CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary Previous Current 05-May-2011 06-May-2011 Change Change % Previous Week Open 1.1530 1.1389 -0.0141 -1.2% 1.1604 High 1.1530 1.1389 -0.0141 -1.2% 1.1639 Low 1.1530 1.1389 -0.0141 -1.2% 1.1389 Close 1.1499 1.1389 -0.0110 -1.0% 1.1389 Range ATR 0.0056 0.0060 0.0004 6.8% 0.0000 Volume 10 1 -9 -90.0% 34
Daily Pivots for day following 06-May-2011 Classic Woodie Camarilla DeMark R4 1.1389 1.1389 1.1389 R3 1.1389 1.1389 1.1389 R2 1.1389 1.1389 1.1389 R1 1.1389 1.1389 1.1389 1.1389 PP 1.1389 1.1389 1.1389 1.1389 S1 1.1389 1.1389 1.1389 1.1389 S2 1.1389 1.1389 1.1389 S3 1.1389 1.1389 1.1389 S4 1.1389 1.1389 1.1389	Weekly Pivots for week ending 06-May-2011 Classic Woodie Camarilla DeMark R4 1.2222 1.2056 1.1527 R3 1.1972 1.1806 1.1458 R2 1.1722 1.1722 1.1435 R1 1.1556 1.1556 1.1412 1.1514 PP 1.1472 1.1472 1.1472 1.1452 S1 1.1306 1.1306 1.1366 1.1264 S2 1.1222 1.1222 1.1343 S3 1.0972 1.1056 1.1320 S4 1.0722 1.0806 1.1252
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1639 1.1389 0.0250 2.2% 0.0004 0.0% 0% False True 6 10 1.1639 1.1365 0.0274 2.4% 0.0011 0.1% 9% False False 5 20 1.1639 1.0963 0.0676 5.9% 0.0008 0.1% 63% False False 3 40 1.1639 1.0779 0.0860 7.6% 0.0006 0.1% 71% False False 3 60 1.1639 1.0303 0.1336 11.7% 0.0004 0.0% 81% 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 1.1389 2.618 1.1389 1.618 1.1389 1.000 1.1389 0.618 1.1389 HIGH 1.1389 0.618 1.1389 0.500 1.1389 0.382 1.1389 LOW 1.1389 0.618 1.1389 1.000 1.1389 1.618 1.1389 2.618 1.1389 4.250 1.1389
Fisher Pivots for day following 06-May-2011 Pivot 1 day 3 day R1 1.1389 1.1514 PP 1.1389 1.1472 S1 1.1389 1.1431

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