CME Swiss Franc Future March 2012

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Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary Previous Current 09-Aug-2011 10-Aug-2011 Change Change % Previous Week Open 1.3560 1.3800 0.0240 1.8% 1.2833 High 1.4099 1.3800 -0.0299 -2.1% 1.3225 Low 1.3560 1.3800 0.0240 1.8% 1.2833 Close 1.4048 1.3800 -0.0248 -1.8% 1.3091 Range 0.0539 0.0000 -0.0539 -100.0% 0.0392 ATR 0.0134 0.0142 0.0008 6.1% 0.0000 Volume 1 13 12 1,200.0% 10
Daily Pivots for day following 10-Aug-2011 Classic Woodie Camarilla DeMark R4 1.3800 1.3800 1.3800 R3 1.3800 1.3800 1.3800 R2 1.3800 1.3800 1.3800 R1 1.3800 1.3800 1.3800 1.3800 PP 1.3800 1.3800 1.3800 1.3800 S1 1.3800 1.3800 1.3800 1.3800 S2 1.3800 1.3800 1.3800 S3 1.3800 1.3800 1.3800 S4 1.3800 1.3800 1.3800	Weekly Pivots for week ending 05-Aug-2011 Classic Woodie Camarilla DeMark R4 1.4226 1.4050 1.3307 R3 1.3834 1.3658 1.3199 R2 1.3442 1.3442 1.3163 R1 1.3266 1.3266 1.3127 1.3354 PP 1.3050 1.3050 1.3050 1.3094 S1 1.2874 1.2874 1.3055 1.2962 S2 1.2658 1.2658 1.3019 S3 1.2266 1.2482 1.2983 S4 1.1874 1.2090 1.2875
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.4099 1.3075 0.1024 7.4% 0.0133 1.0% 71% False False 4 10 1.4099 1.2509 0.1590 11.5% 0.0066 0.5% 81% False False 3 20 1.4099 1.2193 0.1906 13.8% 0.0035 0.3% 84% False False 2
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 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 1.3800 2.618 1.3800 1.618 1.3800 1.000 1.3800 0.618 1.3800 HIGH 1.3800 0.618 1.3800 0.500 1.3800 0.382 1.3800 LOW 1.3800 0.618 1.3800 1.000 1.3800 1.618 1.3800 2.618 1.3800 4.250 1.3800
Fisher Pivots for day following 10-Aug-2011 Pivot 1 day 3 day R1 1.3800 1.3754 PP 1.3800 1.3709 S1 1.3800 1.3663

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