CME Swiss Franc Future September 2012

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Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary Previous Current 26-Mar-2012 27-Mar-2012 Change Change % Previous Week Open 1.1065 1.1087 0.0022 0.2% 1.0994 High 1.1093 1.1087 -0.0006 -0.1% 1.1037 Low 1.1065 1.1087 0.0022 0.2% 1.0961 Close 1.1093 1.1087 -0.0006 -0.1% 1.1033 Range 0.0028 0.0000 -0.0028 -100.0% 0.0076 ATR 0.0063 0.0059 -0.0004 -6.5% 0.0000 Volume 8 6 -2 -25.0% 10
Daily Pivots for day following 27-Mar-2012 Classic Woodie Camarilla DeMark R4 1.1087 1.1087 1.1087 R3 1.1087 1.1087 1.1087 R2 1.1087 1.1087 1.1087 R1 1.1087 1.1087 1.1087 1.1087 PP 1.1087 1.1087 1.1087 1.1087 S1 1.1087 1.1087 1.1087 1.1087 S2 1.1087 1.1087 1.1087 S3 1.1087 1.1087 1.1087 S4 1.1087 1.1087 1.1087	Weekly Pivots for week ending 23-Mar-2012 Classic Woodie Camarilla DeMark R4 1.1238 1.1212 1.1075 R3 1.1162 1.1136 1.1054 R2 1.1086 1.1086 1.1047 R1 1.1060 1.1060 1.1040 1.1073 PP 1.1010 1.1010 1.1010 1.1017 S1 1.0984 1.0984 1.1026 1.0997 S2 1.0934 1.0934 1.1019 S3 1.0858 1.0908 1.1012 S4 1.0782 1.0832 1.0991
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1093 1.0961 0.0132 1.2% 0.0013 0.1% 95% False False 4 10 1.1093 1.0754 0.0339 3.1% 0.0012 0.1% 98% False False 19 20 1.1151 1.0754 0.0397 3.6% 0.0008 0.1% 84% False False 27
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 0.0001 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.1087 2.618 1.1087 1.618 1.1087 1.000 1.1087 0.618 1.1087 HIGH 1.1087 0.618 1.1087 0.500 1.1087 0.382 1.1087 LOW 1.1087 0.618 1.1087 1.000 1.1087 1.618 1.1087 2.618 1.1087 4.250 1.1087
Fisher Pivots for day following 27-Mar-2012 Pivot 1 day 3 day R1 1.1087 1.1078 PP 1.1087 1.1069 S1 1.1087 1.1061

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