CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 23-Sep-2013

Day Change Summary
	Previous	Current
	20-Sep-2013	23-Sep-2013	Change	Change %	Previous Week
Open	1.1008	1.1013	0.0005	0.0%	1.0797
High	1.1008	1.1013	0.0005	0.0%	1.1010
Low	1.1003	1.0996	-0.0007	-0.1%	1.0797
Close	1.1003	1.0996	-0.0007	-0.1%	1.1003
Range	0.0005	0.0017	0.0012	240.0%	0.0213
ATR	0.0045	0.0043	-0.0002	-4.4%	0.0000
Volume	26	1	-25	-96.2%	77

Daily Pivots for day following 23-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1053	1.1041	1.1005
R3	1.1036	1.1024	1.1001
R2	1.1019	1.1019	1.0999
R1	1.1007	1.1007	1.0998	1.1005
PP	1.1002	1.1002	1.1002	1.1000
S1	1.0990	1.0990	1.0994	1.0988
S2	1.0985	1.0985	1.0993
S3	1.0968	1.0973	1.0991
S4	1.0951	1.0956	1.0987

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1576	1.1502	1.1120
R3	1.1363	1.1289	1.1062
R2	1.1150	1.1150	1.1042
R1	1.1076	1.1076	1.1023	1.1113
PP	1.0937	1.0937	1.0937	1.0955
S1	1.0863	1.0863	1.0983	1.0900
S2	1.0724	1.0724	1.0964
S3	1.0511	1.0650	1.0944
S4	1.0298	1.0437	1.0886

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1013	1.0818	0.0195	1.8%	0.0019	0.2%	91%	True	False	14
10	1.1013	1.0715	0.0298	2.7%	0.0014	0.1%	94%	True	False	9
20	1.1013	1.0602	0.0411	3.7%	0.0008	0.1%	96%	True	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1085
2.618	1.1058
1.618	1.1041
1.000	1.1030
0.618	1.1024
HIGH	1.1013
0.618	1.1007
0.500	1.1005
0.382	1.1002
LOW	1.0996
0.618	1.0985
1.000	1.0979
1.618	1.0968
2.618	1.0951
4.250	1.0924

Fisher Pivots for day following 23-Sep-2013
Pivot	1 day	3 day
R1	1.1005	1.0996
PP	1.1002	1.0995
S1	1.0999	1.0995

Download as Excel Spreadsheet

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

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