CME Swiss Franc Future September 2014

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Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary Previous Current 26-Dec-2013 27-Dec-2013 Change Change % Previous Week Open 1.1186 1.1232 0.0046 0.4% 1.1211 High 1.1186 1.1232 0.0046 0.4% 1.1232 Low 1.1186 1.1232 0.0046 0.4% 1.1186 Close 1.1186 1.1232 0.0046 0.4% 1.1232 Range ATR 0.0036 0.0037 0.0001 1.9% 0.0000 Volume 1 1 0 0.0% 4
Daily Pivots for day following 27-Dec-2013 Classic Woodie Camarilla DeMark R4 1.1232 1.1232 1.1232 R3 1.1232 1.1232 1.1232 R2 1.1232 1.1232 1.1232 R1 1.1232 1.1232 1.1232 1.1232 PP 1.1232 1.1232 1.1232 1.1232 S1 1.1232 1.1232 1.1232 1.1232 S2 1.1232 1.1232 1.1232 S3 1.1232 1.1232 1.1232 S4 1.1232 1.1232 1.1232	Weekly Pivots for week ending 27-Dec-2013 Classic Woodie Camarilla DeMark R4 1.1355 1.1339 1.1257 R3 1.1309 1.1293 1.1245 R2 1.1263 1.1263 1.1240 R1 1.1247 1.1247 1.1236 1.1255 PP 1.1217 1.1217 1.1217 1.1221 S1 1.1201 1.1201 1.1228 1.1209 S2 1.1171 1.1171 1.1224 S3 1.1125 1.1155 1.1219 S4 1.1079 1.1109 1.1207
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1232 1.1186 0.0046 0.4% 0.0000 0.0% 100% True False 1 10 1.1330 1.1159 0.0171 1.5% 0.0000 0.0% 43% False False 1 20 1.1330 1.1039 0.0291 2.6% 0.0000 0.0% 66% False False 1 40 1.1330 1.0875 0.0455 4.1% 0.0002 0.0% 78% 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 1.1232 2.618 1.1232 1.618 1.1232 1.000 1.1232 0.618 1.1232 HIGH 1.1232 0.618 1.1232 0.500 1.1232 0.382 1.1232 LOW 1.1232 0.618 1.1232 1.000 1.1232 1.618 1.1232 2.618 1.1232 4.250 1.1232
Fisher Pivots for day following 27-Dec-2013 Pivot 1 day 3 day R1 1.1232 1.1224 PP 1.1232 1.1217 S1 1.1232 1.1209

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