CME Swiss Franc Future December 2012

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Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary Previous Current 01-May-2012 02-May-2012 Change Change % Previous Week Open 1.1050 1.0989 -0.0061 -0.6% 1.0982 High 1.1050 1.0989 -0.0061 -0.6% 1.1081 Low 1.1050 1.0989 -0.0061 -0.6% 1.0982 Close 1.1050 1.0989 -0.0061 -0.6% 1.1081 Range ATR 0.0036 0.0038 0.0002 5.0% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 02-May-2012 Classic Woodie Camarilla DeMark R4 1.0989 1.0989 1.0989 R3 1.0989 1.0989 1.0989 R2 1.0989 1.0989 1.0989 R1 1.0989 1.0989 1.0989 1.0989 PP 1.0989 1.0989 1.0989 1.0989 S1 1.0989 1.0989 1.0989 1.0989 S2 1.0989 1.0989 1.0989 S3 1.0989 1.0989 1.0989 S4 1.0989 1.0989 1.0989	Weekly Pivots for week ending 27-Apr-2012 Classic Woodie Camarilla DeMark R4 1.1345 1.1312 1.1135 R3 1.1246 1.1213 1.1108 R2 1.1147 1.1147 1.1099 R1 1.1114 1.1114 1.1090 1.1131 PP 1.1048 1.1048 1.1048 1.1056 S1 1.1015 1.1015 1.1072 1.1032 S2 1.0949 1.0949 1.1063 S3 1.0850 1.0916 1.1054 S4 1.0751 1.0817 1.1027
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1081 1.0989 0.0092 0.8% 0.0000 0.0% 0% False True 1 10 1.1081 1.0971 0.0110 1.0% 0.0000 0.0% 16% False False 1 20 1.1081 1.0870 0.0211 1.9% 0.0006 0.1% 56% 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 1.0989 2.618 1.0989 1.618 1.0989 1.000 1.0989 0.618 1.0989 HIGH 1.0989 0.618 1.0989 0.500 1.0989 0.382 1.0989 LOW 1.0989 0.618 1.0989 1.000 1.0989 1.618 1.0989 2.618 1.0989 4.250 1.0989
Fisher Pivots for day following 02-May-2012 Pivot 1 day 3 day R1 1.0989 1.1025 PP 1.0989 1.1013 S1 1.0989 1.1001

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