CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 03-Oct-2013

Day Change Summary
	Previous	Current
	02-Oct-2013	03-Oct-2013	Change	Change %	Previous Week
Open	1.1057	1.1152	0.0095	0.9%	1.1013
High	1.1120	1.1156	0.0036	0.3%	1.1080
Low	1.1057	1.1133	0.0076	0.7%	1.0976
Close	1.1095	1.1133	0.0038	0.3%	1.1057
Range	0.0063	0.0023	-0.0040	-63.5%	0.0104
ATR	0.0046	0.0047	0.0001	2.4%	0.0000
Volume	19	12	-7	-36.8%	7

Daily Pivots for day following 03-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1210	1.1194	1.1146
R3	1.1187	1.1171	1.1139
R2	1.1164	1.1164	1.1137
R1	1.1148	1.1148	1.1135	1.1145
PP	1.1141	1.1141	1.1141	1.1139
S1	1.1125	1.1125	1.1131	1.1122
S2	1.1118	1.1118	1.1129
S3	1.1095	1.1102	1.1127
S4	1.1072	1.1079	1.1120

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	1.1156	1.1039	0.0117	1.1%	0.0041	0.4%	80%	True	False	7
10	1.1156	1.0976	0.0180	1.6%	0.0025	0.2%	87%	True	False	7
20	1.1156	1.0682	0.0474	4.3%	0.0020	0.2%	95%	True	False	7
40	1.1156	1.0602	0.0554	5.0%	0.0011	0.1%	96%	True	False	4

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1254
2.618	1.1216
1.618	1.1193
1.000	1.1179
0.618	1.1170
HIGH	1.1156
0.618	1.1147
0.500	1.1145
0.382	1.1142
LOW	1.1133
0.618	1.1119
1.000	1.1110
1.618	1.1096
2.618	1.1073
4.250	1.1035

Fisher Pivots for day following 03-Oct-2013
Pivot	1 day	3 day
R1	1.1145	1.1121
PP	1.1141	1.1109
S1	1.1137	1.1098

Download as Excel Spreadsheet

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

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