CME Swiss Franc Future June 2011

Trading Metrics calculated at close of trading on 18-Feb-2011

Day Change Summary
	Previous	Current
	17-Feb-2011	18-Feb-2011	Change	Change %	Previous Week
Open	1.0454	1.0538	0.0084	0.8%	1.0276
High	1.0564	1.0592	0.0028	0.3%	1.0592
Low	1.0428	1.0497	0.0069	0.7%	1.0275
Close	1.0544	1.0589	0.0045	0.4%	1.0589
Range	0.0136	0.0095	-0.0041	-30.1%	0.0317
ATR	0.0093	0.0093	0.0000	0.2%	0.0000
Volume	239	95	-144	-60.3%	459

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0844	1.0812	1.0641
R3	1.0749	1.0717	1.0615
R2	1.0654	1.0654	1.0606
R1	1.0622	1.0622	1.0598	1.0638
PP	1.0559	1.0559	1.0559	1.0568
S1	1.0527	1.0527	1.0580	1.0543
S2	1.0464	1.0464	1.0572
S3	1.0369	1.0432	1.0563
S4	1.0274	1.0337	1.0537

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1436	1.1330	1.0763
R3	1.1119	1.1013	1.0676
R2	1.0802	1.0802	1.0647
R1	1.0696	1.0696	1.0618	1.0749
PP	1.0485	1.0485	1.0485	1.0512
S1	1.0379	1.0379	1.0560	1.0432
S2	1.0168	1.0168	1.0531
S3	0.9851	1.0062	1.0502
S4	0.9534	0.9745	1.0415

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0592	1.0275	0.0317	3.0%	0.0105	1.0%	99%	True	False	91
10	1.0592	1.0268	0.0324	3.1%	0.0092	0.9%	99%	True	False	63
20	1.0730	1.0268	0.0462	4.4%	0.0085	0.8%	69%	False	False	45
40	1.0735	1.0250	0.0485	4.6%	0.0079	0.7%	70%	False	False	31

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0996
2.618	1.0841
1.618	1.0746
1.000	1.0687
0.618	1.0651
HIGH	1.0592
0.618	1.0556
0.500	1.0545
0.382	1.0533
LOW	1.0497
0.618	1.0438
1.000	1.0402
1.618	1.0343
2.618	1.0248
4.250	1.0093

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	1.0574	1.0539
PP	1.0559	1.0488
S1	1.0545	1.0438

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

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