CME Swiss Franc Future June 2012

Trading Metrics calculated at close of trading on 09-Mar-2012

Day Change Summary
	Previous	Current
	08-Mar-2012	09-Mar-2012	Change	Change %	Previous Week
Open	1.0921	1.1022	0.0101	0.9%	1.0954
High	1.1034	1.1024	-0.0010	-0.1%	1.1034
Low	1.0912	1.0873	-0.0039	-0.4%	1.0873
Close	1.1024	1.0881	-0.0143	-1.3%	1.0881
Range	0.0122	0.0151	0.0029	23.8%	0.0161
ATR	0.0081	0.0086	0.0005	6.2%	0.0000
Volume	2,267	7,845	5,578	246.1%	12,941

Daily Pivots for day following 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1379	1.1281	1.0964
R3	1.1228	1.1130	1.0923
R2	1.1077	1.1077	1.0909
R1	1.0979	1.0979	1.0895	1.0953
PP	1.0926	1.0926	1.0926	1.0913
S1	1.0828	1.0828	1.0867	1.0802
S2	1.0775	1.0775	1.0853
S3	1.0624	1.0677	1.0839
S4	1.0473	1.0526	1.0798

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1412	1.1308	1.0970
R3	1.1251	1.1147	1.0925
R2	1.1090	1.1090	1.0911
R1	1.0986	1.0986	1.0896	1.0958
PP	1.0929	1.0929	1.0929	1.0915
S1	1.0825	1.0825	1.0866	1.0797
S2	1.0768	1.0768	1.0851
S3	1.0607	1.0664	1.0837
S4	1.0446	1.0503	1.0792

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1034	1.0873	0.0161	1.5%	0.0095	0.9%	5%	False	True	2,588
10	1.1205	1.0873	0.0332	3.1%	0.0089	0.8%	2%	False	True	2,047
20	1.1213	1.0781	0.0432	4.0%	0.0080	0.7%	23%	False	False	1,053
40	1.1213	1.0502	0.0711	6.5%	0.0061	0.6%	53%	False	False	530

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	1.1666
2.618	1.1419
1.618	1.1268
1.000	1.1175
0.618	1.1117
HIGH	1.1024
0.618	1.0966
0.500	1.0949
0.382	1.0931
LOW	1.0873
0.618	1.0780
1.000	1.0722
1.618	1.0629
2.618	1.0478
4.250	1.0231

Fisher Pivots for day following 09-Mar-2012
Pivot	1 day	3 day
R1	1.0949	1.0954
PP	1.0926	1.0929
S1	1.0904	1.0905

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

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