CME Swiss Franc Future September 2012

Trading Metrics calculated at close of trading on 17-May-2012

Day Change Summary
	Previous	Current
	16-May-2012	17-May-2012	Change	Change %	Previous Week
Open	1.0608	1.0580	-0.0028	-0.3%	1.0818
High	1.0631	1.0607	-0.0024	-0.2%	1.0885
Low	1.0608	1.0580	-0.0028	-0.3%	1.0775
Close	1.0613	1.0607	-0.0006	-0.1%	1.0776
Range	0.0023	0.0027	0.0004	17.4%	0.0110
ATR	0.0048	0.0047	-0.0001	-2.3%	0.0000
Volume	69	24	-45	-65.2%	36

Daily Pivots for day following 17-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0679	1.0670	1.0622
R3	1.0652	1.0643	1.0614
R2	1.0625	1.0625	1.0612
R1	1.0616	1.0616	1.0609	1.0621
PP	1.0598	1.0598	1.0598	1.0600
S1	1.0589	1.0589	1.0605	1.0594
S2	1.0571	1.0571	1.0602
S3	1.0544	1.0562	1.0600
S4	1.0517	1.0535	1.0592

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1142	1.1069	1.0837
R3	1.1032	1.0959	1.0806
R2	1.0922	1.0922	1.0796
R1	1.0849	1.0849	1.0786	1.0831
PP	1.0812	1.0812	1.0812	1.0803
S1	1.0739	1.0739	1.0766	1.0721
S2	1.0702	1.0702	1.0756
S3	1.0592	1.0629	1.0746
S4	1.0482	1.0519	1.0716

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0785	1.0580	0.0205	1.9%	0.0035	0.3%	13%	False	True	29
10	1.0917	1.0580	0.0337	3.2%	0.0028	0.3%	8%	False	True	17
20	1.1061	1.0580	0.0481	4.5%	0.0021	0.2%	6%	False	True	13
40	1.1108	1.0580	0.0528	5.0%	0.0022	0.2%	5%	False	True	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0722
2.618	1.0678
1.618	1.0651
1.000	1.0634
0.618	1.0624
HIGH	1.0607
0.618	1.0597
0.500	1.0594
0.382	1.0590
LOW	1.0580
0.618	1.0563
1.000	1.0553
1.618	1.0536
2.618	1.0509
4.250	1.0465

Fisher Pivots for day following 17-May-2012
Pivot	1 day	3 day
R1	1.0603	1.0645
PP	1.0598	1.0632
S1	1.0594	1.0620

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These figures are updated between 7pm and 10pm EST after a trading day.

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