CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 27-Feb-2012

Day Change Summary
	Previous	Current
	24-Feb-2012	27-Feb-2012	Change	Change %	Previous Week
Open	1.1108	1.1199	0.0091	0.8%	1.0941
High	1.1213	1.1199	-0.0014	-0.1%	1.1213
Low	1.1101	1.1117	0.0016	0.1%	1.0937
Close	1.1193	1.1131	-0.0062	-0.6%	1.1193
Range	0.0112	0.0082	-0.0030	-26.8%	0.0276
ATR	0.0075	0.0075	0.0001	0.7%	0.0000
Volume	75	112	37	49.3%	390

Daily Pivots for day following 27-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1395	1.1345	1.1176
R3	1.1313	1.1263	1.1154
R2	1.1231	1.1231	1.1146
R1	1.1181	1.1181	1.1139	1.1165
PP	1.1149	1.1149	1.1149	1.1141
S1	1.1099	1.1099	1.1123	1.1083
S2	1.1067	1.1067	1.1116
S3	1.0985	1.1017	1.1108
S4	1.0903	1.0935	1.1086

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1942	1.1844	1.1345
R3	1.1666	1.1568	1.1269
R2	1.1390	1.1390	1.1244
R1	1.1292	1.1292	1.1218	1.1341
PP	1.1114	1.1114	1.1114	1.1139
S1	1.1016	1.1016	1.1168	1.1065
S2	1.0838	1.0838	1.1142
S3	1.0562	1.0740	1.1117
S4	1.0286	1.0464	1.1041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1213	1.0937	0.0276	2.5%	0.0086	0.8%	70%	False	False	100
10	1.1213	1.0781	0.0432	3.9%	0.0075	0.7%	81%	False	False	70
20	1.1213	1.0781	0.0432	3.9%	0.0059	0.5%	81%	False	False	39
40	1.1213	1.0489	0.0724	6.5%	0.0047	0.4%	89%	False	False	23

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1548
2.618	1.1414
1.618	1.1332
1.000	1.1281
0.618	1.1250
HIGH	1.1199
0.618	1.1168
0.500	1.1158
0.382	1.1148
LOW	1.1117
0.618	1.1066
1.000	1.1035
1.618	1.0984
2.618	1.0902
4.250	1.0769

Fisher Pivots for day following 27-Feb-2012
Pivot	1 day	3 day
R1	1.1158	1.1126
PP	1.1149	1.1121
S1	1.1140	1.1116

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

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