CME Swiss Franc Future December 2012

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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 1.0634 1.0627 -0.0007 -0.1% 1.0903 High 1.0634 1.0627 -0.0007 -0.1% 1.0903 Low 1.0634 1.0627 -0.0007 -0.1% 1.0797 Close 1.0634 1.0627 -0.0007 -0.1% 1.0797 Range ATR 0.0038 0.0036 -0.0002 -5.8% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 17-May-2012 Classic Woodie Camarilla DeMark R4 1.0627 1.0627 1.0627 R3 1.0627 1.0627 1.0627 R2 1.0627 1.0627 1.0627 R1 1.0627 1.0627 1.0627 1.0627 PP 1.0627 1.0627 1.0627 1.0627 S1 1.0627 1.0627 1.0627 1.0627 S2 1.0627 1.0627 1.0627 S3 1.0627 1.0627 1.0627 S4 1.0627 1.0627 1.0627	Weekly Pivots for week ending 11-May-2012 Classic Woodie Camarilla DeMark R4 1.1150 1.1080 1.0855 R3 1.1044 1.0974 1.0826 R2 1.0938 1.0938 1.0816 R1 1.0868 1.0868 1.0807 1.0850 PP 1.0832 1.0832 1.0832 1.0824 S1 1.0762 1.0762 1.0787 1.0744 S2 1.0726 1.0726 1.0778 S3 1.0620 1.0656 1.0768 S4 1.0514 1.0550 1.0739
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0797 1.0627 0.0170 1.6% 0.0000 0.0% 0% False True 1 10 1.0935 1.0627 0.0308 2.9% 0.0002 0.0% 0% False True 1 20 1.1081 1.0627 0.0454 4.3% 0.0001 0.0% 0% False True 1 40 1.1117 1.0627 0.0490 4.6% 0.0003 0.0% 0% False True 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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.0627 2.618 1.0627 1.618 1.0627 1.000 1.0627 0.618 1.0627 HIGH 1.0627 0.618 1.0627 0.500 1.0627 0.382 1.0627 LOW 1.0627 0.618 1.0627 1.000 1.0627 1.618 1.0627 2.618 1.0627 4.250 1.0627
Fisher Pivots for day following 17-May-2012 Pivot 1 day 3 day R1 1.0627 1.0636 PP 1.0627 1.0633 S1 1.0627 1.0630

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