CME Swiss Franc Future September 2012

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Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary Previous Current 23-Apr-2012 24-Apr-2012 Change Change % Previous Week Open 1.0961 1.1001 0.0040 0.4% 1.0860 High 1.0961 1.1001 0.0040 0.4% 1.1025 Low 1.0961 1.1001 0.0040 0.4% 1.0860 Close 1.0961 1.1001 0.0040 0.4% 1.1025 Range ATR 0.0054 0.0053 -0.0001 -1.8% 0.0000 Volume 13 13 0 0.0% 72
Daily Pivots for day following 24-Apr-2012 Classic Woodie Camarilla DeMark R4 1.1001 1.1001 1.1001 R3 1.1001 1.1001 1.1001 R2 1.1001 1.1001 1.1001 R1 1.1001 1.1001 1.1001 1.1001 PP 1.1001 1.1001 1.1001 1.1001 S1 1.1001 1.1001 1.1001 1.1001 S2 1.1001 1.1001 1.1001 S3 1.1001 1.1001 1.1001 S4 1.1001 1.1001 1.1001	Weekly Pivots for week ending 20-Apr-2012 Classic Woodie Camarilla DeMark R4 1.1465 1.1410 1.1116 R3 1.1300 1.1245 1.1070 R2 1.1135 1.1135 1.1055 R1 1.1080 1.1080 1.1040 1.1108 PP 1.0970 1.0970 1.0970 1.0984 S1 1.0915 1.0915 1.1010 1.0943 S2 1.0805 1.0805 1.0995 S3 1.0640 1.0750 1.0980 S4 1.0475 1.0585 1.0934
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1025 1.0905 0.0120 1.1% 0.0021 0.2% 80% False False 16 10 1.1025 1.0860 0.0165 1.5% 0.0028 0.2% 85% False False 16 20 1.1108 1.0860 0.0248 2.3% 0.0022 0.2% 57% False False 11 40 1.1151 1.0754 0.0397 3.6% 0.0015 0.1% 62% False False 19
Crabel Price Patterns NR False 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 0.0001	Fibonacci Retracements and Extensions 4.250 1.1001 2.618 1.1001 1.618 1.1001 1.000 1.1001 0.618 1.1001 HIGH 1.1001 0.618 1.1001 0.500 1.1001 0.382 1.1001 LOW 1.1001 0.618 1.1001 1.000 1.1001 1.618 1.1001 2.618 1.1001 4.250 1.1001
Fisher Pivots for day following 24-Apr-2012 Pivot 1 day 3 day R1 1.1001 1.0998 PP 1.1001 1.0996 S1 1.1001 1.0993

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