CME Swiss Franc Future March 2012

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Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary Previous Current 01-Sep-2011 02-Sep-2011 Change Change % Previous Week Open 1.2671 1.2850 0.0179 1.4% 1.2353 High 1.2700 1.2850 0.0150 1.2% 1.2850 Low 1.2671 1.2846 0.0175 1.4% 1.2296 Close 1.2678 1.2772 0.0094 0.7% 1.2772 Range 0.0029 0.0004 -0.0025 -86.2% 0.0554 ATR 0.0141 0.0143 0.0002 1.6% 0.0000 Volume 2 3 1 50.0% 10
Daily Pivots for day following 02-Sep-2011 Classic Woodie Camarilla DeMark R4 1.2835 1.2807 1.2774 R3 1.2831 1.2803 1.2773 R2 1.2827 1.2827 1.2773 R1 1.2799 1.2799 1.2772 1.2811 PP 1.2823 1.2823 1.2823 1.2829 S1 1.2795 1.2795 1.2772 1.2807 S2 1.2819 1.2819 1.2771 S3 1.2815 1.2791 1.2771 S4 1.2811 1.2787 1.2770	Weekly Pivots for week ending 02-Sep-2011 Classic Woodie Camarilla DeMark R4 1.4301 1.4091 1.3077 R3 1.3747 1.3537 1.2924 R2 1.3193 1.3193 1.2874 R1 1.2983 1.2983 1.2823 1.3088 PP 1.2639 1.2639 1.2639 1.2692 S1 1.2429 1.2429 1.2721 1.2534 S2 1.2085 1.2085 1.2670 S3 1.1531 1.1875 1.2620 S4 1.0977 1.1321 1.2467
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.2850 1.2296 0.0554 4.3% 0.0007 0.1% 86% True False 2 10 1.2850 1.2296 0.0554 4.3% 0.0003 0.0% 86% True False 7 20 1.4099 1.2296 0.1803 14.1% 0.0052 0.4% 26% False False 11 40 1.4099 1.2010 0.2089 16.4% 0.0030 0.2% 36% False False 6
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 1.2867 2.618 1.2860 1.618 1.2856 1.000 1.2854 0.618 1.2852 HIGH 1.2850 0.618 1.2848 0.500 1.2848 0.382 1.2848 LOW 1.2846 0.618 1.2844 1.000 1.2842 1.618 1.2840 2.618 1.2836 4.250 1.2829
Fisher Pivots for day following 02-Sep-2011 Pivot 1 day 3 day R1 1.2848 1.2736 PP 1.2823 1.2699 S1 1.2797 1.2663

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