CME Swiss Franc Future March 2012

Trading Metrics calculated at close of trading on 09-Aug-2011

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	1.3227	1.3560	0.0333	2.5%	1.2833
High	1.3227	1.4099	0.0872	6.6%	1.3225
Low	1.3227	1.3560	0.0333	2.5%	1.2833
Close	1.3290	1.4048	0.0758	5.7%	1.3091
Range	0.0000	0.0539	0.0539		0.0392
ATR	0.0082	0.0134	0.0052	63.4%	0.0000
Volume	2	1	-1	-50.0%	10

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5519	1.5323	1.4344
R3	1.4980	1.4784	1.4196
R2	1.4441	1.4441	1.4147
R1	1.4245	1.4245	1.4097	1.4343
PP	1.3902	1.3902	1.3902	1.3952
S1	1.3706	1.3706	1.3999	1.3804
S2	1.3363	1.3363	1.3949
S3	1.2824	1.3167	1.3900
S4	1.2285	1.2628	1.3752

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	1.4099	1.3072	0.1027	7.3%	0.0133	0.9%	95%	True	False	1
10	1.4099	1.2502	0.1597	11.4%	0.0066	0.5%	97%	True	False	1
20	1.4099	1.2193	0.1906	13.6%	0.0035	0.3%	97%	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 39 trading days

Fibonacci Retracements and Extensions
4.250	1.6390
2.618	1.5510
1.618	1.4971
1.000	1.4638
0.618	1.4432
HIGH	1.4099
0.618	1.3893
0.500	1.3830
0.382	1.3766
LOW	1.3560
0.618	1.3227
1.000	1.3021
1.618	1.2688
2.618	1.2149
4.250	1.1269

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	1.3975	1.3899
PP	1.3902	1.3749
S1	1.3830	1.3600

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

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