CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary Previous Current 28-Feb-2011 01-Mar-2011 Change Change % Previous Week Open 1.0794 1.0777 -0.0017 -0.2% 1.0694 High 1.0794 1.0777 -0.0017 -0.2% 1.0847 Low 1.0794 1.0777 -0.0017 -0.2% 1.0694 Close 1.0794 1.0777 -0.0017 -0.2% 1.0800 Range ATR 0.0055 0.0052 -0.0003 -4.9% 0.0000 Volume 5 5 0 0.0% 20
Daily Pivots for day following 01-Mar-2011 Classic Woodie Camarilla DeMark R4 1.0777 1.0777 1.0777 R3 1.0777 1.0777 1.0777 R2 1.0777 1.0777 1.0777 R1 1.0777 1.0777 1.0777 1.0777 PP 1.0777 1.0777 1.0777 1.0777 S1 1.0777 1.0777 1.0777 1.0777 S2 1.0777 1.0777 1.0777 S3 1.0777 1.0777 1.0777 S4 1.0777 1.0777 1.0777	Weekly Pivots for week ending 25-Feb-2011 Classic Woodie Camarilla DeMark R4 1.1239 1.1173 1.0884 R3 1.1086 1.1020 1.0842 R2 1.0933 1.0933 1.0828 R1 1.0867 1.0867 1.0814 1.0900 PP 1.0780 1.0780 1.0780 1.0797 S1 1.0714 1.0714 1.0786 1.0747 S2 1.0627 1.0627 1.0772 S3 1.0474 1.0561 1.0758 S4 1.0321 1.0408 1.0716
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0847 1.0747 0.0100 0.9% 0.0000 0.0% 30% False False 5 10 1.0847 1.0378 0.0469 4.4% 0.0000 0.0% 85% False False 5 20 1.0847 1.0303 0.0544 5.0% 0.0000 0.0% 87% False False 4
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.0777 2.618 1.0777 1.618 1.0777 1.000 1.0777 0.618 1.0777 HIGH 1.0777 0.618 1.0777 0.500 1.0777 0.382 1.0777 LOW 1.0777 0.618 1.0777 1.000 1.0777 1.618 1.0777 2.618 1.0777 4.250 1.0777
Fisher Pivots for day following 01-Mar-2011 Pivot 1 day 3 day R1 1.0777 1.0789 PP 1.0777 1.0785 S1 1.0777 1.0781

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