CME Swiss Franc Future June 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jan-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Jan-2013 | 
                    07-Jan-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0822 | 
                        1.0878 | 
                        0.0056 | 
                        0.5% | 
                        1.0976 | 
                     
                    
                        | High | 
                        1.0839 | 
                        1.0878 | 
                        0.0039 | 
                        0.4% | 
                        1.0976 | 
                     
                    
                        | Low | 
                        1.0796 | 
                        1.0878 | 
                        0.0082 | 
                        0.8% | 
                        1.0796 | 
                     
                    
                        | Close | 
                        1.0839 | 
                        1.0878 | 
                        0.0039 | 
                        0.4% | 
                        1.0839 | 
                     
                    
                        | Range | 
                        0.0043 | 
                        0.0000 | 
                        -0.0043 | 
                        -100.0% | 
                        0.0180 | 
                     
                    
                        | ATR | 
                        0.0039 | 
                        0.0039 | 
                        0.0000 | 
                        0.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        3 | 
                        7 | 
                        4 | 
                        133.3% | 
                        10 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0878 | 
                1.0878 | 
                1.0878 | 
                 | 
             
            
                | R3 | 
                1.0878 | 
                1.0878 | 
                1.0878 | 
                 | 
             
            
                | R2 | 
                1.0878 | 
                1.0878 | 
                1.0878 | 
                 | 
             
            
                | R1 | 
                1.0878 | 
                1.0878 | 
                1.0878 | 
                1.0878 | 
             
            
                | PP | 
                1.0878 | 
                1.0878 | 
                1.0878 | 
                1.0878 | 
             
            
                | S1 | 
                1.0878 | 
                1.0878 | 
                1.0878 | 
                1.0878 | 
             
            
                | S2 | 
                1.0878 | 
                1.0878 | 
                1.0878 | 
                 | 
             
            
                | S3 | 
                1.0878 | 
                1.0878 | 
                1.0878 | 
                 | 
             
            
                | S4 | 
                1.0878 | 
                1.0878 | 
                1.0878 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1410 | 
                1.1305 | 
                1.0938 | 
                 | 
             
            
                | R3 | 
                1.1230 | 
                1.1125 | 
                1.0889 | 
                 | 
             
            
                | R2 | 
                1.1050 | 
                1.1050 | 
                1.0872 | 
                 | 
             
            
                | R1 | 
                1.0945 | 
                1.0945 | 
                1.0856 | 
                1.0908 | 
             
            
                | PP | 
                1.0870 | 
                1.0870 | 
                1.0870 | 
                1.0852 | 
             
            
                | S1 | 
                1.0765 | 
                1.0765 | 
                1.0823 | 
                1.0728 | 
             
            
                | S2 | 
                1.0690 | 
                1.0690 | 
                1.0806 | 
                 | 
             
            
                | S3 | 
                1.0510 | 
                1.0585 | 
                1.0790 | 
                 | 
             
            
                | S4 | 
                1.0330 | 
                1.0405 | 
                1.0740 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.0976 | 
                1.0796 | 
                0.0180 | 
                1.7% | 
                0.0010 | 
                0.1% | 
                46% | 
                False | 
                False | 
                3 | 
                 
                
                | 10 | 
                1.1016 | 
                1.0796 | 
                0.0220 | 
                2.0% | 
                0.0012 | 
                0.1% | 
                37% | 
                False | 
                False | 
                4 | 
                 
                
                | 20 | 
                1.1016 | 
                1.0741 | 
                0.0275 | 
                2.5% | 
                0.0017 | 
                0.2% | 
                50% | 
                False | 
                False | 
                5 | 
                 
                
                | 40 | 
                1.1016 | 
                1.0581 | 
                0.0435 | 
                4.0% | 
                0.0009 | 
                0.1% | 
                68% | 
                False | 
                False | 
                3 | 
                 
                
                | 60 | 
                1.1016 | 
                1.0581 | 
                0.0435 | 
                4.0% | 
                0.0006 | 
                0.1% | 
                68% | 
                False | 
                False | 
                2 | 
                 
                
                | 80 | 
                1.1016 | 
                1.0581 | 
                0.0435 | 
                4.0% | 
                0.0005 | 
                0.0% | 
                68% | 
                False | 
                False | 
                2 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0878 | 
         
        
            | 
2.618             | 
            1.0878 | 
         
        
            | 
1.618             | 
            1.0878 | 
         
        
            | 
1.000             | 
            1.0878 | 
         
        
            | 
0.618             | 
            1.0878 | 
         
        
            | 
HIGH             | 
            1.0878 | 
         
        
            | 
0.618             | 
            1.0878 | 
         
        
            | 
0.500             | 
            1.0878 | 
         
        
            | 
0.382             | 
            1.0878 | 
         
        
            | 
LOW             | 
            1.0878 | 
         
        
            | 
0.618             | 
            1.0878 | 
         
        
            | 
1.000             | 
            1.0878 | 
         
        
            | 
1.618             | 
            1.0878 | 
         
        
            | 
2.618             | 
            1.0878 | 
         
        
            | 
4.250             | 
            1.0878 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jan-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0878 | 
                                1.0864 | 
                             
                            
                                | PP | 
                                1.0878 | 
                                1.0851 | 
                             
                            
                                | S1 | 
                                1.0878 | 
                                1.0837 | 
                             
             
         |