CME Swiss Franc Future September 2012

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Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary Previous Current 21-Mar-2012 22-Mar-2012 Change Change % Previous Week Open 1.1007 1.0961 -0.0046 -0.4% 1.0933 High 1.1007 1.0961 -0.0046 -0.4% 1.0945 Low 1.0979 1.0961 -0.0018 -0.2% 1.0754 Close 1.0979 1.0961 -0.0018 -0.2% 1.0945 Range 0.0028 0.0000 -0.0028 -100.0% 0.0191 ATR 0.0065 0.0062 -0.0003 -5.2% 0.0000 Volume 4 1 -3 -75.0% 510
Daily Pivots for day following 22-Mar-2012 Classic Woodie Camarilla DeMark R4 1.0961 1.0961 1.0961 R3 1.0961 1.0961 1.0961 R2 1.0961 1.0961 1.0961 R1 1.0961 1.0961 1.0961 1.0961 PP 1.0961 1.0961 1.0961 1.0961 S1 1.0961 1.0961 1.0961 1.0961 S2 1.0961 1.0961 1.0961 S3 1.0961 1.0961 1.0961 S4 1.0961 1.0961 1.0961	Weekly Pivots for week ending 16-Mar-2012 Classic Woodie Camarilla DeMark R4 1.1454 1.1391 1.1050 R3 1.1263 1.1200 1.0998 R2 1.1072 1.1072 1.0980 R1 1.1009 1.1009 1.0963 1.1041 PP 1.0881 1.0881 1.0881 1.0897 S1 1.0818 1.0818 1.0927 1.0850 S2 1.0690 1.0690 1.0910 S3 1.0499 1.0627 1.0892 S4 1.0308 1.0436 1.0840
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1007 1.0937 0.0070 0.6% 0.0012 0.1% 34% False False 2 10 1.1007 1.0754 0.0253 2.3% 0.0008 0.1% 82% False False 52
Crabel Price Patterns NR True NR4 True NR5 True 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 0.0001 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1.0961 2.618 1.0961 1.618 1.0961 1.000 1.0961 0.618 1.0961 HIGH 1.0961 0.618 1.0961 0.500 1.0961 0.382 1.0961 LOW 1.0961 0.618 1.0961 1.000 1.0961 1.618 1.0961 2.618 1.0961 4.250 1.0961
Fisher Pivots for day following 22-Mar-2012 Pivot 1 day 3 day R1 1.0961 1.0984 PP 1.0961 1.0976 S1 1.0961 1.0969

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