CME Swiss Franc Future December 2012

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Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary Previous Current 02-Jul-2012 03-Jul-2012 Change Change % Previous Week Open 1.0525 1.0550 0.0025 0.2% 1.0443 High 1.0525 1.0550 0.0025 0.2% 1.0606 Low 1.0525 1.0550 0.0025 0.2% 1.0398 Close 1.0525 1.0550 0.0025 0.2% 1.0589 Range ATR 0.0062 0.0060 -0.0003 -4.3% 0.0000 Volume 2 2 0 0.0% 450
Daily Pivots for day following 03-Jul-2012 Classic Woodie Camarilla DeMark R4 1.0550 1.0550 1.0550 R3 1.0550 1.0550 1.0550 R2 1.0550 1.0550 1.0550 R1 1.0550 1.0550 1.0550 1.0550 PP 1.0550 1.0550 1.0550 1.0550 S1 1.0550 1.0550 1.0550 1.0550 S2 1.0550 1.0550 1.0550 S3 1.0550 1.0550 1.0550 S4 1.0550 1.0550 1.0550	Weekly Pivots for week ending 29-Jun-2012 Classic Woodie Camarilla DeMark R4 1.1155 1.1080 1.0703 R3 1.0947 1.0872 1.0646 R2 1.0739 1.0739 1.0627 R1 1.0664 1.0664 1.0608 1.0702 PP 1.0531 1.0531 1.0531 1.0550 S1 1.0456 1.0456 1.0570 1.0494 S2 1.0323 1.0323 1.0551 S3 1.0115 1.0248 1.0532 S4 0.9907 1.0040 1.0475
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0606 1.0398 0.0208 2.0% 0.0013 0.1% 73% False False 84 10 1.0635 1.0398 0.0237 2.2% 0.0019 0.2% 64% False False 46 20 1.0730 1.0398 0.0332 3.1% 0.0018 0.2% 46% False False 23 40 1.0886 1.0350 0.0536 5.1% 0.0010 0.1% 37% False False 12 60 1.1081 1.0350 0.0731 6.9% 0.0008 0.1% 27% False False 8
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 0.0002	Fibonacci Retracements and Extensions 4.250 1.0550 2.618 1.0550 1.618 1.0550 1.000 1.0550 0.618 1.0550 HIGH 1.0550 0.618 1.0550 0.500 1.0550 0.382 1.0550 LOW 1.0550 0.618 1.0550 1.000 1.0550 1.618 1.0550 2.618 1.0550 4.250 1.0550
Fisher Pivots for day following 03-Jul-2012 Pivot 1 day 3 day R1 1.0550 1.0566 PP 1.0550 1.0560 S1 1.0550 1.0555

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