CME Swiss Franc Future September 2013

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Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary Previous Current 26-Feb-2013 27-Feb-2013 Change Change % Previous Week Open 1.0758 1.0768 0.0010 0.1% 1.0861 High 1.0758 1.0768 0.0010 0.1% 1.0861 Low 1.0758 1.0768 0.0010 0.1% 1.0757 Close 1.0758 1.0768 0.0010 0.1% 1.0774 Range ATR 0.0028 0.0027 -0.0001 -4.6% 0.0000 Volume 4 1 -3 -75.0% 7
Daily Pivots for day following 27-Feb-2013 Classic Woodie Camarilla DeMark R4 1.0768 1.0768 1.0768 R3 1.0768 1.0768 1.0768 R2 1.0768 1.0768 1.0768 R1 1.0768 1.0768 1.0768 1.0768 PP 1.0768 1.0768 1.0768 1.0768 S1 1.0768 1.0768 1.0768 1.0768 S2 1.0768 1.0768 1.0768 S3 1.0768 1.0768 1.0768 S4 1.0768 1.0768 1.0768	Weekly Pivots for week ending 22-Feb-2013 Classic Woodie Camarilla DeMark R4 1.1109 1.1046 1.0831 R3 1.1005 1.0942 1.0803 R2 1.0901 1.0901 1.0793 R1 1.0838 1.0838 1.0784 1.0818 PP 1.0797 1.0797 1.0797 1.0787 S1 1.0734 1.0734 1.0764 1.0714 S2 1.0693 1.0693 1.0755 S3 1.0589 1.0630 1.0745 S4 1.0485 1.0526 1.0717
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0779 1.0757 0.0022 0.2% 0.0004 0.0% 50% False False 2 10 1.0927 1.0757 0.0170 1.6% 0.0002 0.0% 6% False False 1 20 1.1048 1.0757 0.0291 2.7% 0.0001 0.0% 4% False False 1 40 1.1048 1.0727 0.0321 3.0% 0.0001 0.0% 13% False False 1 60 1.1048 1.0727 0.0321 3.0% 0.0000 0.0% 13% False False 1 80 1.1048 1.0602 0.0446 4.1% 0.0001 0.0% 37% 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 True 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.0768 2.618 1.0768 1.618 1.0768 1.000 1.0768 0.618 1.0768 HIGH 1.0768 0.618 1.0768 0.500 1.0768 0.382 1.0768 LOW 1.0768 0.618 1.0768 1.000 1.0768 1.618 1.0768 2.618 1.0768 4.250 1.0768
Fisher Pivots for day following 27-Feb-2013 Pivot 1 day 3 day R1 1.0768 1.0767 PP 1.0768 1.0766 S1 1.0768 1.0766

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