CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary Previous Current 12-Apr-2011 13-Apr-2011 Change Change % Previous Week Open 1.1160 1.1167 0.0007 0.1% 1.0873 High 1.1160 1.1167 0.0007 0.1% 1.0963 Low 1.1160 1.1167 0.0007 0.1% 1.0821 Close 1.1160 1.1167 0.0007 0.1% 1.0999 Range ATR 0.0057 0.0054 -0.0004 -6.3% 0.0000 Volume 4 2 -2 -50.0% 11
Daily Pivots for day following 13-Apr-2011 Classic Woodie Camarilla DeMark R4 1.1167 1.1167 1.1167 R3 1.1167 1.1167 1.1167 R2 1.1167 1.1167 1.1167 R1 1.1167 1.1167 1.1167 1.1167 PP 1.1167 1.1167 1.1167 1.1167 S1 1.1167 1.1167 1.1167 1.1167 S2 1.1167 1.1167 1.1167 S3 1.1167 1.1167 1.1167 S4 1.1167 1.1167 1.1167	Weekly Pivots for week ending 08-Apr-2011 Classic Woodie Camarilla DeMark R4 1.1354 1.1318 1.1077 R3 1.1212 1.1176 1.1038 R2 1.1070 1.1070 1.1025 R1 1.1034 1.1034 1.1012 1.1052 PP 1.0928 1.0928 1.0928 1.0937 S1 1.0892 1.0892 1.0986 1.0910 S2 1.0786 1.0786 1.0973 S3 1.0644 1.0750 1.0960 S4 1.0502 1.0608 1.0921
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1167 1.0935 0.0232 2.1% 0.0011 0.1% 100% True False 2 10 1.1167 1.0821 0.0346 3.1% 0.0013 0.1% 100% True False 2 20 1.1167 1.0821 0.0346 3.1% 0.0007 0.1% 100% True False 2 40 1.1167 1.0468 0.0699 6.3% 0.0003 0.0% 100% True False 3
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001	Fibonacci Retracements and Extensions 4.250 1.1167 2.618 1.1167 1.618 1.1167 1.000 1.1167 0.618 1.1167 HIGH 1.1167 0.618 1.1167 0.500 1.1167 0.382 1.1167 LOW 1.1167 0.618 1.1167 1.000 1.1167 1.618 1.1167 2.618 1.1167 4.250 1.1167
Fisher Pivots for day following 13-Apr-2011 Pivot 1 day 3 day R1 1.1167 1.1139 PP 1.1167 1.1111 S1 1.1167 1.1084

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