CME Swiss Franc Future June 2012

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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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