CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary Previous Current 25-Apr-2011 26-Apr-2011 Change Change % Previous Week Open 1.1365 1.1404 0.0039 0.3% 1.1164 High 1.1365 1.1404 0.0039 0.3% 1.1332 Low 1.1365 1.1404 0.0039 0.3% 1.1133 Close 1.1365 1.1404 0.0039 0.3% 1.1332 Range ATR 0.0054 0.0052 -0.0001 -1.9% 0.0000 Volume 2 2 0 0.0% 8
Daily Pivots for day following 26-Apr-2011 Classic Woodie Camarilla DeMark R4 1.1404 1.1404 1.1404 R3 1.1404 1.1404 1.1404 R2 1.1404 1.1404 1.1404 R1 1.1404 1.1404 1.1404 1.1404 PP 1.1404 1.1404 1.1404 1.1404 S1 1.1404 1.1404 1.1404 1.1404 S2 1.1404 1.1404 1.1404 S3 1.1404 1.1404 1.1404 S4 1.1404 1.1404 1.1404	Weekly Pivots for week ending 22-Apr-2011 Classic Woodie Camarilla DeMark R4 1.1863 1.1796 1.1441 R3 1.1664 1.1597 1.1387 R2 1.1465 1.1465 1.1368 R1 1.1398 1.1398 1.1350 1.1432 PP 1.1266 1.1266 1.1266 1.1282 S1 1.1199 1.1199 1.1314 1.1233 S2 1.1067 1.1067 1.1296 S3 1.0868 1.1000 1.1277 S4 1.0669 1.0801 1.1223
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1404 1.1133 0.0271 2.4% 0.0000 0.0% 100% True False 2 10 1.1404 1.1133 0.0271 2.4% 0.0000 0.0% 100% True False 2 20 1.1404 1.0821 0.0583 5.1% 0.0007 0.1% 100% True False 1 40 1.1404 1.0705 0.0699 6.1% 0.0003 0.0% 100% True False 3 60 1.1404 1.0303 0.1101 9.7% 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 1.1404 2.618 1.1404 1.618 1.1404 1.000 1.1404 0.618 1.1404 HIGH 1.1404 0.618 1.1404 0.500 1.1404 0.382 1.1404 LOW 1.1404 0.618 1.1404 1.000 1.1404 1.618 1.1404 2.618 1.1404 4.250 1.1404
Fisher Pivots for day following 26-Apr-2011 Pivot 1 day 3 day R1 1.1404 1.1392 PP 1.1404 1.1380 S1 1.1404 1.1368

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