CME Swiss Franc Future December 2013

Trading Metrics calculated at close of trading on 26-Jun-2013

Day Change Summary
	Previous	Current
	25-Jun-2013	26-Jun-2013	Change	Change %	Previous Week
Open	1.0680	1.0625	-0.0055	-0.5%	1.0839
High	1.0686	1.0625	-0.0061	-0.6%	1.0903
Low	1.0655	1.0623	-0.0032	-0.3%	1.0699
Close	1.0686	1.0623	-0.0063	-0.6%	1.0727
Range	0.0031	0.0002	-0.0029	-93.5%	0.0204
ATR	0.0074	0.0073	-0.0001	-1.1%	0.0000
Volume	6	8	2	33.3%	39

Daily Pivots for day following 26-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0630	1.0628	1.0624
R3	1.0628	1.0626	1.0624
R2	1.0626	1.0626	1.0623
R1	1.0624	1.0624	1.0623	1.0624
PP	1.0624	1.0624	1.0624	1.0624
S1	1.0622	1.0622	1.0623	1.0622
S2	1.0622	1.0622	1.0623
S3	1.0620	1.0620	1.0622
S4	1.0618	1.0618	1.0622

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1388	1.1262	1.0839
R3	1.1184	1.1058	1.0783
R2	1.0980	1.0980	1.0764
R1	1.0854	1.0854	1.0746	1.0815
PP	1.0776	1.0776	1.0776	1.0757
S1	1.0650	1.0650	1.0708	1.0611
S2	1.0572	1.0572	1.0690
S3	1.0368	1.0446	1.0671
S4	1.0164	1.0242	1.0615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0810	1.0623	0.0187	1.8%	0.0039	0.4%	0%	False	True	9
10	1.0963	1.0623	0.0340	3.2%	0.0046	0.4%	0%	False	True	5
20	1.0963	1.0444	0.0519	4.9%	0.0023	0.2%	34%	False	False	3
40	1.0963	1.0230	0.0733	6.9%	0.0013	0.1%	54%	False	False	2

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0005
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0634
2.618	1.0630
1.618	1.0628
1.000	1.0627
0.618	1.0626
HIGH	1.0625
0.618	1.0624
0.500	1.0624
0.382	1.0624
LOW	1.0623
0.618	1.0622
1.000	1.0621
1.618	1.0620
2.618	1.0618
4.250	1.0615

Fisher Pivots for day following 26-Jun-2013
Pivot	1 day	3 day
R1	1.0624	1.0687
PP	1.0624	1.0665
S1	1.0623	1.0644

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These figures are updated between 7pm and 10pm EST after a trading day.

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