CME Swiss Franc Future March 2013

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Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary Previous Current 25-Oct-2012 26-Oct-2012 Change Change % Previous Week Open 1.0728 1.0717 -0.0011 -0.1% 1.0825 High 1.0728 1.0717 -0.0011 -0.1% 1.0825 Low 1.0728 1.0717 -0.0011 -0.1% 1.0708 Close 1.0728 1.0717 -0.0011 -0.1% 1.0717 Range ATR 0.0045 0.0043 -0.0002 -5.4% 0.0000 Volume 16 2 -14 -87.5% 46
Daily Pivots for day following 26-Oct-2012 Classic Woodie Camarilla DeMark R4 1.0717 1.0717 1.0717 R3 1.0717 1.0717 1.0717 R2 1.0717 1.0717 1.0717 R1 1.0717 1.0717 1.0717 1.0717 PP 1.0717 1.0717 1.0717 1.0717 S1 1.0717 1.0717 1.0717 1.0717 S2 1.0717 1.0717 1.0717 S3 1.0717 1.0717 1.0717 S4 1.0717 1.0717 1.0717	Weekly Pivots for week ending 26-Oct-2012 Classic Woodie Camarilla DeMark R4 1.1101 1.1026 1.0781 R3 1.0984 1.0909 1.0749 R2 1.0867 1.0867 1.0738 R1 1.0792 1.0792 1.0728 1.0771 PP 1.0750 1.0750 1.0750 1.0740 S1 1.0675 1.0675 1.0706 1.0654 S2 1.0633 1.0633 1.0696 S3 1.0516 1.0558 1.0685 S4 1.0399 1.0441 1.0653
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0825 1.0708 0.0117 1.1% 0.0026 0.2% 8% False False 9 10 1.0874 1.0708 0.0166 1.5% 0.0013 0.1% 5% False False 6 20 1.0874 1.0647 0.0227 2.1% 0.0017 0.2% 31% False False 6 40 1.0874 1.0510 0.0364 3.4% 0.0016 0.2% 57% False False 4 60 1.0874 1.0288 0.0586 5.5% 0.0011 0.1% 73% False False 3
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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.0717 2.618 1.0717 1.618 1.0717 1.000 1.0717 0.618 1.0717 HIGH 1.0717 0.618 1.0717 0.500 1.0717 0.382 1.0717 LOW 1.0717 0.618 1.0717 1.000 1.0717 1.618 1.0717 2.618 1.0717 4.250 1.0717
Fisher Pivots for day following 26-Oct-2012 Pivot 1 day 3 day R1 1.0717 1.0730 PP 1.0717 1.0725 S1 1.0717 1.0721

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