CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary Previous Current 12-May-2011 13-May-2011 Change Change % Previous Week Open 1.1310 1.1300 -0.0010 -0.1% 1.1470 High 1.1310 1.1300 -0.0010 -0.1% 1.1470 Low 1.1310 1.1300 -0.0010 -0.1% 1.1300 Close 1.1310 1.1220 -0.0090 -0.8% 1.1220 Range ATR 0.0065 0.0061 -0.0004 -6.0% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 13-May-2011 Classic Woodie Camarilla DeMark R4 1.1273 1.1247 1.1220 R3 1.1273 1.1247 1.1220 R2 1.1273 1.1273 1.1220 R1 1.1247 1.1247 1.1220 1.1260 PP 1.1273 1.1273 1.1273 1.1280 S1 1.1247 1.1247 1.1220 1.1260 S2 1.1273 1.1273 1.1220 S3 1.1273 1.1247 1.1220 S4 1.1273 1.1247 1.1220	Weekly Pivots for week ending 13-May-2011 Classic Woodie Camarilla DeMark R4 1.1840 1.1700 1.1314 R3 1.1670 1.1530 1.1267 R2 1.1500 1.1500 1.1251 R1 1.1360 1.1360 1.1236 1.1345 PP 1.1330 1.1330 1.1330 1.1323 S1 1.1190 1.1190 1.1204 1.1175 S2 1.1160 1.1160 1.1189 S3 1.0990 1.1020 1.1173 S4 1.0820 1.0850 1.1127
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1470 1.1300 0.0170 1.5% 0.0000 0.0% -47% False True 1 10 1.1639 1.1300 0.0339 3.0% 0.0002 0.0% -24% False True 3 20 1.1639 1.1133 0.0506 4.5% 0.0006 0.0% 17% False False 3 40 1.1639 1.0821 0.0818 7.3% 0.0006 0.1% 49% False False 3 60 1.1639 1.0566 0.1073 9.6% 0.0004 0.0% 61% 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 True 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.1300 2.618 1.1300 1.618 1.1300 1.000 1.1300 0.618 1.1300 HIGH 1.1300 0.618 1.1300 0.500 1.1300 0.382 1.1300 LOW 1.1300 0.618 1.1300 1.000 1.1300 1.618 1.1300 2.618 1.1300 4.250 1.1300
Fisher Pivots for day following 13-May-2011 Pivot 1 day 3 day R1 1.1300 1.1305 PP 1.1273 1.1277 S1 1.1247 1.1248

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