CME Swiss Franc Future March 2012

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Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary Previous Current 13-Jul-2011 14-Jul-2011 Change Change % Previous Week Open 1.2232 1.2268 0.0036 0.3% 1.1929 High 1.2232 1.2268 0.0036 0.3% 1.1982 Low 1.2232 1.2268 0.0036 0.3% 1.1863 Close 1.2232 1.2268 0.0036 0.3% 1.1982 Range ATR 0.0057 0.0056 -0.0002 -2.7% 0.0000 Volume 1 1 0 0.0% 4
Daily Pivots for day following 14-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2268 1.2268 1.2268 R3 1.2268 1.2268 1.2268 R2 1.2268 1.2268 1.2268 R1 1.2268 1.2268 1.2268 1.2268 PP 1.2268 1.2268 1.2268 1.2268 S1 1.2268 1.2268 1.2268 1.2268 S2 1.2268 1.2268 1.2268 S3 1.2268 1.2268 1.2268 S4 1.2268 1.2268 1.2268	Weekly Pivots for week ending 08-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2299 1.2260 1.2047 R3 1.2180 1.2141 1.2015 R2 1.2061 1.2061 1.2004 R1 1.2022 1.2022 1.1993 1.2042 PP 1.1942 1.1942 1.1942 1.1952 S1 1.1903 1.1903 1.1971 1.1923 S2 1.1823 1.1823 1.1960 S3 1.1704 1.1784 1.1949 S4 1.1585 1.1665 1.1917
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2268 1.1982 0.0286 2.3% 0.0000 0.0% 100% True False 1 10 1.2268 1.1810 0.0458 3.7% 0.0000 0.0% 100% True False 1 20 1.2268 1.1797 0.0471 3.8% 0.0000 0.0% 100% True 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 1.2268 2.618 1.2268 1.618 1.2268 1.000 1.2268 0.618 1.2268 HIGH 1.2268 0.618 1.2268 0.500 1.2268 0.382 1.2268 LOW 1.2268 0.618 1.2268 1.000 1.2268 1.618 1.2268 2.618 1.2268 4.250 1.2268
Fisher Pivots for day following 14-Jul-2011 Pivot 1 day 3 day R1 1.2268 1.2238 PP 1.2268 1.2207 S1 1.2268 1.2177

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