CME Swiss Franc Future March 2012

Trading Metrics calculated at close of trading on 05-Aug-2011

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	1.3075	1.3100	0.0025	0.2%	1.2833
High	1.3075	1.3225	0.0150	1.1%	1.3225
Low	1.3075	1.3100	0.0025	0.2%	1.2833
Close	1.3075	1.3091	0.0016	0.1%	1.3091
Range	0.0000	0.0125	0.0125		0.0392
ATR	0.0072	0.0078	0.0006	7.7%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3514	1.3427	1.3160
R3	1.3389	1.3302	1.3125
R2	1.3264	1.3264	1.3114
R1	1.3177	1.3177	1.3102	1.3158
PP	1.3139	1.3139	1.3139	1.3129
S1	1.3052	1.3052	1.3080	1.3033
S2	1.3014	1.3014	1.3068
S3	1.2889	1.2927	1.3057
S4	1.2764	1.2802	1.3022

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4226	1.4050	1.3307
R3	1.3834	1.3658	1.3199
R2	1.3442	1.3442	1.3163
R1	1.3266	1.3266	1.3127	1.3354
PP	1.3050	1.3050	1.3050	1.3094
S1	1.2874	1.2874	1.3055	1.2962
S2	1.2658	1.2658	1.3019
S3	1.2266	1.2482	1.2983
S4	1.1874	1.2090	1.2875

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3225	1.2833	0.0392	3.0%	0.0025	0.2%	66%	True	False	2
10	1.3225	1.2436	0.0789	6.0%	0.0013	0.1%	83%	True	False	2
20	1.3225	1.2010	0.1215	9.3%	0.0008	0.1%	89%	True	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	1.3756
2.618	1.3552
1.618	1.3427
1.000	1.3350
0.618	1.3302
HIGH	1.3225
0.618	1.3177
0.500	1.3163
0.382	1.3148
LOW	1.3100
0.618	1.3023
1.000	1.2975
1.618	1.2898
2.618	1.2773
4.250	1.2569

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	1.3163	1.3149
PP	1.3139	1.3129
S1	1.3115	1.3110

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These figures are updated between 7pm and 10pm EST after a trading day.

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