CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary Previous Current 19-May-2011 20-May-2011 Change Change % Previous Week Open 1.1355 1.1416 0.0061 0.5% 1.1189 High 1.1355 1.1416 0.0061 0.5% 1.1416 Low 1.1355 1.1416 0.0061 0.5% 1.1180 Close 1.1355 1.1416 0.0061 0.5% 1.1416 Range ATR 0.0052 0.0052 0.0001 1.3% 0.0000 Volume 1 1 0 0.0% 10
Daily Pivots for day following 20-May-2011 Classic Woodie Camarilla DeMark R4 1.1416 1.1416 1.1416 R3 1.1416 1.1416 1.1416 R2 1.1416 1.1416 1.1416 R1 1.1416 1.1416 1.1416 1.1416 PP 1.1416 1.1416 1.1416 1.1416 S1 1.1416 1.1416 1.1416 1.1416 S2 1.1416 1.1416 1.1416 S3 1.1416 1.1416 1.1416 S4 1.1416 1.1416 1.1416	Weekly Pivots for week ending 20-May-2011 Classic Woodie Camarilla DeMark R4 1.2045 1.1967 1.1546 R3 1.1809 1.1731 1.1481 R2 1.1573 1.1573 1.1459 R1 1.1495 1.1495 1.1438 1.1534 PP 1.1337 1.1337 1.1337 1.1357 S1 1.1259 1.1259 1.1394 1.1298 S2 1.1101 1.1101 1.1373 S3 1.0865 1.1023 1.1351 S4 1.0629 1.0787 1.1286
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1416 1.1180 0.0236 2.1% 0.0002 0.0% 100% True False 2 10 1.1470 1.1180 0.0290 2.5% 0.0001 0.0% 81% False False 1 20 1.1639 1.1180 0.0459 4.0% 0.0006 0.1% 51% False False 3 40 1.1639 1.0821 0.0818 7.2% 0.0006 0.1% 73% False False 2 60 1.1639 1.0705 0.0934 8.2% 0.0004 0.0% 76% False False 3 80 1.1639 1.0303 0.1336 11.7% 0.0003 0.0% 83% 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 False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.1416 2.618 1.1416 1.618 1.1416 1.000 1.1416 0.618 1.1416 HIGH 1.1416 0.618 1.1416 0.500 1.1416 0.382 1.1416 LOW 1.1416 0.618 1.1416 1.000 1.1416 1.618 1.1416 2.618 1.1416 4.250 1.1416
Fisher Pivots for day following 20-May-2011 Pivot 1 day 3 day R1 1.1416 1.1406 PP 1.1416 1.1396 S1 1.1416 1.1386

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