CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary Previous Current 20-Apr-2011 21-Apr-2011 Change Change % Previous Week Open 1.1260 1.1332 0.0072 0.6% 1.1000 High 1.1260 1.1332 0.0072 0.6% 1.1214 Low 1.1260 1.1332 0.0072 0.6% 1.1000 Close 1.1260 1.1332 0.0072 0.6% 1.1205 Range ATR 0.0054 0.0055 0.0001 2.4% 0.0000 Volume 2 2 0 0.0% 11
Daily Pivots for day following 21-Apr-2011 Classic Woodie Camarilla DeMark R4 1.1332 1.1332 1.1332 R3 1.1332 1.1332 1.1332 R2 1.1332 1.1332 1.1332 R1 1.1332 1.1332 1.1332 1.1332 PP 1.1332 1.1332 1.1332 1.1332 S1 1.1332 1.1332 1.1332 1.1332 S2 1.1332 1.1332 1.1332 S3 1.1332 1.1332 1.1332 S4 1.1332 1.1332 1.1332	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 1.1332 1.1133 0.0199 1.8% 0.0000 0.0% 100% True False 2 10 1.1332 1.0963 0.0369 3.3% 0.0005 0.0% 100% True False 2 20 1.1332 1.0821 0.0511 4.5% 0.0007 0.1% 100% True False 2 40 1.1332 1.0705 0.0627 5.5% 0.0003 0.0% 100% True False 3 60 1.1332 1.0303 0.1029 9.1% 0.0002 0.0% 100% True 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 False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.1332 2.618 1.1332 1.618 1.1332 1.000 1.1332 0.618 1.1332 HIGH 1.1332 0.618 1.1332 0.500 1.1332 0.382 1.1332 LOW 1.1332 0.618 1.1332 1.000 1.1332 1.618 1.1332 2.618 1.1332 4.250 1.1332
Fisher Pivots for day following 21-Apr-2011 Pivot 1 day 3 day R1 1.1332 1.1299 PP 1.1332 1.1266 S1 1.1332 1.1233

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