CME Swiss Franc Future September 2011

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

Day Change Summary
	Previous	Current
	16-Mar-2011	17-Mar-2011	Change	Change %	Previous Week
Open	1.0956	1.1148	0.0192	1.8%	1.0809
High	1.1024	1.1148	0.0124	1.1%	1.0809
Low	1.0956	1.1100	0.0144	1.3%	1.0696
Close	1.1014	1.1123	0.0109	1.0%	1.0774
Range	0.0068	0.0048	-0.0020	-29.4%	0.0113
ATR	0.0064	0.0069	0.0005	7.7%	0.0000
Volume	2	97	95	4,750.0%	14

Daily Pivots for day following 17-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1268	1.1243	1.1149
R3	1.1220	1.1195	1.1136
R2	1.1172	1.1172	1.1132
R1	1.1147	1.1147	1.1127	1.1136
PP	1.1124	1.1124	1.1124	1.1118
S1	1.1099	1.1099	1.1119	1.1088
S2	1.1076	1.1076	1.1114
S3	1.1028	1.1051	1.1110
S4	1.0980	1.1003	1.1097

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1099	1.1049	1.0836
R3	1.0986	1.0936	1.0805
R2	1.0873	1.0873	1.0795
R1	1.0823	1.0823	1.0784	1.0792
PP	1.0760	1.0760	1.0760	1.0744
S1	1.0710	1.0710	1.0764	1.0679
S2	1.0647	1.0647	1.0753
S3	1.0534	1.0597	1.0743
S4	1.0421	1.0484	1.0712

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1148	1.0755	0.0393	3.5%	0.0026	0.2%	94%	True	False	21
10	1.1148	1.0696	0.0452	4.1%	0.0015	0.1%	94%	True	False	11
20	1.1148	1.0550	0.0598	5.4%	0.0015	0.1%	96%	True	False	7
40	1.1148	1.0291	0.0857	7.7%	0.0007	0.1%	97%	True	False	4

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	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1352
2.618	1.1274
1.618	1.1226
1.000	1.1196
0.618	1.1178
HIGH	1.1148
0.618	1.1130
0.500	1.1124
0.382	1.1118
LOW	1.1100
0.618	1.1070
1.000	1.1052
1.618	1.1022
2.618	1.0974
4.250	1.0896

Fisher Pivots for day following 17-Mar-2011
Pivot	1 day	3 day
R1	1.1124	1.1096
PP	1.1124	1.1069
S1	1.1123	1.1042

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

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