CME Swiss Franc Future September 2014

Trading Metrics calculated at close of trading on 15-Nov-2013

Day Change Summary
	Previous	Current
	14-Nov-2013	15-Nov-2013	Change	Change %	Previous Week
Open	1.0945	1.0959	0.0014	0.1%	1.0903
High	1.0945	1.0959	0.0014	0.1%	1.0963
Low	1.0945	1.0959	0.0014	0.1%	1.0903
Close	1.0945	1.0959	0.0014	0.1%	1.0959
Range
ATR	0.0038	0.0036	-0.0002	-4.5%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0959	1.0959	1.0959
R3	1.0959	1.0959	1.0959
R2	1.0959	1.0959	1.0959
R1	1.0959	1.0959	1.0959	1.0959
PP	1.0959	1.0959	1.0959	1.0959
S1	1.0959	1.0959	1.0959	1.0959
S2	1.0959	1.0959	1.0959
S3	1.0959	1.0959	1.0959
S4	1.0959	1.0959	1.0959

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1122	1.1100	1.0992
R3	1.1062	1.1040	1.0976
R2	1.1002	1.1002	1.0970
R1	1.0980	1.0980	1.0965	1.0991
PP	1.0942	1.0942	1.0942	1.0947
S1	1.0920	1.0920	1.0954	1.0931
S2	1.0882	1.0882	1.0948
S3	1.0822	1.0860	1.0943
S4	1.0762	1.0800	1.0926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0963	1.0903	0.0060	0.5%	0.0000	0.0%	93%	False	False	1
10	1.1031	1.0875	0.0156	1.4%	0.0009	0.1%	54%	False	False	1

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	1.0959
2.618	1.0959
1.618	1.0959
1.000	1.0959
0.618	1.0959
HIGH	1.0959
0.618	1.0959
0.500	1.0959
0.382	1.0959
LOW	1.0959
0.618	1.0959
1.000	1.0959
1.618	1.0959
2.618	1.0959
4.250	1.0959

Fisher Pivots for day following 15-Nov-2013
Pivot	1 day	3 day
R1	1.0959	1.0957
PP	1.0959	1.0956
S1	1.0959	1.0954

Download as Excel Spreadsheet

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

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