CME Swiss Franc Future September 2011

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Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary Previous Current 22-Feb-2011 23-Feb-2011 Change Change % Previous Week Open 1.0560 1.0740 0.0180 1.7% 1.0328 High 1.0700 1.0740 0.0040 0.4% 1.0600 Low 1.0560 1.0740 0.0180 1.7% 1.0328 Close 1.0683 1.0738 0.0055 0.5% 1.0600 Range 0.0140 0.0000 -0.0140 -100.0% 0.0272 ATR 0.0067 0.0066 -0.0001 -1.0% 0.0000 Volume 2 2 0 0.0% 6
Daily Pivots for day following 23-Feb-2011 Classic Woodie Camarilla DeMark R4 1.0739 1.0739 1.0738 R3 1.0739 1.0739 1.0738 R2 1.0739 1.0739 1.0738 R1 1.0739 1.0739 1.0738 1.0739 PP 1.0739 1.0739 1.0739 1.0740 S1 1.0739 1.0739 1.0738 1.0739 S2 1.0739 1.0739 1.0738 S3 1.0739 1.0739 1.0738 S4 1.0739 1.0739 1.0738	Weekly Pivots for week ending 18-Feb-2011 Classic Woodie Camarilla DeMark R4 1.1325 1.1235 1.0750 R3 1.1053 1.0963 1.0675 R2 1.0781 1.0781 1.0650 R1 1.0691 1.0691 1.0625 1.0736 PP 1.0509 1.0509 1.0509 1.0532 S1 1.0419 1.0419 1.0575 1.0464 S2 1.0237 1.0237 1.0550 S3 0.9965 1.0147 1.0525 S4 0.9693 0.9875 1.0450
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0740 1.0456 0.0284 2.6% 0.0028 0.3% 99% True False 1 10 1.0740 1.0291 0.0449 4.2% 0.0014 0.1% 100% True False 1 20 1.0740 1.0291 0.0449 4.2% 0.0007 0.1% 100% True False 1
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0740 2.618 1.0740 1.618 1.0740 1.000 1.0740 0.618 1.0740 HIGH 1.0740 0.618 1.0740 0.500 1.0740 0.382 1.0740 LOW 1.0740 0.618 1.0740 1.000 1.0740 1.618 1.0740 2.618 1.0740 4.250 1.0740
Fisher Pivots for day following 23-Feb-2011 Pivot 1 day 3 day R1 1.0740 1.0709 PP 1.0739 1.0679 S1 1.0739 1.0650

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