CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 25-Sep-2013

Day Change Summary
	Previous	Current
	24-Sep-2013	25-Sep-2013	Change	Change %	Previous Week
Open	1.0976	1.1032	0.0056	0.5%	1.0797
High	1.0978	1.1032	0.0054	0.5%	1.1010
Low	1.0976	1.1013	0.0037	0.3%	1.0797
Close	1.0977	1.1013	0.0036	0.3%	1.1003
Range	0.0002	0.0019	0.0017	850.0%	0.0213
ATR	0.0041	0.0042	0.0001	2.4%	0.0000
Volume	2	2	0	0.0%	77

Daily Pivots for day following 25-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1076	1.1064	1.1023
R3	1.1057	1.1045	1.1018
R2	1.1038	1.1038	1.1016
R1	1.1026	1.1026	1.1015	1.1023
PP	1.1019	1.1019	1.1019	1.1018
S1	1.1007	1.1007	1.1011	1.1004
S2	1.1000	1.1000	1.1010
S3	1.0981	1.0988	1.1008
S4	1.0962	1.0969	1.1003

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	1.1032	1.0976	0.0056	0.5%	0.0015	0.1%	66%	True	False	12
10	1.1032	1.0768	0.0264	2.4%	0.0012	0.1%	93%	True	False	9
20	1.1032	1.0602	0.0430	3.9%	0.0009	0.1%	96%	True	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1113
2.618	1.1082
1.618	1.1063
1.000	1.1051
0.618	1.1044
HIGH	1.1032
0.618	1.1025
0.500	1.1023
0.382	1.1020
LOW	1.1013
0.618	1.1001
1.000	1.0994
1.618	1.0982
2.618	1.0963
4.250	1.0932

Fisher Pivots for day following 25-Sep-2013
Pivot	1 day	3 day
R1	1.1023	1.1010
PP	1.1019	1.1007
S1	1.1016	1.1004

Download as Excel Spreadsheet

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

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