CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	1.1205	1.1081	-0.0124	-1.1%	1.0941
High	1.1205	1.1103	-0.0102	-0.9%	1.1213
Low	1.1069	1.1039	-0.0030	-0.3%	1.0937
Close	1.1084	1.1053	-0.0031	-0.3%	1.1193
Range	0.0136	0.0064	-0.0072	-52.9%	0.0276
ATR	0.0079	0.0078	-0.0001	-1.3%	0.0000
Volume	2,583	3,029	446	17.3%	390

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1257	1.1219	1.1088
R3	1.1193	1.1155	1.1071
R2	1.1129	1.1129	1.1065
R1	1.1091	1.1091	1.1059	1.1078
PP	1.1065	1.1065	1.1065	1.1059
S1	1.1027	1.1027	1.1047	1.1014
S2	1.1001	1.1001	1.1041
S3	1.0937	1.0963	1.1035
S4	1.0873	1.0899	1.1018

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	1.1039	0.0174	1.6%	0.0091	0.8%	8%	False	True	1,167
10	1.1213	1.0781	0.0432	3.9%	0.0084	0.8%	63%	False	False	633
20	1.1213	1.0781	0.0432	3.9%	0.0062	0.6%	63%	False	False	319
40	1.1213	1.0489	0.0724	6.6%	0.0052	0.5%	78%	False	False	164

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1375
2.618	1.1271
1.618	1.1207
1.000	1.1167
0.618	1.1143
HIGH	1.1103
0.618	1.1079
0.500	1.1071
0.382	1.1063
LOW	1.1039
0.618	1.0999
1.000	1.0975
1.618	1.0935
2.618	1.0871
4.250	1.0767

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	1.1071	1.1122
PP	1.1065	1.1099
S1	1.1059	1.1076

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

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