CME Swiss Franc Future September 2013

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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 1.0857 1.0896 0.0039 0.4% 1.0989 High 1.0857 1.0896 0.0039 0.4% 1.0989 Low 1.0857 1.0896 0.0039 0.4% 1.0847 Close 1.0857 1.0896 0.0039 0.4% 1.0857 Range ATR 0.0030 0.0031 0.0001 2.2% 0.0000 Volume 1 1 0 0.0% 4
Daily Pivots for day following 07-Jan-2013 Classic Woodie Camarilla DeMark R4 1.0896 1.0896 1.0896 R3 1.0896 1.0896 1.0896 R2 1.0896 1.0896 1.0896 R1 1.0896 1.0896 1.0896 1.0896 PP 1.0896 1.0896 1.0896 1.0896 S1 1.0896 1.0896 1.0896 1.0896 S2 1.0896 1.0896 1.0896 S3 1.0896 1.0896 1.0896 S4 1.0896 1.0896 1.0896	Weekly Pivots for week ending 04-Jan-2013 Classic Woodie Camarilla DeMark R4 1.1324 1.1232 1.0935 R3 1.1182 1.1090 1.0896 R2 1.1040 1.1040 1.0883 R1 1.0948 1.0948 1.0870 1.0923 PP 1.0898 1.0898 1.0898 1.0885 S1 1.0806 1.0806 1.0844 1.0781 S2 1.0756 1.0756 1.0831 S3 1.0614 1.0664 1.0818 S4 1.0472 1.0522 1.0779
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0989 1.0847 0.0142 1.3% 0.0000 0.0% 35% False False 1 10 1.1013 1.0847 0.0166 1.5% 0.0000 0.0% 30% False False 1 20 1.1025 1.0764 0.0261 2.4% 0.0000 0.0% 51% False False 1 40 1.1025 1.0602 0.0423 3.9% 0.0000 0.0% 70% 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 1.0896 2.618 1.0896 1.618 1.0896 1.000 1.0896 0.618 1.0896 HIGH 1.0896 0.618 1.0896 0.500 1.0896 0.382 1.0896 LOW 1.0896 0.618 1.0896 1.000 1.0896 1.618 1.0896 2.618 1.0896 4.250 1.0896
Fisher Pivots for day following 07-Jan-2013 Pivot 1 day 3 day R1 1.0896 1.0888 PP 1.0896 1.0880 S1 1.0896 1.0872

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