CME Swiss Franc Future September 2011

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Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary Previous Current 11-Mar-2011 14-Mar-2011 Change Change % Previous Week Open 1.0755 1.0838 0.0083 0.8% 1.0809 High 1.0758 1.0838 0.0080 0.7% 1.0809 Low 1.0755 1.0838 0.0083 0.8% 1.0696 Close 1.0774 1.0838 0.0064 0.6% 1.0774 Range 0.0003 0.0000 -0.0003 -100.0% 0.0113 ATR 0.0057 0.0058 0.0000 0.9% 0.0000 Volume 2 2 0 0.0% 14
Daily Pivots for day following 14-Mar-2011 Classic Woodie Camarilla DeMark R4 1.0838 1.0838 1.0838 R3 1.0838 1.0838 1.0838 R2 1.0838 1.0838 1.0838 R1 1.0838 1.0838 1.0838 1.0838 PP 1.0838 1.0838 1.0838 1.0838 S1 1.0838 1.0838 1.0838 1.0838 S2 1.0838 1.0838 1.0838 S3 1.0838 1.0838 1.0838 S4 1.0838 1.0838 1.0838	Weekly Pivots for week ending 11-Mar-2011 Classic Woodie Camarilla DeMark R4 1.1099 1.1049 1.0836 R3 1.0986 1.0936 1.0805 R2 1.0873 1.0873 1.0795 R1 1.0823 1.0823 1.0784 1.0792 PP 1.0760 1.0760 1.0760 1.0744 S1 1.0710 1.0710 1.0764 1.0679 S2 1.0647 1.0647 1.0753 S3 1.0534 1.0597 1.0743 S4 1.0421 1.0484 1.0712
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0838 1.0696 0.0142 1.3% 0.0005 0.0% 100% True False 3 10 1.0884 1.0696 0.0188 1.7% 0.0002 0.0% 76% False False 2 20 1.0884 1.0328 0.0556 5.1% 0.0008 0.1% 92% False False 2 40 1.0884 1.0291 0.0593 5.5% 0.0004 0.0% 92% False 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 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0838 2.618 1.0838 1.618 1.0838 1.000 1.0838 0.618 1.0838 HIGH 1.0838 0.618 1.0838 0.500 1.0838 0.382 1.0838 LOW 1.0838 0.618 1.0838 1.000 1.0838 1.618 1.0838 2.618 1.0838 4.250 1.0838
Fisher Pivots for day following 14-Mar-2011 Pivot 1 day 3 day R1 1.0838 1.0823 PP 1.0838 1.0807 S1 1.0838 1.0792

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