CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary Previous Current 31-Mar-2011 01-Apr-2011 Change Change % Previous Week Open 1.0932 1.0845 -0.0087 -0.8% 1.0930 High 1.0932 1.0845 -0.0087 -0.8% 1.0932 Low 1.0932 1.0845 -0.0087 -0.8% 1.0845 Close 1.0932 1.0845 -0.0087 -0.8% 1.0845 Range ATR 0.0050 0.0052 0.0003 5.3% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 01-Apr-2011 Classic Woodie Camarilla DeMark R4 1.0845 1.0845 1.0845 R3 1.0845 1.0845 1.0845 R2 1.0845 1.0845 1.0845 R1 1.0845 1.0845 1.0845 1.0845 PP 1.0845 1.0845 1.0845 1.0845 S1 1.0845 1.0845 1.0845 1.0845 S2 1.0845 1.0845 1.0845 S3 1.0845 1.0845 1.0845 S4 1.0845 1.0845 1.0845	Weekly Pivots for week ending 01-Apr-2011 Classic Woodie Camarilla DeMark R4 1.1135 1.1077 1.0893 R3 1.1048 1.0990 1.0869 R2 1.0961 1.0961 1.0861 R1 1.0903 1.0903 1.0853 1.0889 PP 1.0874 1.0874 1.0874 1.0867 S1 1.0816 1.0816 1.0837 1.0802 S2 1.0787 1.0787 1.0829 S3 1.0700 1.0729 1.0821 S4 1.0613 1.0642 1.0797
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0932 1.0845 0.0087 0.8% 0.0000 0.0% 0% False True 1 10 1.1096 1.0845 0.0251 2.3% 0.0000 0.0% 0% False True 3 20 1.1130 1.0705 0.0425 3.9% 0.0000 0.0% 33% False False 4 40 1.1130 1.0303 0.0827 7.6% 0.0000 0.0% 66% 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 1.0845 2.618 1.0845 1.618 1.0845 1.000 1.0845 0.618 1.0845 HIGH 1.0845 0.618 1.0845 0.500 1.0845 0.382 1.0845 LOW 1.0845 0.618 1.0845 1.000 1.0845 1.618 1.0845 2.618 1.0845 4.250 1.0845
Fisher Pivots for day following 01-Apr-2011 Pivot 1 day 3 day R1 1.0845 1.0889 PP 1.0845 1.0874 S1 1.0845 1.0860

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