CME Swiss Franc Future March 2012

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Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary Previous Current 20-Jul-2011 21-Jul-2011 Change Change % Previous Week Open 1.2242 1.2280 0.0038 0.3% 1.2010 High 1.2242 1.2280 0.0038 0.3% 1.2321 Low 1.2242 1.2280 0.0038 0.3% 1.2010 Close 1.2242 1.2280 0.0038 0.3% 1.2321 Range ATR 0.0058 0.0056 -0.0001 -2.4% 0.0000 Volume 2 2 0 0.0% 5
Daily Pivots for day following 21-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2280 1.2280 1.2280 R3 1.2280 1.2280 1.2280 R2 1.2280 1.2280 1.2280 R1 1.2280 1.2280 1.2280 1.2280 PP 1.2280 1.2280 1.2280 1.2280 S1 1.2280 1.2280 1.2280 1.2280 S2 1.2280 1.2280 1.2280 S3 1.2280 1.2280 1.2280 S4 1.2280 1.2280 1.2280	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% 68% False False 1 10 1.2321 1.1982 0.0339 2.8% 0.0004 0.0% 88% False False 1 20 1.2321 1.1810 0.0511 4.2% 0.0002 0.0% 92% False 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 1.2280 2.618 1.2280 1.618 1.2280 1.000 1.2280 0.618 1.2280 HIGH 1.2280 0.618 1.2280 0.500 1.2280 0.382 1.2280 LOW 1.2280 0.618 1.2280 1.000 1.2280 1.618 1.2280 2.618 1.2280 4.250 1.2280
Fisher Pivots for day following 21-Jul-2011 Pivot 1 day 3 day R1 1.2280 1.2266 PP 1.2280 1.2251 S1 1.2280 1.2237

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