CME Swiss Franc Future June 2011

Trading Metrics calculated at close of trading on 16-Feb-2011

Day Change Summary
	Previous	Current
	15-Feb-2011	16-Feb-2011	Change	Change %	Previous Week
Open	1.0309	1.0366	0.0057	0.6%	1.0472
High	1.0368	1.0470	0.0102	1.0%	1.0504
Low	1.0308	1.0283	-0.0025	-0.2%	1.0268
Close	1.0354	1.0444	0.0090	0.9%	1.0279
Range	0.0060	0.0187	0.0127	211.7%	0.0236
ATR	0.0082	0.0090	0.0007	9.1%	0.0000
Volume	30	39	9	30.0%	174

Daily Pivots for day following 16-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0960	1.0889	1.0547
R3	1.0773	1.0702	1.0495
R2	1.0586	1.0586	1.0478
R1	1.0515	1.0515	1.0461	1.0551
PP	1.0399	1.0399	1.0399	1.0417
S1	1.0328	1.0328	1.0427	1.0364
S2	1.0212	1.0212	1.0410
S3	1.0025	1.0141	1.0393
S4	0.9838	0.9954	1.0341

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1058	1.0905	1.0409
R3	1.0822	1.0669	1.0344
R2	1.0586	1.0586	1.0322
R1	1.0433	1.0433	1.0301	1.0392
PP	1.0350	1.0350	1.0350	1.0330
S1	1.0197	1.0197	1.0257	1.0156
S2	1.0114	1.0114	1.0236
S3	0.9878	0.9961	1.0214
S4	0.9642	0.9725	1.0149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0470	1.0268	0.0202	1.9%	0.0095	0.9%	87%	True	False	47
10	1.0650	1.0268	0.0382	3.7%	0.0093	0.9%	46%	False	False	41
20	1.0730	1.0268	0.0462	4.4%	0.0078	0.7%	38%	False	False	29
40	1.0735	1.0250	0.0485	4.6%	0.0074	0.7%	40%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	1.1265
2.618	1.0960
1.618	1.0773
1.000	1.0657
0.618	1.0586
HIGH	1.0470
0.618	1.0399
0.500	1.0377
0.382	1.0354
LOW	1.0283
0.618	1.0167
1.000	1.0096
1.618	0.9980
2.618	0.9793
4.250	0.9488

Fisher Pivots for day following 16-Feb-2011
Pivot	1 day	3 day
R1	1.0422	1.0420
PP	1.0399	1.0396
S1	1.0377	1.0373

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

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