CME Swiss Franc Future March 2012

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Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary Previous Current 02-Sep-2011 06-Sep-2011 Change Change % Previous Week Open 1.2850 1.1850 -0.1000 -7.8% 1.2353 High 1.2850 1.1850 -0.1000 -7.8% 1.2850 Low 1.2846 1.1850 -0.0996 -7.8% 1.2296 Close 1.2772 1.1699 -0.1073 -8.4% 1.2772 Range 0.0004 0.0000 -0.0004 -100.0% 0.0554 ATR 0.0143 0.0199 0.0056 39.0% 0.0000 Volume 3 2 -1 -33.3% 10
Daily Pivots for day following 06-Sep-2011 Classic Woodie Camarilla DeMark R4 1.1800 1.1749 1.1699 R3 1.1800 1.1749 1.1699 R2 1.1800 1.1800 1.1699 R1 1.1749 1.1749 1.1699 1.1775 PP 1.1800 1.1800 1.1800 1.1812 S1 1.1749 1.1749 1.1699 1.1775 S2 1.1800 1.1800 1.1699 S3 1.1800 1.1749 1.1699 S4 1.1800 1.1749 1.1699	Weekly Pivots for week ending 02-Sep-2011 Classic Woodie Camarilla DeMark R4 1.4301 1.4091 1.3077 R3 1.3747 1.3537 1.2924 R2 1.3193 1.3193 1.2874 R1 1.2983 1.2983 1.2823 1.3088 PP 1.2639 1.2639 1.2639 1.2692 S1 1.2429 1.2429 1.2721 1.2534 S2 1.2085 1.2085 1.2670 S3 1.1531 1.1875 1.2620 S4 1.0977 1.1321 1.2467
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2850 1.1850 0.1000 8.5% 0.0007 0.1% -15% False True 2 10 1.2850 1.1850 0.1000 8.5% 0.0003 0.0% -15% False True 2 20 1.4099 1.1850 0.2249 19.2% 0.0052 0.4% -7% False True 11 40 1.4099 1.1850 0.2249 19.2% 0.0030 0.3% -7% False True 6
Crabel Price Patterns NR True 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 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.1850 2.618 1.1850 1.618 1.1850 1.000 1.1850 0.618 1.1850 HIGH 1.1850 0.618 1.1850 0.500 1.1850 0.382 1.1850 LOW 1.1850 0.618 1.1850 1.000 1.1850 1.618 1.1850 2.618 1.1850 4.250 1.1850
Fisher Pivots for day following 06-Sep-2011 Pivot 1 day 3 day R1 1.1850 1.2350 PP 1.1800 1.2133 S1 1.1749 1.1916

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