CME Swiss Franc Future September 2013

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Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary Previous Current 31-Dec-2012 02-Jan-2013 Change Change % Previous Week Open 1.0989 1.0937 -0.0052 -0.5% 1.0991 High 1.0989 1.0937 -0.0052 -0.5% 1.1013 Low 1.0989 1.0937 -0.0052 -0.5% 1.0991 Close 1.0989 1.0937 -0.0052 -0.5% 1.1006 Range ATR 0.0025 0.0027 0.0002 7.7% 0.0000 Volume 1 1 0 0.0% 4
Daily Pivots for day following 02-Jan-2013 Classic Woodie Camarilla DeMark R4 1.0937 1.0937 1.0937 R3 1.0937 1.0937 1.0937 R2 1.0937 1.0937 1.0937 R1 1.0937 1.0937 1.0937 1.0937 PP 1.0937 1.0937 1.0937 1.0937 S1 1.0937 1.0937 1.0937 1.0937 S2 1.0937 1.0937 1.0937 S3 1.0937 1.0937 1.0937 S4 1.0937 1.0937 1.0937	Weekly Pivots for week ending 28-Dec-2012 Classic Woodie Camarilla DeMark R4 1.1069 1.1060 1.1018 R3 1.1047 1.1038 1.1012 R2 1.1025 1.1025 1.1010 R1 1.1016 1.1016 1.1008 1.1021 PP 1.1003 1.1003 1.1003 1.1006 S1 1.0994 1.0994 1.1004 1.0999 S2 1.0981 1.0981 1.1002 S3 1.0959 1.0972 1.1000 S4 1.0937 1.0950 1.0994
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1013 1.0937 0.0076 0.7% 0.0000 0.0% 0% False True 1 10 1.1025 1.0937 0.0088 0.8% 0.0000 0.0% 0% False True 1 20 1.1025 1.0764 0.0261 2.4% 0.0000 0.0% 66% False False 1 40 1.1025 1.0602 0.0423 3.9% 0.0000 0.0% 79% False False 1
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 1.0937 2.618 1.0937 1.618 1.0937 1.000 1.0937 0.618 1.0937 HIGH 1.0937 0.618 1.0937 0.500 1.0937 0.382 1.0937 LOW 1.0937 0.618 1.0937 1.000 1.0937 1.618 1.0937 2.618 1.0937 4.250 1.0937
Fisher Pivots for day following 02-Jan-2013 Pivot 1 day 3 day R1 1.0937 1.0972 PP 1.0937 1.0960 S1 1.0937 1.0949

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