CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary Previous Current 22-Mar-2011 23-Mar-2011 Change Change % Previous Week Open 1.1096 1.1038 -0.0058 -0.5% 1.0841 High 1.1096 1.1038 -0.0058 -0.5% 1.1130 Low 1.1096 1.1038 -0.0058 -0.5% 1.0841 Close 1.1096 1.1038 -0.0058 -0.5% 1.1112 Range ATR 0.0056 0.0056 0.0000 0.3% 0.0000 Volume 5 5 0 0.0% 25
Daily Pivots for day following 23-Mar-2011 Classic Woodie Camarilla DeMark R4 1.1038 1.1038 1.1038 R3 1.1038 1.1038 1.1038 R2 1.1038 1.1038 1.1038 R1 1.1038 1.1038 1.1038 1.1038 PP 1.1038 1.1038 1.1038 1.1038 S1 1.1038 1.1038 1.1038 1.1038 S2 1.1038 1.1038 1.1038 S3 1.1038 1.1038 1.1038 S4 1.1038 1.1038 1.1038	Weekly Pivots for week ending 18-Mar-2011 Classic Woodie Camarilla DeMark R4 1.1895 1.1792 1.1271 R3 1.1606 1.1503 1.1191 R2 1.1317 1.1317 1.1165 R1 1.1214 1.1214 1.1138 1.1266 PP 1.1028 1.1028 1.1028 1.1053 S1 1.0925 1.0925 1.1086 1.0977 S2 1.0739 1.0739 1.1059 S3 1.0450 1.0636 1.1033 S4 1.0161 1.0347 1.0953
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1130 1.1038 0.0092 0.8% 0.0000 0.0% 0% False True 5 10 1.1130 1.0748 0.0382 3.5% 0.0000 0.0% 76% False False 5 20 1.1130 1.0705 0.0425 3.9% 0.0000 0.0% 78% False False 5 40 1.1130 1.0303 0.0827 7.5% 0.0000 0.0% 89% 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 1.1038 2.618 1.1038 1.618 1.1038 1.000 1.1038 0.618 1.1038 HIGH 1.1038 0.618 1.1038 0.500 1.1038 0.382 1.1038 LOW 1.1038 0.618 1.1038 1.000 1.1038 1.618 1.1038 2.618 1.1038 4.250 1.1038
Fisher Pivots for day following 23-Mar-2011 Pivot 1 day 3 day R1 1.1038 1.1067 PP 1.1038 1.1057 S1 1.1038 1.1048

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