CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary Previous Current 29-Mar-2011 30-Mar-2011 Change Change % Previous Week Open 1.0869 1.0899 0.0030 0.3% 1.1074 High 1.0869 1.0899 0.0030 0.3% 1.1096 Low 1.0869 1.0899 0.0030 0.3% 1.0975 Close 1.0869 1.0899 0.0030 0.3% 1.0899 Range ATR 0.0053 0.0051 -0.0002 -3.1% 0.0000 Volume 1 1 0 0.0% 25
Daily Pivots for day following 30-Mar-2011 Classic Woodie Camarilla DeMark R4 1.0899 1.0899 1.0899 R3 1.0899 1.0899 1.0899 R2 1.0899 1.0899 1.0899 R1 1.0899 1.0899 1.0899 1.0899 PP 1.0899 1.0899 1.0899 1.0899 S1 1.0899 1.0899 1.0899 1.0899 S2 1.0899 1.0899 1.0899 S3 1.0899 1.0899 1.0899 S4 1.0899 1.0899 1.0899	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 1.1046 1.0869 0.0177 1.6% 0.0000 0.0% 17% False False 2 10 1.1130 1.0869 0.0261 2.4% 0.0000 0.0% 11% False False 3 20 1.1130 1.0705 0.0425 3.9% 0.0000 0.0% 46% False False 4 40 1.1130 1.0303 0.0827 7.6% 0.0000 0.0% 72% 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 1.0899 2.618 1.0899 1.618 1.0899 1.000 1.0899 0.618 1.0899 HIGH 1.0899 0.618 1.0899 0.500 1.0899 0.382 1.0899 LOW 1.0899 0.618 1.0899 1.000 1.0899 1.618 1.0899 2.618 1.0899 4.250 1.0899
Fisher Pivots for day following 30-Mar-2011 Pivot 1 day 3 day R1 1.0899 1.0900 PP 1.0899 1.0899 S1 1.0899 1.0899

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