CME Swiss Franc Future June 2012

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Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary Previous Current 06-Mar-2012 07-Mar-2012 Change Change % Previous Week Open 1.0973 1.0889 -0.0084 -0.8% 1.1199 High 1.0985 1.0931 -0.0054 -0.5% 1.1205 Low 1.0891 1.0882 -0.0009 -0.1% 1.0947 Close 1.0891 1.0923 0.0032 0.3% 1.0959 Range 0.0094 0.0049 -0.0045 -47.9% 0.0258 ATR 0.0080 0.0077 -0.0002 -2.7% 0.0000 Volume 491 1,671 1,180 240.3% 7,530
Daily Pivots for day following 07-Mar-2012 Classic Woodie Camarilla DeMark R4 1.1059 1.1040 1.0950 R3 1.1010 1.0991 1.0936 R2 1.0961 1.0961 1.0932 R1 1.0942 1.0942 1.0927 1.0952 PP 1.0912 1.0912 1.0912 1.0917 S1 1.0893 1.0893 1.0919 1.0903 S2 1.0863 1.0863 1.0914 S3 1.0814 1.0844 1.0910 S4 1.0765 1.0795 1.0896	Weekly Pivots for week ending 02-Mar-2012 Classic Woodie Camarilla DeMark R4 1.1811 1.1643 1.1101 R3 1.1553 1.1385 1.1030 R2 1.1295 1.1295 1.1006 R1 1.1127 1.1127 1.0983 1.1082 PP 1.1037 1.1037 1.1037 1.1015 S1 1.0869 1.0869 1.0935 1.0824 S2 1.0779 1.0779 1.0912 S3 1.0521 1.0611 1.0888 S4 1.0263 1.0353 1.0817
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1103 1.0882 0.0221 2.0% 0.0067 0.6% 19% False True 1,525 10 1.1213 1.0882 0.0331 3.0% 0.0082 0.8% 12% False True 1,057 20 1.1213 1.0781 0.0432 4.0% 0.0068 0.6% 33% False False 549 40 1.1213 1.0502 0.0711 6.5% 0.0054 0.5% 59% False False 278
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook True Bull Hook False Stretch 0.0008 Narrowest range in 10 trading days	Fibonacci Retracements and Extensions 4.250 1.1139 2.618 1.1059 1.618 1.1010 1.000 1.0980 0.618 1.0961 HIGH 1.0931 0.618 1.0912 0.500 1.0907 0.382 1.0901 LOW 1.0882 0.618 1.0852 1.000 1.0833 1.618 1.0803 2.618 1.0754 4.250 1.0674
Fisher Pivots for day following 07-Mar-2012 Pivot 1 day 3 day R1 1.0918 1.0937 PP 1.0912 1.0932 S1 1.0907 1.0928

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