CME Swiss Franc Future September 2013

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Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary Previous Current 21-Dec-2012 24-Dec-2012 Change Change % Previous Week Open 1.0969 1.0991 0.0022 0.2% 1.0950 High 1.0969 1.0991 0.0022 0.2% 1.1025 Low 1.0969 1.0991 0.0022 0.2% 1.0950 Close 1.0969 1.0991 0.0022 0.2% 1.0969 Range ATR 0.0030 0.0030 -0.0001 -2.0% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Dec-2012 Classic Woodie Camarilla DeMark R4 1.0991 1.0991 1.0991 R3 1.0991 1.0991 1.0991 R2 1.0991 1.0991 1.0991 R1 1.0991 1.0991 1.0991 1.0991 PP 1.0991 1.0991 1.0991 1.0991 S1 1.0991 1.0991 1.0991 1.0991 S2 1.0991 1.0991 1.0991 S3 1.0991 1.0991 1.0991 S4 1.0991 1.0991 1.0991	Weekly Pivots for week ending 21-Dec-2012 Classic Woodie Camarilla DeMark R4 1.1206 1.1163 1.1010 R3 1.1131 1.1088 1.0990 R2 1.1056 1.1056 1.0983 R1 1.1013 1.1013 1.0976 1.1035 PP 1.0981 1.0981 1.0981 1.0992 S1 1.0938 1.0938 1.0962 1.0960 S2 1.0906 1.0906 1.0955 S3 1.0831 1.0863 1.0948 S4 1.0756 1.0788 1.0928
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1025 1.0969 0.0056 0.5% 0.0000 0.0% 39% False False 1 10 1.1025 1.0783 0.0242 2.2% 0.0000 0.0% 86% False False 1 20 1.1025 1.0764 0.0261 2.4% 0.0000 0.0% 87% False False 1 40 1.1025 1.0602 0.0423 3.8% 0.0002 0.0% 92% False False
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 0.0000	Fibonacci Retracements and Extensions 4.250 1.0991 2.618 1.0991 1.618 1.0991 1.000 1.0991 0.618 1.0991 HIGH 1.0991 0.618 1.0991 0.500 1.0991 0.382 1.0991 LOW 1.0991 0.618 1.0991 1.000 1.0991 1.618 1.0991 2.618 1.0991 4.250 1.0991
Fisher Pivots for day following 24-Dec-2012 Pivot 1 day 3 day R1 1.0991 1.0997 PP 1.0991 1.0995 S1 1.0991 1.0993

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