CME Swiss Franc Future September 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Apr-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Apr-2011 | 
                    05-Apr-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0853 | 
                        1.0820 | 
                        -0.0033 | 
                        -0.3% | 
                        1.0884 | 
                     
                    
                        | High | 
                        1.0872 | 
                        1.0820 | 
                        -0.0052 | 
                        -0.5% | 
                        1.0968 | 
                     
                    
                        | Low | 
                        1.0853 | 
                        1.0820 | 
                        -0.0033 | 
                        -0.3% | 
                        1.0725 | 
                     
                    
                        | Close | 
                        1.0839 | 
                        1.0815 | 
                        -0.0024 | 
                        -0.2% | 
                        1.0839 | 
                     
                    
                        | Range | 
                        0.0019 | 
                        0.0000 | 
                        -0.0019 | 
                        -100.0% | 
                        0.0243 | 
                     
                    
                        | ATR | 
                        0.0081 | 
                        0.0076 | 
                        -0.0004 | 
                        -5.5% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        39 | 
                        4 | 
                        -35 | 
                        -89.7% | 
                        100 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Apr-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0818 | 
                1.0817 | 
                1.0815 | 
                 | 
             
            
                | R3 | 
                1.0818 | 
                1.0817 | 
                1.0815 | 
                 | 
             
            
                | R2 | 
                1.0818 | 
                1.0818 | 
                1.0815 | 
                 | 
             
            
                | R1 | 
                1.0817 | 
                1.0817 | 
                1.0815 | 
                1.0818 | 
             
            
                | PP | 
                1.0818 | 
                1.0818 | 
                1.0818 | 
                1.0819 | 
             
            
                | S1 | 
                1.0817 | 
                1.0817 | 
                1.0815 | 
                1.0818 | 
             
            
                | S2 | 
                1.0818 | 
                1.0818 | 
                1.0815 | 
                 | 
             
            
                | S3 | 
                1.0818 | 
                1.0817 | 
                1.0815 | 
                 | 
             
            
                | S4 | 
                1.0818 | 
                1.0817 | 
                1.0815 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Apr-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1573 | 
                1.1449 | 
                1.0973 | 
                 | 
             
            
                | R3 | 
                1.1330 | 
                1.1206 | 
                1.0906 | 
                 | 
             
            
                | R2 | 
                1.1087 | 
                1.1087 | 
                1.0884 | 
                 | 
             
            
                | R1 | 
                1.0963 | 
                1.0963 | 
                1.0861 | 
                1.0904 | 
             
            
                | PP | 
                1.0844 | 
                1.0844 | 
                1.0844 | 
                1.0814 | 
             
            
                | S1 | 
                1.0720 | 
                1.0720 | 
                1.0817 | 
                1.0661 | 
             
            
                | S2 | 
                1.0601 | 
                1.0601 | 
                1.0794 | 
                 | 
             
            
                | S3 | 
                1.0358 | 
                1.0477 | 
                1.0772 | 
                 | 
             
            
                | S4 | 
                1.0115 | 
                1.0234 | 
                1.0705 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.0968 | 
                1.0725 | 
                0.0243 | 
                2.2% | 
                0.0062 | 
                0.6% | 
                37% | 
                False | 
                False | 
                23 | 
                 
                
                | 10 | 
                1.1131 | 
                1.0725 | 
                0.0406 | 
                3.8% | 
                0.0068 | 
                0.6% | 
                22% | 
                False | 
                False | 
                17 | 
                 
                
                | 20 | 
                1.1148 | 
                1.0725 | 
                0.0423 | 
                3.9% | 
                0.0045 | 
                0.4% | 
                21% | 
                False | 
                False | 
                15 | 
                 
                
                | 40 | 
                1.1148 | 
                1.0291 | 
                0.0857 | 
                7.9% | 
                0.0026 | 
                0.2% | 
                61% | 
                False | 
                False | 
                8 | 
                 
                
                | 60 | 
                1.1148 | 
                1.0291 | 
                0.0857 | 
                7.9% | 
                0.0018 | 
                0.2% | 
                61% | 
                False | 
                False | 
                6 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0820 | 
         
        
            | 
2.618             | 
            1.0820 | 
         
        
            | 
1.618             | 
            1.0820 | 
         
        
            | 
1.000             | 
            1.0820 | 
         
        
            | 
0.618             | 
            1.0820 | 
         
        
            | 
HIGH             | 
            1.0820 | 
         
        
            | 
0.618             | 
            1.0820 | 
         
        
            | 
0.500             | 
            1.0820 | 
         
        
            | 
0.382             | 
            1.0820 | 
         
        
            | 
LOW             | 
            1.0820 | 
         
        
            | 
0.618             | 
            1.0820 | 
         
        
            | 
1.000             | 
            1.0820 | 
         
        
            | 
1.618             | 
            1.0820 | 
         
        
            | 
2.618             | 
            1.0820 | 
         
        
            | 
4.250             | 
            1.0820 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Apr-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0820 | 
                                1.0810 | 
                             
                            
                                | PP | 
                                1.0818 | 
                                1.0804 | 
                             
                            
                                | S1 | 
                                1.0817 | 
                                1.0799 | 
                             
             
         |