CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary Previous Current 03-May-2011 04-May-2011 Change Change % Previous Week Open 1.1615 1.1639 0.0024 0.2% 1.1365 High 1.1615 1.1639 0.0024 0.2% 1.1560 Low 1.1615 1.1639 0.0024 0.2% 1.1365 Close 1.1615 1.1639 0.0024 0.2% 1.1586 Range ATR 0.0054 0.0052 -0.0002 -4.0% 0.0000 Volume 10 10 0 0.0% 22
Daily Pivots for day following 04-May-2011 Classic Woodie Camarilla DeMark R4 1.1639 1.1639 1.1639 R3 1.1639 1.1639 1.1639 R2 1.1639 1.1639 1.1639 R1 1.1639 1.1639 1.1639 1.1639 PP 1.1639 1.1639 1.1639 1.1639 S1 1.1639 1.1639 1.1639 1.1639 S2 1.1639 1.1639 1.1639 S3 1.1639 1.1639 1.1639 S4 1.1639 1.1639 1.1639	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 1.1466 0.0173 1.5% 0.0008 0.1% 100% True False 7 10 1.1639 1.1260 0.0379 3.3% 0.0011 0.1% 100% True False 4 20 1.1639 1.0889 0.0750 6.4% 0.0011 0.1% 100% True False 3 40 1.1639 1.0748 0.0891 7.7% 0.0006 0.1% 100% True False 3 60 1.1639 1.0303 0.1336 11.5% 0.0004 0.0% 100% True 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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.1639 2.618 1.1639 1.618 1.1639 1.000 1.1639 0.618 1.1639 HIGH 1.1639 0.618 1.1639 0.500 1.1639 0.382 1.1639 LOW 1.1639 0.618 1.1639 1.000 1.1639 1.618 1.1639 2.618 1.1639 4.250 1.1639
Fisher Pivots for day following 04-May-2011 Pivot 1 day 3 day R1 1.1639 1.1633 PP 1.1639 1.1627 S1 1.1639 1.1622

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