CME Swiss Franc Future March 2012

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Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary Previous Current 22-Jul-2011 25-Jul-2011 Change Change % Previous Week Open 1.2250 1.2436 0.0186 1.5% 1.2255 High 1.2250 1.2436 0.0186 1.5% 1.2280 Low 1.2250 1.2436 0.0186 1.5% 1.2193 Close 1.2250 1.2436 0.0186 1.5% 1.2250 Range ATR 0.0054 0.0064 0.0009 17.3% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 25-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2436 1.2436 1.2436 R3 1.2436 1.2436 1.2436 R2 1.2436 1.2436 1.2436 R1 1.2436 1.2436 1.2436 1.2436 PP 1.2436 1.2436 1.2436 1.2436 S1 1.2436 1.2436 1.2436 1.2436 S2 1.2436 1.2436 1.2436 S3 1.2436 1.2436 1.2436 S4 1.2436 1.2436 1.2436	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 1.2436 1.2193 0.0243 2.0% 0.0008 0.1% 100% True False 2 10 1.2436 1.2086 0.0350 2.8% 0.0004 0.0% 100% True False 1 20 1.2436 1.1810 0.0626 5.0% 0.0002 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 1.2436 2.618 1.2436 1.618 1.2436 1.000 1.2436 0.618 1.2436 HIGH 1.2436 0.618 1.2436 0.500 1.2436 0.382 1.2436 LOW 1.2436 0.618 1.2436 1.000 1.2436 1.618 1.2436 2.618 1.2436 4.250 1.2436
Fisher Pivots for day following 25-Jul-2011 Pivot 1 day 3 day R1 1.2436 1.2405 PP 1.2436 1.2374 S1 1.2436 1.2343

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