CME Swiss Franc Future December 2012

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Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary Previous Current 01-Jun-2012 04-Jun-2012 Change Change % Previous Week Open 1.0395 1.0461 0.0066 0.6% 1.0463 High 1.0395 1.0461 0.0066 0.6% 1.0463 Low 1.0395 1.0461 0.0066 0.6% 1.0350 Close 1.0395 1.0461 0.0066 0.6% 1.0395 Range ATR 0.0042 0.0043 0.0002 4.2% 0.0000 Volume 1 1 0 0.0% 4
Daily Pivots for day following 04-Jun-2012 Classic Woodie Camarilla DeMark R4 1.0461 1.0461 1.0461 R3 1.0461 1.0461 1.0461 R2 1.0461 1.0461 1.0461 R1 1.0461 1.0461 1.0461 1.0461 PP 1.0461 1.0461 1.0461 1.0461 S1 1.0461 1.0461 1.0461 1.0461 S2 1.0461 1.0461 1.0461 S3 1.0461 1.0461 1.0461 S4 1.0461 1.0461 1.0461	Weekly Pivots for week ending 01-Jun-2012 Classic Woodie Camarilla DeMark R4 1.0742 1.0681 1.0457 R3 1.0629 1.0568 1.0426 R2 1.0516 1.0516 1.0416 R1 1.0455 1.0455 1.0405 1.0429 PP 1.0403 1.0403 1.0403 1.0390 S1 1.0342 1.0342 1.0385 1.0316 S2 1.0290 1.0290 1.0374 S3 1.0177 1.0229 1.0364 S4 1.0064 1.0116 1.0333
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0463 1.0350 0.0113 1.1% 0.0002 0.0% 98% False False 1 10 1.0694 1.0350 0.0344 3.3% 0.0001 0.0% 32% False False 1 20 1.0903 1.0350 0.0553 5.3% 0.0002 0.0% 20% False False 1 40 1.1081 1.0350 0.0731 7.0% 0.0004 0.0% 15% 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 1.0461 2.618 1.0461 1.618 1.0461 1.000 1.0461 0.618 1.0461 HIGH 1.0461 0.618 1.0461 0.500 1.0461 0.382 1.0461 LOW 1.0461 0.618 1.0461 1.000 1.0461 1.618 1.0461 2.618 1.0461 4.250 1.0461
Fisher Pivots for day following 04-Jun-2012 Pivot 1 day 3 day R1 1.0461 1.0443 PP 1.0461 1.0424 S1 1.0461 1.0406

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