CME Swiss Franc Future September 2011

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Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary Previous Current 03-Mar-2011 04-Mar-2011 Change Change % Previous Week Open 1.0745 1.0811 0.0066 0.6% 1.0787 High 1.0745 1.0811 0.0066 0.6% 1.0884 Low 1.0745 1.0811 0.0066 0.6% 1.0745 Close 1.0745 1.0811 0.0066 0.6% 1.0811 Range ATR 0.0064 0.0064 0.0000 0.3% 0.0000 Volume 1 1 0 0.0% 12
Daily Pivots for day following 04-Mar-2011 Classic Woodie Camarilla DeMark R4 1.0811 1.0811 1.0811 R3 1.0811 1.0811 1.0811 R2 1.0811 1.0811 1.0811 R1 1.0811 1.0811 1.0811 1.0811 PP 1.0811 1.0811 1.0811 1.0811 S1 1.0811 1.0811 1.0811 1.0811 S2 1.0811 1.0811 1.0811 S3 1.0811 1.0811 1.0811 S4 1.0811 1.0811 1.0811	Weekly Pivots for week ending 04-Mar-2011 Classic Woodie Camarilla DeMark R4 1.1230 1.1160 1.0887 R3 1.1091 1.1021 1.0849 R2 1.0952 1.0952 1.0836 R1 1.0882 1.0882 1.0824 1.0917 PP 1.0813 1.0813 1.0813 1.0831 S1 1.0743 1.0743 1.0798 1.0778 S2 1.0674 1.0674 1.0786 S3 1.0535 1.0604 1.0773 S4 1.0396 1.0465 1.0735
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0884 1.0745 0.0139 1.3% 0.0000 0.0% 47% False False 2 10 1.0884 1.0560 0.0324 3.0% 0.0014 0.1% 77% False False 2 20 1.0884 1.0291 0.0593 5.5% 0.0007 0.1% 88% False False 1 40 1.0884 1.0291 0.0593 5.5% 0.0004 0.0% 88% False False 1
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 1.0811 2.618 1.0811 1.618 1.0811 1.000 1.0811 0.618 1.0811 HIGH 1.0811 0.618 1.0811 0.500 1.0811 0.382 1.0811 LOW 1.0811 0.618 1.0811 1.000 1.0811 1.618 1.0811 2.618 1.0811 4.250 1.0811
Fisher Pivots for day following 04-Mar-2011 Pivot 1 day 3 day R1 1.0811 1.0815 PP 1.0811 1.0813 S1 1.0811 1.0812

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