CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary Previous Current 09-May-2011 10-May-2011 Change Change % Previous Week Open 1.1470 1.1321 -0.0149 -1.3% 1.1604 High 1.1470 1.1321 -0.0149 -1.3% 1.1639 Low 1.1470 1.1321 -0.0149 -1.3% 1.1389 Close 1.1470 1.1362 -0.0108 -0.9% 1.1389 Range ATR 0.0062 0.0068 0.0006 10.1% 0.0000 Volume 1 1 0 0.0% 34
Daily Pivots for day following 10-May-2011 Classic Woodie Camarilla DeMark R4 1.1335 1.1348 1.1362 R3 1.1335 1.1348 1.1362 R2 1.1335 1.1335 1.1362 R1 1.1348 1.1348 1.1362 1.1342 PP 1.1335 1.1335 1.1335 1.1331 S1 1.1348 1.1348 1.1362 1.1342 S2 1.1335 1.1335 1.1362 S3 1.1335 1.1348 1.1362 S4 1.1335 1.1348 1.1362	Weekly Pivots for week ending 06-May-2011 Classic Woodie Camarilla DeMark R4 1.2222 1.2056 1.1527 R3 1.1972 1.1806 1.1458 R2 1.1722 1.1722 1.1435 R1 1.1556 1.1556 1.1412 1.1514 PP 1.1472 1.1472 1.1472 1.1452 S1 1.1306 1.1306 1.1366 1.1264 S2 1.1222 1.1222 1.1343 S3 1.0972 1.1056 1.1320 S4 1.0722 1.0806 1.1252
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1639 1.1321 0.0318 2.8% 0.0000 0.0% 13% False True 4 10 1.1639 1.1321 0.0318 2.8% 0.0011 0.1% 13% False True 5 20 1.1639 1.1133 0.0506 4.5% 0.0006 0.0% 45% False False 3 40 1.1639 1.0821 0.0818 7.2% 0.0006 0.1% 66% False False 3 60 1.1639 1.0340 0.1299 11.4% 0.0004 0.0% 79% False 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 False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.1321 2.618 1.1321 1.618 1.1321 1.000 1.1321 0.618 1.1321 HIGH 1.1321 0.618 1.1321 0.500 1.1321 0.382 1.1321 LOW 1.1321 0.618 1.1321 1.000 1.1321 1.618 1.1321 2.618 1.1321 4.250 1.1321
Fisher Pivots for day following 10-May-2011 Pivot 1 day 3 day R1 1.1348 1.1396 PP 1.1335 1.1384 S1 1.1321 1.1373

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