CME Swiss Franc Future December 2012

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Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary Previous Current 25-May-2012 29-May-2012 Change Change % Previous Week Open 1.0474 1.0463 -0.0011 -0.1% 1.0694 High 1.0474 1.0463 -0.0011 -0.1% 1.0694 Low 1.0474 1.0463 -0.0011 -0.1% 1.0474 Close 1.0474 1.0463 -0.0011 -0.1% 1.0474 Range ATR 0.0040 0.0038 -0.0002 -5.2% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-May-2012 Classic Woodie Camarilla DeMark R4 1.0463 1.0463 1.0463 R3 1.0463 1.0463 1.0463 R2 1.0463 1.0463 1.0463 R1 1.0463 1.0463 1.0463 1.0463 PP 1.0463 1.0463 1.0463 1.0463 S1 1.0463 1.0463 1.0463 1.0463 S2 1.0463 1.0463 1.0463 S3 1.0463 1.0463 1.0463 S4 1.0463 1.0463 1.0463	Weekly Pivots for week ending 25-May-2012 Classic Woodie Camarilla DeMark R4 1.1207 1.1061 1.0595 R3 1.0987 1.0841 1.0535 R2 1.0767 1.0767 1.0514 R1 1.0621 1.0621 1.0494 1.0584 PP 1.0547 1.0547 1.0547 1.0529 S1 1.0401 1.0401 1.0454 1.0364 S2 1.0327 1.0327 1.0434 S3 1.0107 1.0181 1.0414 S4 0.9887 0.9961 1.0353
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0637 1.0463 0.0174 1.7% 0.0000 0.0% 0% False True 1 10 1.0694 1.0463 0.0231 2.2% 0.0000 0.0% 0% False True 1 20 1.1050 1.0463 0.0587 5.6% 0.0001 0.0% 0% False True 1 40 1.1081 1.0463 0.0618 5.9% 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 1.0463 2.618 1.0463 1.618 1.0463 1.000 1.0463 0.618 1.0463 HIGH 1.0463 0.618 1.0463 0.500 1.0463 0.382 1.0463 LOW 1.0463 0.618 1.0463 1.000 1.0463 1.618 1.0463 2.618 1.0463 4.250 1.0463
Fisher Pivots for day following 29-May-2012 Pivot 1 day 3 day R1 1.0463 1.0472 PP 1.0463 1.0469 S1 1.0463 1.0466

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