CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 09-Oct-2013

Day Change Summary
	Previous	Current
	08-Oct-2013	09-Oct-2013	Change	Change %	Previous Week
Open	1.1074	1.1024	-0.0050	-0.5%	1.1070
High	1.1091	1.1024	-0.0067	-0.6%	1.1156
Low	1.1071	1.1005	-0.0066	-0.6%	1.1030
Close	1.1076	1.1005	-0.0071	-0.6%	1.1041
Range	0.0020	0.0019	-0.0001	-5.0%	0.0126
ATR	0.0048	0.0049	0.0002	3.5%	0.0000
Volume	23	25	2	8.7%	41

Daily Pivots for day following 09-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1068	1.1056	1.1015
R3	1.1049	1.1037	1.1010
R2	1.1030	1.1030	1.1008
R1	1.1018	1.1018	1.1007	1.1015
PP	1.1011	1.1011	1.1011	1.1010
S1	1.0999	1.0999	1.1003	1.0996
S2	1.0992	1.0992	1.1002
S3	1.0973	1.0980	1.1000
S4	1.0954	1.0961	1.0995

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1454	1.1373	1.1110
R3	1.1328	1.1247	1.1076
R2	1.1202	1.1202	1.1064
R1	1.1121	1.1121	1.1053	1.1099
PP	1.1076	1.1076	1.1076	1.1064
S1	1.0995	1.0995	1.1029	1.0973
S2	1.0950	1.0950	1.1018
S3	1.0824	1.0869	1.1006
S4	1.0698	1.0743	1.0972

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1156	1.1005	0.0151	1.4%	0.0028	0.3%	0%	False	True	26
10	1.1156	1.1001	0.0155	1.4%	0.0032	0.3%	3%	False	False	15
20	1.1156	1.0768	0.0388	3.5%	0.0022	0.2%	61%	False	False	12
40	1.1156	1.0602	0.0554	5.0%	0.0013	0.1%	73%	False	False	7

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	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1105
2.618	1.1074
1.618	1.1055
1.000	1.1043
0.618	1.1036
HIGH	1.1024
0.618	1.1017
0.500	1.1015
0.382	1.1012
LOW	1.1005
0.618	1.0993
1.000	1.0986
1.618	1.0974
2.618	1.0955
4.250	1.0924

Fisher Pivots for day following 09-Oct-2013
Pivot	1 day	3 day
R1	1.1015	1.1048
PP	1.1011	1.1034
S1	1.1008	1.1019

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

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