CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary Previous Current 11-May-2011 12-May-2011 Change Change % Previous Week Open 1.1300 1.1310 0.0010 0.1% 1.1604 High 1.1300 1.1310 0.0010 0.1% 1.1639 Low 1.1300 1.1310 0.0010 0.1% 1.1389 Close 1.1273 1.1310 0.0037 0.3% 1.1389 Range ATR 0.0067 0.0065 -0.0002 -3.2% 0.0000 Volume 1 1 0 0.0% 34
Daily Pivots for day following 12-May-2011 Classic Woodie Camarilla DeMark R4 1.1310 1.1310 1.1310 R3 1.1310 1.1310 1.1310 R2 1.1310 1.1310 1.1310 R1 1.1310 1.1310 1.1310 1.1310 PP 1.1310 1.1310 1.1310 1.1310 S1 1.1310 1.1310 1.1310 1.1310 S2 1.1310 1.1310 1.1310 S3 1.1310 1.1310 1.1310 S4 1.1310 1.1310 1.1310	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 1.1470 1.1300 0.0170 1.5% 0.0000 0.0% 6% False False 1 10 1.1639 1.1300 0.0339 3.0% 0.0004 0.0% 3% False False 4 20 1.1639 1.1133 0.0506 4.5% 0.0006 0.0% 35% False False 3 40 1.1639 1.0821 0.0818 7.2% 0.0006 0.1% 60% False False 3 60 1.1639 1.0468 0.1171 10.4% 0.0004 0.0% 72% 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 False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.1310 2.618 1.1310 1.618 1.1310 1.000 1.1310 0.618 1.1310 HIGH 1.1310 0.618 1.1310 0.500 1.1310 0.382 1.1310 LOW 1.1310 0.618 1.1310 1.000 1.1310 1.618 1.1310 2.618 1.1310 4.250 1.1310
Fisher Pivots for day following 12-May-2011 Pivot 1 day 3 day R1 1.1310 1.1311 PP 1.1310 1.1310 S1 1.1310 1.1310

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