CME Swiss Franc Future June 2011

Trading Metrics calculated at close of trading on 07-Feb-2011

Day Change Summary
	Previous	Current
	04-Feb-2011	07-Feb-2011	Change	Change %	Previous Week
Open	1.0579	1.0472	-0.0107	-1.0%	1.0633
High	1.0590	1.0472	-0.0118	-1.1%	1.0730
Low	1.0451	1.0471	0.0020	0.2%	1.0451
Close	1.0480	1.0484	0.0004	0.0%	1.0480
Range	0.0139	0.0001	-0.0138	-99.3%	0.0279
ATR	0.0087	0.0081	-0.0006	-6.4%	0.0000
Volume	12	27	15	125.0%	193

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0479	1.0482	1.0485
R3	1.0478	1.0481	1.0484
R2	1.0477	1.0477	1.0484
R1	1.0480	1.0480	1.0484	1.0479
PP	1.0476	1.0476	1.0476	1.0475
S1	1.0479	1.0479	1.0484	1.0478
S2	1.0475	1.0475	1.0484
S3	1.0474	1.0478	1.0484
S4	1.0473	1.0477	1.0483

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1391	1.1214	1.0633
R3	1.1112	1.0935	1.0557
R2	1.0833	1.0833	1.0531
R1	1.0656	1.0656	1.0506	1.0605
PP	1.0554	1.0554	1.0554	1.0528
S1	1.0377	1.0377	1.0454	1.0326
S2	1.0275	1.0275	1.0429
S3	0.9996	1.0098	1.0403
S4	0.9717	0.9819	1.0327

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0730	1.0451	0.0279	2.7%	0.0090	0.9%	12%	False	False	40
10	1.0730	1.0451	0.0279	2.7%	0.0075	0.7%	12%	False	False	30
20	1.0730	1.0250	0.0480	4.6%	0.0073	0.7%	49%	False	False	23
40	1.0735	1.0230	0.0505	4.8%	0.0062	0.6%	50%	False	False	19

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0476
2.618	1.0475
1.618	1.0474
1.000	1.0473
0.618	1.0473
HIGH	1.0472
0.618	1.0472
0.500	1.0472
0.382	1.0471
LOW	1.0471
0.618	1.0470
1.000	1.0470
1.618	1.0469
2.618	1.0468
4.250	1.0467

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	1.0480	1.0551
PP	1.0476	1.0528
S1	1.0472	1.0506

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

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