CME Swiss Franc Future March 2012

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Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary Previous Current 21-Jul-2011 22-Jul-2011 Change Change % Previous Week Open 1.2280 1.2250 -0.0030 -0.2% 1.2255 High 1.2280 1.2250 -0.0030 -0.2% 1.2280 Low 1.2280 1.2250 -0.0030 -0.2% 1.2193 Close 1.2280 1.2250 -0.0030 -0.2% 1.2250 Range ATR 0.0056 0.0054 -0.0002 -3.3% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 22-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2250 1.2250 1.2250 R3 1.2250 1.2250 1.2250 R2 1.2250 1.2250 1.2250 R1 1.2250 1.2250 1.2250 1.2250 PP 1.2250 1.2250 1.2250 1.2250 S1 1.2250 1.2250 1.2250 1.2250 S2 1.2250 1.2250 1.2250 S3 1.2250 1.2250 1.2250 S4 1.2250 1.2250 1.2250	Weekly Pivots for week ending 22-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2502 1.2463 1.2298 R3 1.2415 1.2376 1.2274 R2 1.2328 1.2328 1.2266 R1 1.2289 1.2289 1.2258 1.2265 PP 1.2241 1.2241 1.2241 1.2229 S1 1.2202 1.2202 1.2242 1.2178 S2 1.2154 1.2154 1.2234 S3 1.2067 1.2115 1.2226 S4 1.1980 1.2028 1.2202
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2280 1.2193 0.0087 0.7% 0.0008 0.1% 66% False False 2 10 1.2321 1.2010 0.0311 2.5% 0.0004 0.0% 77% False False 1 20 1.2321 1.1810 0.0511 4.2% 0.0002 0.0% 86% 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 1.2250 2.618 1.2250 1.618 1.2250 1.000 1.2250 0.618 1.2250 HIGH 1.2250 0.618 1.2250 0.500 1.2250 0.382 1.2250 LOW 1.2250 0.618 1.2250 1.000 1.2250 1.618 1.2250 2.618 1.2250 4.250 1.2250
Fisher Pivots for day following 22-Jul-2011 Pivot 1 day 3 day R1 1.2250 1.2261 PP 1.2250 1.2257 S1 1.2250 1.2254

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