CME Swiss Franc Future March 2012

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Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary Previous Current 07-Jul-2011 08-Jul-2011 Change Change % Previous Week Open 1.1863 1.1982 0.0119 1.0% 1.1929 High 1.1863 1.1982 0.0119 1.0% 1.1982 Low 1.1863 1.1982 0.0119 1.0% 1.1863 Close 1.1863 1.1982 0.0119 1.0% 1.1982 Range ATR 0.0045 0.0050 0.0005 11.8% 0.0000 Volume 1 1 0 0.0% 4
Daily Pivots for day following 08-Jul-2011 Classic Woodie Camarilla DeMark R4 1.1982 1.1982 1.1982 R3 1.1982 1.1982 1.1982 R2 1.1982 1.1982 1.1982 R1 1.1982 1.1982 1.1982 1.1982 PP 1.1982 1.1982 1.1982 1.1982 S1 1.1982 1.1982 1.1982 1.1982 S2 1.1982 1.1982 1.1982 S3 1.1982 1.1982 1.1982 S4 1.1982 1.1982 1.1982	Weekly Pivots for week ending 08-Jul-2011 Classic Woodie Camarilla DeMark R4 1.2299 1.2260 1.2047 R3 1.2180 1.2141 1.2015 R2 1.2061 1.2061 1.2004 R1 1.2022 1.2022 1.1993 1.2042 PP 1.1942 1.1942 1.1942 1.1952 S1 1.1903 1.1903 1.1971 1.1923 S2 1.1823 1.1823 1.1960 S3 1.1704 1.1784 1.1949 S4 1.1585 1.1665 1.1917
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1982 1.1810 0.0172 1.4% 0.0000 0.0% 100% True False 1 10 1.2054 1.1810 0.0244 2.0% 0.0000 0.0% 70% False False 1
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 1.1982 2.618 1.1982 1.618 1.1982 1.000 1.1982 0.618 1.1982 HIGH 1.1982 0.618 1.1982 0.500 1.1982 0.382 1.1982 LOW 1.1982 0.618 1.1982 1.000 1.1982 1.618 1.1982 2.618 1.1982 4.250 1.1982
Fisher Pivots for day following 08-Jul-2011 Pivot 1 day 3 day R1 1.1982 1.1962 PP 1.1982 1.1942 S1 1.1982 1.1923

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