CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 27-Aug-2013

Day Change Summary
	Previous	Current
	26-Aug-2013	27-Aug-2013	Change	Change %	Previous Week
Open	1.0854	1.0911	0.0057	0.5%	1.0852
High	1.0854	1.0911	0.0057	0.5%	1.0936
Low	1.0854	1.0911	0.0057	0.5%	1.0845
Close	1.0854	1.0911	0.0057	0.5%	1.0870
Range
ATR	0.0041	0.0042	0.0001	2.8%	0.0000
Volume	2	2	0	0.0%	8

Daily Pivots for day following 27-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0911	1.0911	1.0911
R3	1.0911	1.0911	1.0911
R2	1.0911	1.0911	1.0911
R1	1.0911	1.0911	1.0911	1.0911
PP	1.0911	1.0911	1.0911	1.0911
S1	1.0911	1.0911	1.0911	1.0911
S2	1.0911	1.0911	1.0911
S3	1.0911	1.0911	1.0911
S4	1.0911	1.0911	1.0911

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1157	1.1104	1.0920
R3	1.1066	1.1013	1.0895
R2	1.0975	1.0975	1.0887
R1	1.0922	1.0922	1.0878	1.0949
PP	1.0884	1.0884	1.0884	1.0897
S1	1.0831	1.0831	1.0862	1.0858
S2	1.0793	1.0793	1.0853
S3	1.0702	1.0740	1.0845
S4	1.0611	1.0649	1.0820

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0911	1.0845	0.0066	0.6%	0.0000	0.0%	100%	True	False	2
10	1.0936	1.0719	0.0217	2.0%	0.0002	0.0%	88%	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	1.0911
2.618	1.0911
1.618	1.0911
1.000	1.0911
0.618	1.0911
HIGH	1.0911
0.618	1.0911
0.500	1.0911
0.382	1.0911
LOW	1.0911
0.618	1.0911
1.000	1.0911
1.618	1.0911
2.618	1.0911
4.250	1.0911

Fisher Pivots for day following 27-Aug-2013
Pivot	1 day	3 day
R1	1.0911	1.0902
PP	1.0911	1.0892
S1	1.0911	1.0883

Download as Excel Spreadsheet

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

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