CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary Previous Current 04-May-2011 05-May-2011 Change Change % Previous Week Open 1.1639 1.1530 -0.0109 -0.9% 1.1365 High 1.1639 1.1530 -0.0109 -0.9% 1.1560 Low 1.1639 1.1530 -0.0109 -0.9% 1.1365 Close 1.1639 1.1499 -0.0140 -1.2% 1.1586 Range ATR 0.0052 0.0056 0.0004 7.8% 0.0000 Volume 10 10 0 0.0% 22
Daily Pivots for day following 05-May-2011 Classic Woodie Camarilla DeMark R4 1.1520 1.1509 1.1499 R3 1.1520 1.1509 1.1499 R2 1.1520 1.1520 1.1499 R1 1.1509 1.1509 1.1499 1.1515 PP 1.1520 1.1520 1.1520 1.1522 S1 1.1509 1.1509 1.1499 1.1515 S2 1.1520 1.1520 1.1499 S3 1.1520 1.1509 1.1499 S4 1.1520 1.1509 1.1499	Weekly Pivots for week ending 29-Apr-2011 Classic Woodie Camarilla DeMark R4 1.2089 1.2032 1.1693 R3 1.1894 1.1837 1.1640 R2 1.1699 1.1699 1.1622 R1 1.1642 1.1642 1.1604 1.1671 PP 1.1504 1.1504 1.1504 1.1518 S1 1.1447 1.1447 1.1568 1.1476 S2 1.1309 1.1309 1.1550 S3 1.1114 1.1252 1.1532 S4 1.0919 1.1057 1.1479
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1639 1.1530 0.0109 0.9% 0.0008 0.1% -28% False True 8 10 1.1639 1.1332 0.0307 2.7% 0.0011 0.1% 54% False False 5 20 1.1639 1.0935 0.0704 6.1% 0.0008 0.1% 80% False False 3 40 1.1639 1.0748 0.0891 7.7% 0.0006 0.1% 84% False False 3 60 1.1639 1.0303 0.1336 11.6% 0.0004 0.0% 90% 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 1.1530 2.618 1.1530 1.618 1.1530 1.000 1.1530 0.618 1.1530 HIGH 1.1530 0.618 1.1530 0.500 1.1530 0.382 1.1530 LOW 1.1530 0.618 1.1530 1.000 1.1530 1.618 1.1530 2.618 1.1530 4.250 1.1530
Fisher Pivots for day following 05-May-2011 Pivot 1 day 3 day R1 1.1530 1.1585 PP 1.1520 1.1556 S1 1.1509 1.1528

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