CME Swiss Franc Future September 2011

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

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	1.1148	1.1096	-0.0052	-0.5%	1.0838
High	1.1148	1.1102	-0.0046	-0.4%	1.1148
Low	1.1100	1.1068	-0.0032	-0.3%	1.0838
Close	1.1123	1.1105	-0.0018	-0.2%	1.1105
Range	0.0048	0.0034	-0.0014	-29.2%	0.0310
ATR	0.0069	0.0068	-0.0001	-1.5%	0.0000
Volume	97	12	-85	-87.6%	115

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1194	1.1183	1.1124
R3	1.1160	1.1149	1.1114
R2	1.1126	1.1126	1.1111
R1	1.1115	1.1115	1.1108	1.1121
PP	1.1092	1.1092	1.1092	1.1094
S1	1.1081	1.1081	1.1102	1.1087
S2	1.1058	1.1058	1.1099
S3	1.1024	1.1047	1.1096
S4	1.0990	1.1013	1.1086

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1960	1.1843	1.1276
R3	1.1650	1.1533	1.1190
R2	1.1340	1.1340	1.1162
R1	1.1223	1.1223	1.1133	1.1282
PP	1.1030	1.1030	1.1030	1.1060
S1	1.0913	1.0913	1.1077	1.0972
S2	1.0720	1.0720	1.1048
S3	1.0410	1.0603	1.1020
S4	1.0100	1.0293	1.0935

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1148	1.0838	0.0310	2.8%	0.0033	0.3%	86%	False	False	23
10	1.1148	1.0696	0.0452	4.1%	0.0019	0.2%	90%	False	False	12
20	1.1148	1.0560	0.0588	5.3%	0.0016	0.1%	93%	False	False	7
40	1.1148	1.0291	0.0857	7.7%	0.0008	0.1%	95%	False	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	0.0001
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1247
2.618	1.1191
1.618	1.1157
1.000	1.1136
0.618	1.1123
HIGH	1.1102
0.618	1.1089
0.500	1.1085
0.382	1.1081
LOW	1.1068
0.618	1.1047
1.000	1.1034
1.618	1.1013
2.618	1.0979
4.250	1.0924

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	1.1098	1.1087
PP	1.1092	1.1070
S1	1.1085	1.1052

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

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