CME Swiss Franc Future June 2011

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Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary Previous Current 20-Jan-2011 21-Jan-2011 Change Change % Previous Week Open 1.0467 1.0450 -0.0017 -0.2% 1.0365 High 1.0498 1.0450 -0.0048 -0.5% 1.0498 Low 1.0400 1.0445 0.0045 0.4% 1.0357 Close 1.0351 1.0439 0.0088 0.9% 1.0439 Range 0.0098 0.0005 -0.0093 -94.9% 0.0141 ATR 0.0084 0.0085 0.0001 1.3% 0.0000 Volume 1 10 9 900.0% 39
Daily Pivots for day following 21-Jan-2011 Classic Woodie Camarilla DeMark R4 1.0460 1.0454 1.0442 R3 1.0455 1.0449 1.0440 R2 1.0450 1.0450 1.0440 R1 1.0444 1.0444 1.0439 1.0445 PP 1.0445 1.0445 1.0445 1.0445 S1 1.0439 1.0439 1.0439 1.0440 S2 1.0440 1.0440 1.0438 S3 1.0435 1.0434 1.0438 S4 1.0430 1.0429 1.0436	Weekly Pivots for week ending 21-Jan-2011 Classic Woodie Camarilla DeMark R4 1.0854 1.0788 1.0517 R3 1.0713 1.0647 1.0478 R2 1.0572 1.0572 1.0465 R1 1.0506 1.0506 1.0452 1.0539 PP 1.0431 1.0431 1.0431 1.0448 S1 1.0365 1.0365 1.0426 1.0398 S2 1.0290 1.0290 1.0413 S3 1.0149 1.0224 1.0400 S4 1.0008 1.0083 1.0361
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0498 1.0357 0.0141 1.4% 0.0054 0.5% 58% False False 16 10 1.0498 1.0250 0.0248 2.4% 0.0076 0.7% 76% False False 17 20 1.0735 1.0250 0.0485 4.6% 0.0073 0.7% 39% False False 17
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0019 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0471 2.618 1.0463 1.618 1.0458 1.000 1.0455 0.618 1.0453 HIGH 1.0450 0.618 1.0448 0.500 1.0448 0.382 1.0447 LOW 1.0445 0.618 1.0442 1.000 1.0440 1.618 1.0437 2.618 1.0432 4.250 1.0424
Fisher Pivots for day following 21-Jan-2011 Pivot 1 day 3 day R1 1.0448 1.0449 PP 1.0445 1.0446 S1 1.0442 1.0442

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