CME Swiss Franc Future March 2012

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Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary Previous Current 18-Aug-2011 19-Aug-2011 Change Change % Previous Week Open 1.2746 1.2817 0.0071 0.6% 1.2670 High 1.2746 1.2817 0.0071 0.6% 1.2895 Low 1.2746 1.2817 0.0071 0.6% 1.2570 Close 1.2746 1.2817 0.0071 0.6% 1.2817 Range ATR 0.0177 0.0170 -0.0008 -4.3% 0.0000 Volume 52 52 0 0.0% 120
Daily Pivots for day following 19-Aug-2011 Classic Woodie Camarilla DeMark R4 1.2817 1.2817 1.2817 R3 1.2817 1.2817 1.2817 R2 1.2817 1.2817 1.2817 R1 1.2817 1.2817 1.2817 1.2817 PP 1.2817 1.2817 1.2817 1.2817 S1 1.2817 1.2817 1.2817 1.2817 S2 1.2817 1.2817 1.2817 S3 1.2817 1.2817 1.2817 S4 1.2817 1.2817 1.2817	Weekly Pivots for week ending 19-Aug-2011 Classic Woodie Camarilla DeMark R4 1.3736 1.3601 1.2996 R3 1.3411 1.3276 1.2906 R2 1.3086 1.3086 1.2877 R1 1.2951 1.2951 1.2847 1.3019 PP 1.2761 1.2761 1.2761 1.2794 S1 1.2626 1.2626 1.2787 1.2694 S2 1.2436 1.2436 1.2757 S3 1.2111 1.2301 1.2728 S4 1.1786 1.1976 1.2638
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2895 1.2570 0.0325 2.5% 0.0092 0.7% 76% False False 24 10 1.4099 1.2570 0.1529 11.9% 0.0100 0.8% 16% False False 16 20 1.4099 1.2436 0.1663 13.0% 0.0056 0.4% 23% False False 9 40 1.4099 1.1810 0.2289 17.9% 0.0029 0.2% 44% False False 5
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 1.2817 2.618 1.2817 1.618 1.2817 1.000 1.2817 0.618 1.2817 HIGH 1.2817 0.618 1.2817 0.500 1.2817 0.382 1.2817 LOW 1.2817 0.618 1.2817 1.000 1.2817 1.618 1.2817 2.618 1.2817 4.250 1.2817
Fisher Pivots for day following 19-Aug-2011 Pivot 1 day 3 day R1 1.2817 1.2776 PP 1.2817 1.2735 S1 1.2817 1.2694

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