CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary Previous Current 04-Apr-2011 05-Apr-2011 Change Change % Previous Week Open 1.0873 1.0821 -0.0052 -0.5% 1.0930 High 1.0883 1.0821 -0.0062 -0.6% 1.0932 Low 1.0859 1.0821 -0.0038 -0.3% 1.0845 Close 1.0845 1.0821 -0.0024 -0.2% 1.0845 Range 0.0024 0.0000 -0.0024 -100.0% 0.0087 ATR 0.0051 0.0049 -0.0002 -3.8% 0.0000 Volume 1 3 2 200.0% 5
Daily Pivots for day following 05-Apr-2011 Classic Woodie Camarilla DeMark R4 1.0821 1.0821 1.0821 R3 1.0821 1.0821 1.0821 R2 1.0821 1.0821 1.0821 R1 1.0821 1.0821 1.0821 1.0821 PP 1.0821 1.0821 1.0821 1.0821 S1 1.0821 1.0821 1.0821 1.0821 S2 1.0821 1.0821 1.0821 S3 1.0821 1.0821 1.0821 S4 1.0821 1.0821 1.0821	Weekly Pivots for week ending 01-Apr-2011 Classic Woodie Camarilla DeMark R4 1.1135 1.1077 1.0893 R3 1.1048 1.0990 1.0869 R2 1.0961 1.0961 1.0861 R1 1.0903 1.0903 1.0853 1.0889 PP 1.0874 1.0874 1.0874 1.0867 S1 1.0816 1.0816 1.0837 1.0802 S2 1.0787 1.0787 1.0829 S3 1.0700 1.0729 1.0821 S4 1.0613 1.0642 1.0797
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0932 1.0821 0.0111 1.0% 0.0005 0.0% 0% False True 1 10 1.1046 1.0821 0.0225 2.1% 0.0002 0.0% 0% False True 2 20 1.1130 1.0748 0.0382 3.5% 0.0001 0.0% 19% False False 3 40 1.1130 1.0303 0.0827 7.6% 0.0001 0.0% 63% False False 4
Crabel Price Patterns NR True 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 0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0821 2.618 1.0821 1.618 1.0821 1.000 1.0821 0.618 1.0821 HIGH 1.0821 0.618 1.0821 0.500 1.0821 0.382 1.0821 LOW 1.0821 0.618 1.0821 1.000 1.0821 1.618 1.0821 2.618 1.0821 4.250 1.0821
Fisher Pivots for day following 05-Apr-2011 Pivot 1 day 3 day R1 1.0821 1.0852 PP 1.0821 1.0842 S1 1.0821 1.0831

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