CME Swiss Franc Future September 2012

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Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary Previous Current 10-Apr-2012 11-Apr-2012 Change Change % Previous Week Open 1.0897 1.0934 0.0037 0.3% 1.1097 High 1.0918 1.0934 0.0016 0.1% 1.1108 Low 1.0897 1.0934 0.0037 0.3% 1.0901 Close 1.0918 1.0934 0.0016 0.1% 1.0923 Range 0.0021 0.0000 -0.0021 -100.0% 0.0207 ATR 0.0049 0.0047 -0.0002 -4.8% 0.0000 Volume 15 2 -13 -86.7% 29
Daily Pivots for day following 11-Apr-2012 Classic Woodie Camarilla DeMark R4 1.0934 1.0934 1.0934 R3 1.0934 1.0934 1.0934 R2 1.0934 1.0934 1.0934 R1 1.0934 1.0934 1.0934 1.0934 PP 1.0934 1.0934 1.0934 1.0934 S1 1.0934 1.0934 1.0934 1.0934 S2 1.0934 1.0934 1.0934 S3 1.0934 1.0934 1.0934 S4 1.0934 1.0934 1.0934	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 1.0947 1.0897 0.0050 0.5% 0.0009 0.1% 74% False False 9 10 1.1108 1.0897 0.0211 1.9% 0.0017 0.2% 18% False False 7 20 1.1108 1.0876 0.0232 2.1% 0.0013 0.1% 25% False False 5
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0934 2.618 1.0934 1.618 1.0934 1.000 1.0934 0.618 1.0934 HIGH 1.0934 0.618 1.0934 0.500 1.0934 0.382 1.0934 LOW 1.0934 0.618 1.0934 1.000 1.0934 1.618 1.0934 2.618 1.0934 4.250 1.0934
Fisher Pivots for day following 11-Apr-2012 Pivot 1 day 3 day R1 1.0934 1.0930 PP 1.0934 1.0926 S1 1.0934 1.0922

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