CME Swiss Franc Future December 2012

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Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary Previous Current 11-Jun-2012 12-Jun-2012 Change Change % Previous Week Open 1.0463 1.0469 0.0006 0.1% 1.0461 High 1.0463 1.0469 0.0006 0.1% 1.0547 Low 1.0463 1.0469 0.0006 0.1% 1.0421 Close 1.0463 1.0469 0.0006 0.1% 1.0472 Range ATR 0.0045 0.0042 -0.0003 -6.2% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 12-Jun-2012 Classic Woodie Camarilla DeMark R4 1.0469 1.0469 1.0469 R3 1.0469 1.0469 1.0469 R2 1.0469 1.0469 1.0469 R1 1.0469 1.0469 1.0469 1.0469 PP 1.0469 1.0469 1.0469 1.0469 S1 1.0469 1.0469 1.0469 1.0469 S2 1.0469 1.0469 1.0469 S3 1.0469 1.0469 1.0469 S4 1.0469 1.0469 1.0469	Weekly Pivots for week ending 08-Jun-2012 Classic Woodie Camarilla DeMark R4 1.0858 1.0791 1.0541 R3 1.0732 1.0665 1.0507 R2 1.0606 1.0606 1.0495 R1 1.0539 1.0539 1.0484 1.0573 PP 1.0480 1.0480 1.0480 1.0497 S1 1.0413 1.0413 1.0460 1.0447 S2 1.0354 1.0354 1.0449 S3 1.0228 1.0287 1.0437 S4 1.0102 1.0161 1.0403
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0547 1.0463 0.0084 0.8% 0.0000 0.0% 7% False False 1 10 1.0547 1.0350 0.0197 1.9% 0.0001 0.0% 60% False False 1 20 1.0694 1.0350 0.0344 3.3% 0.0001 0.0% 35% False False 1 40 1.1081 1.0350 0.0731 7.0% 0.0001 0.0% 16% False False 1 60 1.1117 1.0350 0.0767 7.3% 0.0002 0.0% 16% 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 True 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.0469 2.618 1.0469 1.618 1.0469 1.000 1.0469 0.618 1.0469 HIGH 1.0469 0.618 1.0469 0.500 1.0469 0.382 1.0469 LOW 1.0469 0.618 1.0469 1.000 1.0469 1.618 1.0469 2.618 1.0469 4.250 1.0469
Fisher Pivots for day following 12-Jun-2012 Pivot 1 day 3 day R1 1.0469 1.0469 PP 1.0469 1.0468 S1 1.0469 1.0468

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