CME Swiss Franc Future March 2012

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Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary Previous Current 24-Aug-2011 25-Aug-2011 Change Change % Previous Week Open 1.2699 1.2684 -0.0015 -0.1% 1.2670 High 1.2699 1.2684 -0.0015 -0.1% 1.2895 Low 1.2699 1.2684 -0.0015 -0.1% 1.2570 Close 1.2699 1.2684 -0.0015 -0.1% 1.2817 Range ATR 0.0143 0.0134 -0.0009 -6.4% 0.0000 Volume 2 2 0 0.0% 120
Daily Pivots for day following 25-Aug-2011 Classic Woodie Camarilla DeMark R4 1.2684 1.2684 1.2684 R3 1.2684 1.2684 1.2684 R2 1.2684 1.2684 1.2684 R1 1.2684 1.2684 1.2684 1.2684 PP 1.2684 1.2684 1.2684 1.2684 S1 1.2684 1.2684 1.2684 1.2684 S2 1.2684 1.2684 1.2684 S3 1.2684 1.2684 1.2684 S4 1.2684 1.2684 1.2684	Weekly Pivots for week ending 19-Aug-2011 Classic Woodie Camarilla DeMark R4 1.3736 1.3601 1.2996 R3 1.3411 1.3276 1.2906 R2 1.3086 1.3086 1.2877 R1 1.2951 1.2951 1.2847 1.3019 PP 1.2761 1.2761 1.2761 1.2794 S1 1.2626 1.2626 1.2787 1.2694 S2 1.2436 1.2436 1.2757 S3 1.2111 1.2301 1.2728 S4 1.1786 1.1976 1.2638
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2817 1.2684 0.0133 1.0% 0.0000 0.0% 0% False True 22 10 1.2957 1.2570 0.0387 3.1% 0.0046 0.4% 29% False False 19 20 1.4099 1.2570 0.1529 12.1% 0.0056 0.4% 7% False False 11 40 1.4099 1.1810 0.2289 18.0% 0.0029 0.2% 38% False False 6
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 1.2684 2.618 1.2684 1.618 1.2684 1.000 1.2684 0.618 1.2684 HIGH 1.2684 0.618 1.2684 0.500 1.2684 0.382 1.2684 LOW 1.2684 0.618 1.2684 1.000 1.2684 1.618 1.2684 2.618 1.2684 4.250 1.2684
Fisher Pivots for day following 25-Aug-2011 Pivot 1 day 3 day R1 1.2684 1.2742 PP 1.2684 1.2723 S1 1.2684 1.2703

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