CME Swiss Franc Future June 2011

Trading Metrics calculated at close of trading on 17-Feb-2011

Day Change Summary
	Previous	Current
	16-Feb-2011	17-Feb-2011	Change	Change %	Previous Week
Open	1.0366	1.0454	0.0088	0.8%	1.0472
High	1.0470	1.0564	0.0094	0.9%	1.0504
Low	1.0283	1.0428	0.0145	1.4%	1.0268
Close	1.0444	1.0544	0.0100	1.0%	1.0279
Range	0.0187	0.0136	-0.0051	-27.3%	0.0236
ATR	0.0090	0.0093	0.0003	3.7%	0.0000
Volume	39	239	200	512.8%	174

Daily Pivots for day following 17-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0920	1.0868	1.0619
R3	1.0784	1.0732	1.0581
R2	1.0648	1.0648	1.0569
R1	1.0596	1.0596	1.0556	1.0622
PP	1.0512	1.0512	1.0512	1.0525
S1	1.0460	1.0460	1.0532	1.0486
S2	1.0376	1.0376	1.0519
S3	1.0240	1.0324	1.0507
S4	1.0104	1.0188	1.0469

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	1.0564	1.0268	0.0296	2.8%	0.0099	0.9%	93%	True	False	79
10	1.0590	1.0268	0.0322	3.1%	0.0097	0.9%	86%	False	False	55
20	1.0730	1.0268	0.0462	4.4%	0.0080	0.8%	60%	False	False	41
40	1.0735	1.0250	0.0485	4.6%	0.0076	0.7%	61%	False	False	30

Crabel Price Patterns
NR	True
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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1142
2.618	1.0920
1.618	1.0784
1.000	1.0700
0.618	1.0648
HIGH	1.0564
0.618	1.0512
0.500	1.0496
0.382	1.0480
LOW	1.0428
0.618	1.0344
1.000	1.0292
1.618	1.0208
2.618	1.0072
4.250	0.9850

Fisher Pivots for day following 17-Feb-2011
Pivot	1 day	3 day
R1	1.0528	1.0504
PP	1.0512	1.0464
S1	1.0496	1.0424

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

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