CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary Previous Current 14-Apr-2011 15-Apr-2011 Change Change % Previous Week Open 1.1214 1.1205 -0.0009 -0.1% 1.1000 High 1.1214 1.1205 -0.0009 -0.1% 1.1214 Low 1.1214 1.1205 -0.0009 -0.1% 1.1000 Close 1.1214 1.1205 -0.0009 -0.1% 1.1205 Range ATR 0.0053 0.0050 -0.0003 -5.9% 0.0000 Volume 2 2 0 0.0% 11
Daily Pivots for day following 15-Apr-2011 Classic Woodie Camarilla DeMark R4 1.1205 1.1205 1.1205 R3 1.1205 1.1205 1.1205 R2 1.1205 1.1205 1.1205 R1 1.1205 1.1205 1.1205 1.1205 PP 1.1205 1.1205 1.1205 1.1205 S1 1.1205 1.1205 1.1205 1.1205 S2 1.1205 1.1205 1.1205 S3 1.1205 1.1205 1.1205 S4 1.1205 1.1205 1.1205	Weekly Pivots for week ending 15-Apr-2011 Classic Woodie Camarilla DeMark R4 1.1782 1.1707 1.1323 R3 1.1568 1.1493 1.1264 R2 1.1354 1.1354 1.1244 R1 1.1279 1.1279 1.1225 1.1317 PP 1.1140 1.1140 1.1140 1.1158 S1 1.1065 1.1065 1.1185 1.1103 S2 1.0926 1.0926 1.1166 S3 1.0712 1.0851 1.1146 S4 1.0498 1.0637 1.1087
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1214 1.1000 0.0214 1.9% 0.0010 0.1% 96% False False 2 10 1.1214 1.0821 0.0393 3.5% 0.0013 0.1% 98% False False 2 20 1.1214 1.0821 0.0393 3.5% 0.0007 0.1% 98% False False 2 40 1.1214 1.0611 0.0603 5.4% 0.0003 0.0% 99% False False 3
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 True 8BNR False Bear Hook False Bull Hook False Stretch 0.0001	Fibonacci Retracements and Extensions 4.250 1.1205 2.618 1.1205 1.618 1.1205 1.000 1.1205 0.618 1.1205 HIGH 1.1205 0.618 1.1205 0.500 1.1205 0.382 1.1205 LOW 1.1205 0.618 1.1205 1.000 1.1205 1.618 1.1205 2.618 1.1205 4.250 1.1205
Fisher Pivots for day following 15-Apr-2011 Pivot 1 day 3 day R1 1.1205 1.1200 PP 1.1205 1.1195 S1 1.1205 1.1191

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