CME Swiss Franc Future March 2014

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

Day Change Summary
	Previous	Current
	27-Sep-2013	30-Sep-2013	Change	Change %	Previous Week
Open	1.1080	1.1070	-0.0010	-0.1%	1.1013
High	1.1080	1.1080	0.0000	0.0%	1.1080
Low	1.1057	1.1070	0.0013	0.1%	1.0976
Close	1.1057	1.1079	0.0022	0.2%	1.1057
Range	0.0023	0.0010	-0.0013	-56.5%	0.0104
ATR	0.0043	0.0041	-0.0001	-3.3%	0.0000
Volume	1	4	3	300.0%	7

Daily Pivots for day following 30-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1106	1.1103	1.1085
R3	1.1096	1.1093	1.1082
R2	1.1086	1.1086	1.1081
R1	1.1083	1.1083	1.1080	1.1085
PP	1.1076	1.1076	1.1076	1.1077
S1	1.1073	1.1073	1.1078	1.1075
S2	1.1066	1.1066	1.1077
S3	1.1056	1.1063	1.1076
S4	1.1046	1.1053	1.1074

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1350	1.1307	1.1114
R3	1.1246	1.1203	1.1086
R2	1.1142	1.1142	1.1076
R1	1.1099	1.1099	1.1067	1.1121
PP	1.1038	1.1038	1.1038	1.1048
S1	1.0995	1.0995	1.1047	1.1017
S2	1.0934	1.0934	1.1038
S3	1.0830	1.0891	1.1028
S4	1.0726	1.0787	1.1000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1080	1.0976	0.0104	0.9%	0.0011	0.1%	99%	True	False	2
10	1.1080	1.0818	0.0262	2.4%	0.0015	0.1%	100%	True	False	8
20	1.1080	1.0602	0.0478	4.3%	0.0011	0.1%	100%	True	False	5

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1123
2.618	1.1106
1.618	1.1096
1.000	1.1090
0.618	1.1086
HIGH	1.1080
0.618	1.1076
0.500	1.1075
0.382	1.1074
LOW	1.1070
0.618	1.1064
1.000	1.1060
1.618	1.1054
2.618	1.1044
4.250	1.1028

Fisher Pivots for day following 30-Sep-2013
Pivot	1 day	3 day
R1	1.1078	1.1066
PP	1.1076	1.1053
S1	1.1075	1.1041

Download as Excel Spreadsheet

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

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