CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 07-Oct-2013

Day Change Summary
	Previous	Current
	04-Oct-2013	07-Oct-2013	Change	Change %	Previous Week
Open	1.1086	1.1073	-0.0013	-0.1%	1.1070
High	1.1098	1.1081	-0.0017	-0.2%	1.1156
Low	1.1030	1.1073	0.0043	0.4%	1.1030
Close	1.1041	1.1081	0.0040	0.4%	1.1041
Range	0.0068	0.0008	-0.0060	-88.2%	0.0126
ATR	0.0051	0.0050	-0.0001	-1.5%	0.0000
Volume	4	67	63	1,575.0%	41

Daily Pivots for day following 07-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1102	1.1100	1.1085
R3	1.1094	1.1092	1.1083
R2	1.1086	1.1086	1.1082
R1	1.1084	1.1084	1.1082	1.1085
PP	1.1078	1.1078	1.1078	1.1079
S1	1.1076	1.1076	1.1080	1.1077
S2	1.1070	1.1070	1.1080
S3	1.1062	1.1068	1.1079
S4	1.1054	1.1060	1.1077

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1454	1.1373	1.1110
R3	1.1328	1.1247	1.1076
R2	1.1202	1.1202	1.1064
R1	1.1121	1.1121	1.1053	1.1099
PP	1.1076	1.1076	1.1076	1.1064
S1	1.0995	1.0995	1.1029	1.0973
S2	1.0950	1.0950	1.1018
S3	1.0824	1.0869	1.1006
S4	1.0698	1.0743	1.0972

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1156	1.1030	0.0126	1.1%	0.0049	0.4%	40%	False	False	20
10	1.1156	1.0976	0.0180	1.6%	0.0030	0.3%	58%	False	False	11
20	1.1156	1.0715	0.0441	4.0%	0.0022	0.2%	83%	False	False	10
40	1.1156	1.0602	0.0554	5.0%	0.0012	0.1%	86%	False	False	6

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1115
2.618	1.1102
1.618	1.1094
1.000	1.1089
0.618	1.1086
HIGH	1.1081
0.618	1.1078
0.500	1.1077
0.382	1.1076
LOW	1.1073
0.618	1.1068
1.000	1.1065
1.618	1.1060
2.618	1.1052
4.250	1.1039

Fisher Pivots for day following 07-Oct-2013
Pivot	1 day	3 day
R1	1.1080	1.1093
PP	1.1078	1.1089
S1	1.1077	1.1085

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These figures are updated between 7pm and 10pm EST after a trading day.

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