CME Swiss Franc Future September 2012

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Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary Previous Current 29-Mar-2012 30-Mar-2012 Change Change % Previous Week Open 1.1048 1.1102 0.0054 0.5% 1.1065 High 1.1048 1.1102 0.0054 0.5% 1.1102 Low 1.1048 1.1101 0.0053 0.5% 1.1048 Close 1.1048 1.1101 0.0053 0.5% 1.1101 Range 0.0000 0.0001 0.0001 0.0054 ATR 0.0053 0.0053 0.0000 0.1% 0.0000 Volume 6 6 0 0.0% 32
Daily Pivots for day following 30-Mar-2012 Classic Woodie Camarilla DeMark R4 1.1104 1.1104 1.1102 R3 1.1103 1.1103 1.1101 R2 1.1102 1.1102 1.1101 R1 1.1102 1.1102 1.1101 1.1102 PP 1.1101 1.1101 1.1101 1.1101 S1 1.1101 1.1101 1.1101 1.1101 S2 1.1100 1.1100 1.1101 S3 1.1099 1.1100 1.1101 S4 1.1098 1.1099 1.1100	Weekly Pivots for week ending 30-Mar-2012 Classic Woodie Camarilla DeMark R4 1.1246 1.1227 1.1131 R3 1.1192 1.1173 1.1116 R2 1.1138 1.1138 1.1111 R1 1.1119 1.1119 1.1106 1.1129 PP 1.1084 1.1084 1.1084 1.1088 S1 1.1065 1.1065 1.1096 1.1075 S2 1.1030 1.1030 1.1091 S3 1.0976 1.1011 1.1086 S4 1.0922 1.0957 1.1071
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1102 1.1048 0.0054 0.5% 0.0006 0.1% 98% True False 6 10 1.1102 1.0961 0.0141 1.3% 0.0009 0.1% 99% True False 4 20 1.1102 1.0754 0.0348 3.1% 0.0006 0.1% 100% True False 28
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 0.0000 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.1106 2.618 1.1105 1.618 1.1104 1.000 1.1103 0.618 1.1103 HIGH 1.1102 0.618 1.1102 0.500 1.1102 0.382 1.1101 LOW 1.1101 0.618 1.1100 1.000 1.1100 1.618 1.1099 2.618 1.1098 4.250 1.1097
Fisher Pivots for day following 30-Mar-2012 Pivot 1 day 3 day R1 1.1102 1.1092 PP 1.1101 1.1084 S1 1.1101 1.1075

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