CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary Previous Current 11-Apr-2011 12-Apr-2011 Change Change % Previous Week Open 1.1000 1.1160 0.0160 1.5% 1.0873 High 1.1048 1.1160 0.0112 1.0% 1.0963 Low 1.1000 1.1160 0.0160 1.5% 1.0821 Close 1.1040 1.1160 0.0120 1.1% 1.0999 Range 0.0048 0.0000 -0.0048 -100.0% 0.0142 ATR 0.0053 0.0057 0.0005 9.2% 0.0000 Volume 1 4 3 300.0% 11
Daily Pivots for day following 12-Apr-2011 Classic Woodie Camarilla DeMark R4 1.1160 1.1160 1.1160 R3 1.1160 1.1160 1.1160 R2 1.1160 1.1160 1.1160 R1 1.1160 1.1160 1.1160 1.1160 PP 1.1160 1.1160 1.1160 1.1160 S1 1.1160 1.1160 1.1160 1.1160 S2 1.1160 1.1160 1.1160 S3 1.1160 1.1160 1.1160 S4 1.1160 1.1160 1.1160	Weekly Pivots for week ending 08-Apr-2011 Classic Woodie Camarilla DeMark R4 1.1354 1.1318 1.1077 R3 1.1212 1.1176 1.1038 R2 1.1070 1.1070 1.1025 R1 1.1034 1.1034 1.1012 1.1052 PP 1.0928 1.0928 1.0928 1.0937 S1 1.0892 1.0892 1.0986 1.0910 S2 1.0786 1.0786 1.0973 S3 1.0644 1.0750 1.0960 S4 1.0502 1.0608 1.0921
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1160 1.0889 0.0271 2.4% 0.0021 0.2% 100% True False 2 10 1.1160 1.0821 0.0339 3.0% 0.0013 0.1% 100% True False 1 20 1.1160 1.0821 0.0339 3.0% 0.0007 0.1% 100% True False 3 40 1.1160 1.0378 0.0782 7.0% 0.0003 0.0% 100% True False 4
Crabel Price Patterns NR True 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 0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1160 2.618 1.1160 1.618 1.1160 1.000 1.1160 0.618 1.1160 HIGH 1.1160 0.618 1.1160 0.500 1.1160 0.382 1.1160 LOW 1.1160 0.618 1.1160 1.000 1.1160 1.618 1.1160 2.618 1.1160 4.250 1.1160
Fisher Pivots for day following 12-Apr-2011 Pivot 1 day 3 day R1 1.1160 1.1127 PP 1.1160 1.1094 S1 1.1160 1.1062

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