CME Swiss Franc Future March 2012

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Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary Previous Current 19-Jul-2011 20-Jul-2011 Change Change % Previous Week Open 1.2233 1.2242 0.0009 0.1% 1.2010 High 1.2233 1.2242 0.0009 0.1% 1.2321 Low 1.2193 1.2242 0.0049 0.4% 1.2010 Close 1.2174 1.2242 0.0068 0.6% 1.2321 Range 0.0040 0.0000 -0.0040 -100.0% 0.0311 ATR 0.0057 0.0058 0.0001 1.4% 0.0000 Volume 3 2 -1 -33.3% 5
Daily Pivots for day following 20-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2242 1.2242 1.2242 R3 1.2242 1.2242 1.2242 R2 1.2242 1.2242 1.2242 R1 1.2242 1.2242 1.2242 1.2242 PP 1.2242 1.2242 1.2242 1.2242 S1 1.2242 1.2242 1.2242 1.2242 S2 1.2242 1.2242 1.2242 S3 1.2242 1.2242 1.2242 S4 1.2242 1.2242 1.2242	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 1.2193 0.0128 1.0% 0.0008 0.1% 38% False False 1 10 1.2321 1.1863 0.0458 3.7% 0.0004 0.0% 83% False False 1 20 1.2321 1.1810 0.0511 4.2% 0.0002 0.0% 85% False False 1
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.2242 2.618 1.2242 1.618 1.2242 1.000 1.2242 0.618 1.2242 HIGH 1.2242 0.618 1.2242 0.500 1.2242 0.382 1.2242 LOW 1.2242 0.618 1.2242 1.000 1.2242 1.618 1.2242 2.618 1.2242 4.250 1.2242
Fisher Pivots for day following 20-Jul-2011 Pivot 1 day 3 day R1 1.2242 1.2236 PP 1.2242 1.2230 S1 1.2242 1.2224

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