CME Swiss Franc Future March 2012

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Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary Previous Current 14-Jul-2011 15-Jul-2011 Change Change % Previous Week Open 1.2268 1.2321 0.0053 0.4% 1.2010 High 1.2268 1.2321 0.0053 0.4% 1.2321 Low 1.2268 1.2321 0.0053 0.4% 1.2010 Close 1.2268 1.2321 0.0053 0.4% 1.2321 Range ATR 0.0056 0.0056 0.0000 -0.4% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2321 1.2321 1.2321 R3 1.2321 1.2321 1.2321 R2 1.2321 1.2321 1.2321 R1 1.2321 1.2321 1.2321 1.2321 PP 1.2321 1.2321 1.2321 1.2321 S1 1.2321 1.2321 1.2321 1.2321 S2 1.2321 1.2321 1.2321 S3 1.2321 1.2321 1.2321 S4 1.2321 1.2321 1.2321	Weekly Pivots for week ending 15-Jul-2011 Classic Woodie Camarilla DeMark R4 1.3150 1.3047 1.2492 R3 1.2839 1.2736 1.2407 R2 1.2528 1.2528 1.2378 R1 1.2425 1.2425 1.2350 1.2477 PP 1.2217 1.2217 1.2217 1.2243 S1 1.2114 1.2114 1.2292 1.2166 S2 1.1906 1.1906 1.2264 S3 1.1595 1.1803 1.2235 S4 1.1284 1.1492 1.2150
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2321 1.2010 0.0311 2.5% 0.0000 0.0% 100% True False 1 10 1.2321 1.1810 0.0511 4.1% 0.0000 0.0% 100% True False 1 20 1.2321 1.1810 0.0511 4.1% 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 1.2321 2.618 1.2321 1.618 1.2321 1.000 1.2321 0.618 1.2321 HIGH 1.2321 0.618 1.2321 0.500 1.2321 0.382 1.2321 LOW 1.2321 0.618 1.2321 1.000 1.2321 1.618 1.2321 2.618 1.2321 4.250 1.2321
Fisher Pivots for day following 15-Jul-2011 Pivot 1 day 3 day R1 1.2321 1.2306 PP 1.2321 1.2291 S1 1.2321 1.2277

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