0933 1.0933 1.0933 PP 1.0933 1.0933 1.0933 1.0933 S1 1.0933 1.0933 1.0933 1.0933 S2 1.0933 1.0933 1.0933 S3 1.0933 1.0933 1.0933 S4 1.0933 1.0933 1.0933	Weekly Pivots for week ending 27-Jan-2012 Classic Woodie Camarilla DeMark R4 1.1695 1.1605 1.1124 R3 1.1425 1.1335 1.1049 R2 1.1155 1.1155 1.1025 R1 1.1065 1.1065 1.1000 1.1110 PP 1.0885 1.0885 1.0885 1.0908 S1 1.0795 1.0795 1.0950 1.0840 S2 1.0615 1.0615 1.0926 S3 1.0345 1.0525 1.0901 S4 1.0075 1.0255 1.0827
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0975 1.0870 0.0105 1.0% 0.0059 0.5% 60% False False 11 10 1.0975 1.0705 0.0270 2.5% 0.0054 0.5% 84% False False 9 20 1.0975 1.0489 0.0486 4.4% 0.0038 0.3% 91% False False 7
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1.0933 2.618 1.0933 1.618 1.0933 1.000 1.0933 0.618 1.0933 HIGH 1.0933 0.618 1.0933 0.500 1.0933 0.382 1.0933 LOW 1.0933 0.618 1.0933 1.000 1.0933 1.618 1.0933 2.618 1.0933 4.250 1.0933
Fisher Pivots for day following 02-Feb-2012 Pivot 1 day 3 day R1 1.0933 1.0929 PP 1.0933 1.0924 S1 1.0933 1.0920

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