CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 22-Aug-2013

Day Change Summary
	Previous	Current
	21-Aug-2013	22-Aug-2013	Change	Change %	Previous Week
Open	1.0875	1.0845	-0.0030	-0.3%	1.0835
High	1.0875	1.0845	-0.0030	-0.3%	1.0835
Low	1.0875	1.0845	-0.0030	-0.3%	1.0719
Close	1.0875	1.0845	-0.0030	-0.3%	1.0820
Range
ATR
Volume	2	2	0	0.0%	5

Daily Pivots for day following 22-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0845	1.0845	1.0845
R3	1.0845	1.0845	1.0845
R2	1.0845	1.0845	1.0845
R1	1.0845	1.0845	1.0845	1.0845
PP	1.0845	1.0845	1.0845	1.0845
S1	1.0845	1.0845	1.0845	1.0845
S2	1.0845	1.0845	1.0845
S3	1.0845	1.0845	1.0845
S4	1.0845	1.0845	1.0845

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1139	1.1096	1.0884
R3	1.1023	1.0980	1.0852
R2	1.0907	1.0907	1.0841
R1	1.0864	1.0864	1.0831	1.0828
PP	1.0791	1.0791	1.0791	1.0773
S1	1.0748	1.0748	1.0809	1.0712
S2	1.0675	1.0675	1.0799
S3	1.0559	1.0632	1.0788
S4	1.0443	1.0516	1.0756

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0936	1.0820	0.0116	1.1%	0.0004	0.0%	22%	False	False	1
10	1.0936	1.0719	0.0217	2.0%	0.0005	0.0%	58%	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	1.0845
2.618	1.0845
1.618	1.0845
1.000	1.0845
0.618	1.0845
HIGH	1.0845
0.618	1.0845
0.500	1.0845
0.382	1.0845
LOW	1.0845
0.618	1.0845
1.000	1.0845
1.618	1.0845
2.618	1.0845
4.250	1.0845

Fisher Pivots for day following 22-Aug-2013
Pivot	1 day	3 day
R1	1.0845	1.0891
PP	1.0845	1.0875
S1	1.0845	1.0860

Download as Excel Spreadsheet

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

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