CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary Previous Current 25-Mar-2011 28-Mar-2011 Change Change % Previous Week Open 1.0975 1.0930 -0.0045 -0.4% 1.1074 High 1.0975 1.0930 -0.0045 -0.4% 1.1096 Low 1.0975 1.0930 -0.0045 -0.4% 1.0975 Close 1.0899 1.0930 0.0031 0.3% 1.0899 Range ATR 0.0054 0.0052 -0.0002 -3.0% 0.0000 Volume 5 1 -4 -80.0% 25
Daily Pivots for day following 28-Mar-2011 Classic Woodie Camarilla DeMark R4 1.0930 1.0930 1.0930 R3 1.0930 1.0930 1.0930 R2 1.0930 1.0930 1.0930 R1 1.0930 1.0930 1.0930 1.0930 PP 1.0930 1.0930 1.0930 1.0930 S1 1.0930 1.0930 1.0930 1.0930 S2 1.0930 1.0930 1.0930 S3 1.0930 1.0930 1.0930 S4 1.0930 1.0930 1.0930	Weekly Pivots for week ending 25-Mar-2011 Classic Woodie Camarilla DeMark R4 1.1353 1.1247 1.0966 R3 1.1232 1.1126 1.0932 R2 1.1111 1.1111 1.0921 R1 1.1005 1.1005 1.0910 1.0998 PP 1.0990 1.0990 1.0990 1.0986 S1 1.0884 1.0884 1.0888 1.0877 S2 1.0869 1.0869 1.0877 S3 1.0748 1.0763 1.0866 S4 1.0627 1.0642 1.0832
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1096 1.0930 0.0166 1.5% 0.0000 0.0% 0% False True 4 10 1.1130 1.0928 0.0202 1.8% 0.0000 0.0% 1% False False 4 20 1.1130 1.0705 0.0425 3.9% 0.0000 0.0% 53% False False 4 40 1.1130 1.0303 0.0827 7.6% 0.0000 0.0% 76% False False 4
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 1.0930 2.618 1.0930 1.618 1.0930 1.000 1.0930 0.618 1.0930 HIGH 1.0930 0.618 1.0930 0.500 1.0930 0.382 1.0930 LOW 1.0930 0.618 1.0930 1.000 1.0930 1.618 1.0930 2.618 1.0930 4.250 1.0930
Fisher Pivots for day following 28-Mar-2011 Pivot 1 day 3 day R1 1.0930 1.0988 PP 1.0930 1.0969 S1 1.0930 1.0949

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