You probably like using a highlighter when it comes to working on the exam case study, however you are not being examined on the skill of how nice your case study is going to look.
If you think logically you will actually highlight most of the case study given they are written to cover as many areas of the course as possible. So what makes more sense is to annotate your case study as you go along, looking for links to subject topics and content that you have covered. This should then make it easier to pull this knowledge together when you require it for a question and you can make better, more applied points showing good linkages of the subject knowledge.
My tips for the exam would be:
1. Read the case study (quickly)
2. Skim read the questions on the exam paper
3. Read and now annotate your case study (take about 5 mins to complete this)
4. Now answer the questions and refer back to the points that you will have already drawn out from the case study.
Remember if you can perform any calculations from the data, quickly do this, as using this in an answer (where relevant) will instantly show the use of application.