CME Swiss Franc Future June 2013

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Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary Previous Current 02-Jan-2013 03-Jan-2013 Change Change % Previous Week Open 1.0918 1.0829 -0.0089 -0.8% 1.0969 High 1.0918 1.0829 -0.0089 -0.8% 1.1016 Low 1.0918 1.0829 -0.0089 -0.8% 1.0969 Close 1.0918 1.0829 -0.0089 -0.8% 1.0984 Range ATR 0.0034 0.0038 0.0004 11.3% 0.0000 Volume 3 3 0 0.0% 19
Daily Pivots for day following 03-Jan-2013 Classic Woodie Camarilla DeMark R4 1.0829 1.0829 1.0829 R3 1.0829 1.0829 1.0829 R2 1.0829 1.0829 1.0829 R1 1.0829 1.0829 1.0829 1.0829 PP 1.0829 1.0829 1.0829 1.0829 S1 1.0829 1.0829 1.0829 1.0829 S2 1.0829 1.0829 1.0829 S3 1.0829 1.0829 1.0829 S4 1.0829 1.0829 1.0829	Weekly Pivots for week ending 28-Dec-2012 Classic Woodie Camarilla DeMark R4 1.1131 1.1104 1.1010 R3 1.1084 1.1057 1.0997 R2 1.1037 1.1037 1.0993 R1 1.1010 1.1010 1.0988 1.1024 PP 1.0990 1.0990 1.0990 1.0996 S1 1.0963 1.0963 1.0980 1.0977 S2 1.0943 1.0943 1.0975 S3 1.0896 1.0916 1.0971 S4 1.0849 1.0869 1.0958
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1016 1.0829 0.0187 1.7% 0.0008 0.1% 0% False True 2 10 1.1016 1.0829 0.0187 1.7% 0.0013 0.1% 0% False True 8 20 1.1016 1.0741 0.0275 2.5% 0.0015 0.1% 32% False False 5 40 1.1016 1.0581 0.0435 4.0% 0.0008 0.1% 57% False False 3 60 1.1016 1.0581 0.0435 4.0% 0.0005 0.1% 57% False False 2 80 1.1016 1.0581 0.0435 4.0% 0.0004 0.0% 57% False False 2
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 0.0001	Fibonacci Retracements and Extensions 4.250 1.0829 2.618 1.0829 1.618 1.0829 1.000 1.0829 0.618 1.0829 HIGH 1.0829 0.618 1.0829 0.500 1.0829 0.382 1.0829 LOW 1.0829 0.618 1.0829 1.000 1.0829 1.618 1.0829 2.618 1.0829 4.250 1.0829
Fisher Pivots for day following 03-Jan-2013 Pivot 1 day 3 day R1 1.0829 1.0903 PP 1.0829 1.0878 S1 1.0829 1.0854

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