CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 30-Aug-2013

Day Change Summary
	Previous	Current
	29-Aug-2013	30-Aug-2013	Change	Change %	Previous Week
Open	1.0764	1.0761	-0.0003	0.0%	1.0854
High	1.0764	1.0761	-0.0003	0.0%	1.0911
Low	1.0764	1.0761	-0.0003	0.0%	1.0761
Close	1.0764	1.0761	-0.0003	0.0%	1.0761
Range
ATR	0.0047	0.0043	-0.0003	-6.7%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0761	1.0761	1.0761
R3	1.0761	1.0761	1.0761
R2	1.0761	1.0761	1.0761
R1	1.0761	1.0761	1.0761	1.0761
PP	1.0761	1.0761	1.0761	1.0761
S1	1.0761	1.0761	1.0761	1.0761
S2	1.0761	1.0761	1.0761
S3	1.0761	1.0761	1.0761
S4	1.0761	1.0761	1.0761

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1261	1.1161	1.0844
R3	1.1111	1.1011	1.0802
R2	1.0961	1.0961	1.0789
R1	1.0861	1.0861	1.0775	1.0836
PP	1.0811	1.0811	1.0811	1.0799
S1	1.0711	1.0711	1.0747	1.0686
S2	1.0661	1.0661	1.0734
S3	1.0511	1.0561	1.0720
S4	1.0361	1.0411	1.0679

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0911	1.0761	0.0150	1.4%	0.0000	0.0%	0%	False	True	2
10	1.0936	1.0761	0.0175	1.6%	0.0002	0.0%	0%	False	True	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	1.0761
2.618	1.0761
1.618	1.0761
1.000	1.0761
0.618	1.0761
HIGH	1.0761
0.618	1.0761
0.500	1.0761
0.382	1.0761
LOW	1.0761
0.618	1.0761
1.000	1.0761
1.618	1.0761
2.618	1.0761
4.250	1.0761

Fisher Pivots for day following 30-Aug-2013
Pivot	1 day	3 day
R1	1.0761	1.0817
PP	1.0761	1.0798
S1	1.0761	1.0780

Download as Excel Spreadsheet

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

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