CME Swiss Franc Future December 2013

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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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