CME Swiss Franc Future December 2012

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Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary Previous Current 05-Jun-2012 06-Jun-2012 Change Change % Previous Week Open 1.0421 1.0506 0.0085 0.8% 1.0463 High 1.0421 1.0506 0.0085 0.8% 1.0463 Low 1.0421 1.0506 0.0085 0.8% 1.0350 Close 1.0421 1.0506 0.0085 0.8% 1.0395 Range ATR 0.0043 0.0046 0.0003 7.0% 0.0000 Volume 1 1 0 0.0% 4
Daily Pivots for day following 06-Jun-2012 Classic Woodie Camarilla DeMark R4 1.0506 1.0506 1.0506 R3 1.0506 1.0506 1.0506 R2 1.0506 1.0506 1.0506 R1 1.0506 1.0506 1.0506 1.0506 PP 1.0506 1.0506 1.0506 1.0506 S1 1.0506 1.0506 1.0506 1.0506 S2 1.0506 1.0506 1.0506 S3 1.0506 1.0506 1.0506 S4 1.0506 1.0506 1.0506	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 1.0506 1.0350 0.0156 1.5% 0.0000 0.0% 100% True False 1 10 1.0522 1.0350 0.0172 1.6% 0.0001 0.0% 91% False False 1 20 1.0822 1.0350 0.0472 4.5% 0.0002 0.0% 33% False False 1 40 1.1081 1.0350 0.0731 7.0% 0.0004 0.0% 21% 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 1.0506 2.618 1.0506 1.618 1.0506 1.000 1.0506 0.618 1.0506 HIGH 1.0506 0.618 1.0506 0.500 1.0506 0.382 1.0506 LOW 1.0506 0.618 1.0506 1.000 1.0506 1.618 1.0506 2.618 1.0506 4.250 1.0506
Fisher Pivots for day following 06-Jun-2012 Pivot 1 day 3 day R1 1.0506 1.0492 PP 1.0506 1.0478 S1 1.0506 1.0464

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