CME Swiss Franc Future June 2013

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Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary Previous Current 07-Jan-2013 08-Jan-2013 Change Change % Previous Week Open 1.0878 1.0851 -0.0027 -0.2% 1.0976 High 1.0878 1.0851 -0.0027 -0.2% 1.0976 Low 1.0878 1.0851 -0.0027 -0.2% 1.0796 Close 1.0878 1.0851 -0.0027 -0.2% 1.0839 Range ATR 0.0039 0.0038 -0.0001 -2.2% 0.0000 Volume 7 7 0 0.0% 10
Daily Pivots for day following 08-Jan-2013 Classic Woodie Camarilla DeMark R4 1.0851 1.0851 1.0851 R3 1.0851 1.0851 1.0851 R2 1.0851 1.0851 1.0851 R1 1.0851 1.0851 1.0851 1.0851 PP 1.0851 1.0851 1.0851 1.0851 S1 1.0851 1.0851 1.0851 1.0851 S2 1.0851 1.0851 1.0851 S3 1.0851 1.0851 1.0851 S4 1.0851 1.0851 1.0851	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 1.0918 1.0796 0.0122 1.1% 0.0009 0.1% 45% False False 4 10 1.1016 1.0796 0.0220 2.0% 0.0008 0.1% 25% False False 4 20 1.1016 1.0753 0.0263 2.4% 0.0017 0.2% 37% False False 6 40 1.1016 1.0581 0.0435 4.0% 0.0009 0.1% 62% False False 3 60 1.1016 1.0581 0.0435 4.0% 0.0006 0.1% 62% False False 2 80 1.1016 1.0581 0.0435 4.0% 0.0005 0.0% 62% 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 0.0002	Fibonacci Retracements and Extensions 4.250 1.0851 2.618 1.0851 1.618 1.0851 1.000 1.0851 0.618 1.0851 HIGH 1.0851 0.618 1.0851 0.500 1.0851 0.382 1.0851 LOW 1.0851 0.618 1.0851 1.000 1.0851 1.618 1.0851 2.618 1.0851 4.250 1.0851
Fisher Pivots for day following 08-Jan-2013 Pivot 1 day 3 day R1 1.0851 1.0846 PP 1.0851 1.0842 S1 1.0851 1.0837

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