CME Swiss Franc Future September 2012

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Trading Metrics calculated at close of trading on 06-Apr-2012
Day Change Summary Previous Current 05-Apr-2012 06-Apr-2012 Change Change % Previous Week Open 1.0923 1.0923 0.0000 0.0% 1.1097 High 1.0923 1.0923 0.0000 0.0% 1.1108 Low 1.0901 1.0923 0.0022 0.2% 1.0901 Close 1.0901 1.0923 0.0022 0.2% 1.0923 Range 0.0022 0.0000 -0.0022 -100.0% 0.0207 ATR 0.0053 0.0051 -0.0002 -4.2% 0.0000 Volume 1 15 14 1,400.0% 29
Daily Pivots for day following 06-Apr-2012 Classic Woodie Camarilla DeMark R4 1.0923 1.0923 1.0923 R3 1.0923 1.0923 1.0923 R2 1.0923 1.0923 1.0923 R1 1.0923 1.0923 1.0923 1.0923 PP 1.0923 1.0923 1.0923 1.0923 S1 1.0923 1.0923 1.0923 1.0923 S2 1.0923 1.0923 1.0923 S3 1.0923 1.0923 1.0923 S4 1.0923 1.0923 1.0923	Weekly Pivots for week ending 06-Apr-2012 Classic Woodie Camarilla DeMark R4 1.1598 1.1468 1.1037 R3 1.1391 1.1261 1.0980 R2 1.1184 1.1184 1.0961 R1 1.1054 1.1054 1.0942 1.1016 PP 1.0977 1.0977 1.0977 1.0958 S1 1.0847 1.0847 1.0904 1.0809 S2 1.0770 1.0770 1.0885 S3 1.0563 1.0640 1.0866 S4 1.0356 1.0433 1.0809
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1108 1.0901 0.0207 1.9% 0.0029 0.3% 11% False False 5 10 1.1108 1.0901 0.0207 1.9% 0.0018 0.2% 11% False False 6 20 1.1108 1.0754 0.0354 3.2% 0.0013 0.1% 48% False False 29
Crabel Price Patterns NR True NR4 True 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 0.0000 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.0923 2.618 1.0923 1.618 1.0923 1.000 1.0923 0.618 1.0923 HIGH 1.0923 0.618 1.0923 0.500 1.0923 0.382 1.0923 LOW 1.0923 0.618 1.0923 1.000 1.0923 1.618 1.0923 2.618 1.0923 4.250 1.0923
Fisher Pivots for day following 06-Apr-2012 Pivot 1 day 3 day R1 1.0923 1.0929 PP 1.0923 1.0927 S1 1.0923 1.0925

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