CME Swiss Franc Future December 2012

• Daily Notes for Futures
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Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary Previous Current 02-Apr-2012 03-Apr-2012 Change Change % Previous Week Open 1.1113 1.1016 -0.0097 -0.9% 1.1109 High 1.1113 1.1016 -0.0097 -0.9% 1.1117 Low 1.1113 1.1016 -0.0097 -0.9% 1.1065 Close 1.1113 1.1016 -0.0097 -0.9% 1.1117 Range ATR 0.0035 0.0040 0.0004 12.6% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 03-Apr-2012 Classic Woodie Camarilla DeMark R4 1.1016 1.1016 1.1016 R3 1.1016 1.1016 1.1016 R2 1.1016 1.1016 1.1016 R1 1.1016 1.1016 1.1016 1.1016 PP 1.1016 1.1016 1.1016 1.1016 S1 1.1016 1.1016 1.1016 1.1016 S2 1.1016 1.1016 1.1016 S3 1.1016 1.1016 1.1016 S4 1.1016 1.1016 1.1016	Weekly Pivots for week ending 30-Mar-2012 Classic Woodie Camarilla DeMark R4 1.1256 1.1238 1.1146 R3 1.1204 1.1186 1.1131 R2 1.1152 1.1152 1.1127 R1 1.1134 1.1134 1.1122 1.1143 PP 1.1100 1.1100 1.1100 1.1104 S1 1.1082 1.1082 1.1112 1.1091 S2 1.1048 1.1048 1.1107 S3 1.0996 1.1030 1.1103 S4 1.0944 1.0978 1.1088
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1117 1.1016 0.0101 0.9% 0.0000 0.0% 0% False True 1 10 1.1117 1.0977 0.0140 1.3% 0.0000 0.0% 28% False False 1
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 0.0000	Fibonacci Retracements and Extensions 4.250 1.1016 2.618 1.1016 1.618 1.1016 1.000 1.1016 0.618 1.1016 HIGH 1.1016 0.618 1.1016 0.500 1.1016 0.382 1.1016 LOW 1.1016 0.618 1.1016 1.000 1.1016 1.618 1.1016 2.618 1.1016 4.250 1.1016
Fisher Pivots for day following 03-Apr-2012 Pivot 1 day 3 day R1 1.1016 1.1067 PP 1.1016 1.1050 S1 1.1016 1.1033

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