CME Swiss Franc Future December 2012

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Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary Previous Current 21-May-2012 22-May-2012 Change Change % Previous Week Open 1.0694 1.0637 -0.0057 -0.5% 1.0736 High 1.0694 1.0637 -0.0057 -0.5% 1.0736 Low 1.0694 1.0637 -0.0057 -0.5% 1.0627 Close 1.0694 1.0637 -0.0057 -0.5% 1.0650 Range ATR 0.0036 0.0037 0.0002 4.2% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 22-May-2012 Classic Woodie Camarilla DeMark R4 1.0637 1.0637 1.0637 R3 1.0637 1.0637 1.0637 R2 1.0637 1.0637 1.0637 R1 1.0637 1.0637 1.0637 1.0637 PP 1.0637 1.0637 1.0637 1.0637 S1 1.0637 1.0637 1.0637 1.0637 S2 1.0637 1.0637 1.0637 S3 1.0637 1.0637 1.0637 S4 1.0637 1.0637 1.0637	Weekly Pivots for week ending 18-May-2012 Classic Woodie Camarilla DeMark R4 1.0998 1.0933 1.0710 R3 1.0889 1.0824 1.0680 R2 1.0780 1.0780 1.0670 R1 1.0715 1.0715 1.0660 1.0693 PP 1.0671 1.0671 1.0671 1.0660 S1 1.0606 1.0606 1.0640 1.0584 S2 1.0562 1.0562 1.0630 S3 1.0453 1.0497 1.0620 S4 1.0344 1.0388 1.0590
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0694 1.0627 0.0067 0.6% 0.0000 0.0% 15% False False 1 10 1.0822 1.0627 0.0195 1.8% 0.0002 0.0% 5% False False 1 20 1.1081 1.0627 0.0454 4.3% 0.0001 0.0% 2% False False 1 40 1.1117 1.0627 0.0490 4.6% 0.0003 0.0% 2% 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 1.0637 2.618 1.0637 1.618 1.0637 1.000 1.0637 0.618 1.0637 HIGH 1.0637 0.618 1.0637 0.500 1.0637 0.382 1.0637 LOW 1.0637 0.618 1.0637 1.000 1.0637 1.618 1.0637 2.618 1.0637 4.250 1.0637
Fisher Pivots for day following 22-May-2012 Pivot 1 day 3 day R1 1.0637 1.0666 PP 1.0637 1.0656 S1 1.0637 1.0647

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