CME Swiss Franc Future September 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Mar-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Mar-2011 | 
                    21-Mar-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.1096 | 
                        1.1065 | 
                        -0.0031 | 
                        -0.3% | 
                        1.0838 | 
                     
                    
                        | High | 
                        1.1102 | 
                        1.1065 | 
                        -0.0037 | 
                        -0.3% | 
                        1.1148 | 
                     
                    
                        | Low | 
                        1.1068 | 
                        1.1050 | 
                        -0.0018 | 
                        -0.2% | 
                        1.0838 | 
                     
                    
                        | Close | 
                        1.1105 | 
                        1.1068 | 
                        -0.0037 | 
                        -0.3% | 
                        1.1105 | 
                     
                    
                        | Range | 
                        0.0034 | 
                        0.0015 | 
                        -0.0019 | 
                        -55.9% | 
                        0.0310 | 
                     
                    
                        | ATR | 
                        0.0068 | 
                        0.0067 | 
                        -0.0001 | 
                        -1.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        12 | 
                        15 | 
                        3 | 
                        25.0% | 
                        115 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1106 | 
                1.1102 | 
                1.1076 | 
                 | 
             
            
                | R3 | 
                1.1091 | 
                1.1087 | 
                1.1072 | 
                 | 
             
            
                | R2 | 
                1.1076 | 
                1.1076 | 
                1.1071 | 
                 | 
             
            
                | R1 | 
                1.1072 | 
                1.1072 | 
                1.1069 | 
                1.1074 | 
             
            
                | PP | 
                1.1061 | 
                1.1061 | 
                1.1061 | 
                1.1062 | 
             
            
                | S1 | 
                1.1057 | 
                1.1057 | 
                1.1067 | 
                1.1059 | 
             
            
                | S2 | 
                1.1046 | 
                1.1046 | 
                1.1065 | 
                 | 
             
            
                | S3 | 
                1.1031 | 
                1.1042 | 
                1.1064 | 
                 | 
             
            
                | S4 | 
                1.1016 | 
                1.1027 | 
                1.1060 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.1129 | 
         
        
            | 
2.618             | 
            1.1104 | 
         
        
            | 
1.618             | 
            1.1089 | 
         
        
            | 
1.000             | 
            1.1080 | 
         
        
            | 
0.618             | 
            1.1074 | 
         
        
            | 
HIGH             | 
            1.1065 | 
         
        
            | 
0.618             | 
            1.1059 | 
         
        
            | 
0.500             | 
            1.1058 | 
         
        
            | 
0.382             | 
            1.1056 | 
         
        
            | 
LOW             | 
            1.1050 | 
         
        
            | 
0.618             | 
            1.1041 | 
         
        
            | 
1.000             | 
            1.1035 | 
         
        
            | 
1.618             | 
            1.1026 | 
         
        
            | 
2.618             | 
            1.1011 | 
         
        
            | 
4.250             | 
            1.0986 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Mar-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.1065 | 
                                1.1099 | 
                             
                            
                                | PP | 
                                1.1061 | 
                                1.1089 | 
                             
                            
                                | S1 | 
                                1.1058 | 
                                1.1078 | 
                             
             
         |