CME Swiss Franc Future June 2012

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Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary Previous Current 27-Feb-2012 28-Feb-2012 Change Change % Previous Week Open 1.1199 1.1143 -0.0056 -0.5% 1.0941 High 1.1199 1.1193 -0.0006 -0.1% 1.1213 Low 1.1117 1.1134 0.0017 0.2% 1.0937 Close 1.1131 1.1184 0.0053 0.5% 1.1193 Range 0.0082 0.0059 -0.0023 -28.0% 0.0276 ATR 0.0075 0.0074 -0.0001 -1.3% 0.0000 Volume 112 37 -75 -67.0% 390
Daily Pivots for day following 28-Feb-2012 Classic Woodie Camarilla DeMark R4 1.1347 1.1325 1.1216 R3 1.1288 1.1266 1.1200 R2 1.1229 1.1229 1.1195 R1 1.1207 1.1207 1.1189 1.1218 PP 1.1170 1.1170 1.1170 1.1176 S1 1.1148 1.1148 1.1179 1.1159 S2 1.1111 1.1111 1.1173 S3 1.1052 1.1089 1.1168 S4 1.0993 1.1030 1.1152	Weekly Pivots for week ending 24-Feb-2012 Classic Woodie Camarilla DeMark R4 1.1942 1.1844 1.1345 R3 1.1666 1.1568 1.1269 R2 1.1390 1.1390 1.1244 R1 1.1292 1.1292 1.1218 1.1341 PP 1.1114 1.1114 1.1114 1.1139 S1 1.1016 1.1016 1.1168 1.1065 S2 1.0838 1.0838 1.1142 S3 1.0562 1.0740 1.1117 S4 1.0286 1.0464 1.1041
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1213 1.0968 0.0245 2.2% 0.0078 0.7% 88% False False 92 10 1.1213 1.0781 0.0432 3.9% 0.0076 0.7% 93% False False 74 20 1.1213 1.0781 0.0432 3.9% 0.0061 0.5% 93% False False 40 40 1.1213 1.0489 0.0724 6.5% 0.0048 0.4% 96% False False 23
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0013 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.1444 2.618 1.1347 1.618 1.1288 1.000 1.1252 0.618 1.1229 HIGH 1.1193 0.618 1.1170 0.500 1.1164 0.382 1.1157 LOW 1.1134 0.618 1.1098 1.000 1.1075 1.618 1.1039 2.618 1.0980 4.250 1.0883
Fisher Pivots for day following 28-Feb-2012 Pivot 1 day 3 day R1 1.1177 1.1175 PP 1.1170 1.1166 S1 1.1164 1.1157

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