CME Swiss Franc Future December 2012

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Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary Previous Current 30-May-2012 31-May-2012 Change Change % Previous Week Open 1.0362 1.0350 -0.0012 -0.1% 1.0694 High 1.0374 1.0350 -0.0024 -0.2% 1.0694 Low 1.0362 1.0350 -0.0012 -0.1% 1.0474 Close 1.0374 1.0350 -0.0024 -0.2% 1.0474 Range 0.0012 0.0000 -0.0012 -100.0% 0.0220 ATR 0.0043 0.0041 -0.0001 -3.1% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 31-May-2012 Classic Woodie Camarilla DeMark R4 1.0350 1.0350 1.0350 R3 1.0350 1.0350 1.0350 R2 1.0350 1.0350 1.0350 R1 1.0350 1.0350 1.0350 1.0350 PP 1.0350 1.0350 1.0350 1.0350 S1 1.0350 1.0350 1.0350 1.0350 S2 1.0350 1.0350 1.0350 S3 1.0350 1.0350 1.0350 S4 1.0350 1.0350 1.0350	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 1.0480 1.0350 0.0130 1.3% 0.0002 0.0% 0% False True 1 10 1.0694 1.0350 0.0344 3.3% 0.0001 0.0% 0% False True 1 20 1.0984 1.0350 0.0634 6.1% 0.0002 0.0% 0% False True 1 40 1.1081 1.0350 0.0731 7.1% 0.0004 0.0% 0% False True 1
Crabel Price Patterns NR True 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 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0350 2.618 1.0350 1.618 1.0350 1.000 1.0350 0.618 1.0350 HIGH 1.0350 0.618 1.0350 0.500 1.0350 0.382 1.0350 LOW 1.0350 0.618 1.0350 1.000 1.0350 1.618 1.0350 2.618 1.0350 4.250 1.0350
Fisher Pivots for day following 31-May-2012 Pivot 1 day 3 day R1 1.0350 1.0407 PP 1.0350 1.0388 S1 1.0350 1.0369

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