CME Swiss Franc Future September 2012

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Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary Previous Current 02-May-2012 03-May-2012 Change Change % Previous Week Open 1.0955 1.0966 0.0011 0.1% 1.0961 High 1.0972 1.0966 -0.0006 -0.1% 1.1061 Low 1.0955 1.0966 0.0011 0.1% 1.0961 Close 1.0972 1.0966 -0.0006 -0.1% 1.1061 Range 0.0017 0.0000 -0.0017 -100.0% 0.0100 ATR 0.0048 0.0045 -0.0003 -6.2% 0.0000 Volume 1 1 0 0.0% 53
Daily Pivots for day following 03-May-2012 Classic Woodie Camarilla DeMark R4 1.0966 1.0966 1.0966 R3 1.0966 1.0966 1.0966 R2 1.0966 1.0966 1.0966 R1 1.0966 1.0966 1.0966 1.0966 PP 1.0966 1.0966 1.0966 1.0966 S1 1.0966 1.0966 1.0966 1.0966 S2 1.0966 1.0966 1.0966 S3 1.0966 1.0966 1.0966 S4 1.0966 1.0966 1.0966	Weekly Pivots for week ending 27-Apr-2012 Classic Woodie Camarilla DeMark R4 1.1328 1.1294 1.1116 R3 1.1228 1.1194 1.1089 R2 1.1128 1.1128 1.1079 R1 1.1094 1.1094 1.1070 1.1111 PP 1.1028 1.1028 1.1028 1.1036 S1 1.0994 1.0994 1.1052 1.1011 S2 1.0928 1.0928 1.1043 S3 1.0828 1.0894 1.1034 S4 1.0728 1.0794 1.1006
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1061 1.0955 0.0106 1.0% 0.0018 0.2% 10% False False 6 10 1.1061 1.0955 0.0106 1.0% 0.0015 0.1% 10% False False 8 20 1.1061 1.0860 0.0201 1.8% 0.0020 0.2% 53% False False 13 40 1.1108 1.0754 0.0354 3.2% 0.0017 0.2% 60% False False 20
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0966 2.618 1.0966 1.618 1.0966 1.000 1.0966 0.618 1.0966 HIGH 1.0966 0.618 1.0966 0.500 1.0966 0.382 1.0966 LOW 1.0966 0.618 1.0966 1.000 1.0966 1.618 1.0966 2.618 1.0966 4.250 1.0966
Fisher Pivots for day following 03-May-2012 Pivot 1 day 3 day R1 1.0966 1.0994 PP 1.0966 1.0984 S1 1.0966 1.0975

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