CME Swiss Franc Future March 2013

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Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary Previous Current 27-Sep-2012 28-Sep-2012 Change Change % Previous Week Open 1.0666 1.0667 0.0001 0.0% 1.0686 High 1.0704 1.0667 -0.0037 -0.3% 1.0719 Low 1.0664 1.0667 0.0003 0.0% 1.0664 Close 1.0704 1.0667 -0.0037 -0.3% 1.0667 Range 0.0040 0.0000 -0.0040 -100.0% 0.0055 ATR 0.0041 0.0040 0.0000 -0.6% 0.0000 Volume 1 4 3 300.0% 16
Daily Pivots for day following 28-Sep-2012 Classic Woodie Camarilla DeMark R4 1.0667 1.0667 1.0667 R3 1.0667 1.0667 1.0667 R2 1.0667 1.0667 1.0667 R1 1.0667 1.0667 1.0667 1.0667 PP 1.0667 1.0667 1.0667 1.0667 S1 1.0667 1.0667 1.0667 1.0667 S2 1.0667 1.0667 1.0667 S3 1.0667 1.0667 1.0667 S4 1.0667 1.0667 1.0667	Weekly Pivots for week ending 28-Sep-2012 Classic Woodie Camarilla DeMark R4 1.0848 1.0813 1.0697 R3 1.0793 1.0758 1.0682 R2 1.0738 1.0738 1.0677 R1 1.0703 1.0703 1.0672 1.0693 PP 1.0683 1.0683 1.0683 1.0679 S1 1.0648 1.0648 1.0662 1.0638 S2 1.0628 1.0628 1.0657 S3 1.0573 1.0593 1.0652 S4 1.0518 1.0538 1.0637
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0719 1.0664 0.0055 0.5% 0.0015 0.1% 5% False False 3 10 1.0813 1.0664 0.0149 1.4% 0.0013 0.1% 2% False False 3 20 1.0818 1.0510 0.0308 2.9% 0.0016 0.1% 51% False False 3 40 1.0818 1.0288 0.0530 5.0% 0.0008 0.1% 72% False False 2
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0667 2.618 1.0667 1.618 1.0667 1.000 1.0667 0.618 1.0667 HIGH 1.0667 0.618 1.0667 0.500 1.0667 0.382 1.0667 LOW 1.0667 0.618 1.0667 1.000 1.0667 1.618 1.0667 2.618 1.0667 4.250 1.0667
Fisher Pivots for day following 28-Sep-2012 Pivot 1 day 3 day R1 1.0667 1.0684 PP 1.0667 1.0678 S1 1.0667 1.0673

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