CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 10-Oct-2013

Day Change Summary
	Previous	Current
	09-Oct-2013	10-Oct-2013	Change	Change %	Previous Week
Open	1.1024	1.0970	-0.0054	-0.5%	1.1070
High	1.1024	1.1014	-0.0010	-0.1%	1.1156
Low	1.1005	1.0970	-0.0035	-0.3%	1.1030
Close	1.1005	1.1000	-0.0005	0.0%	1.1041
Range	0.0019	0.0044	0.0025	131.6%	0.0126
ATR	0.0049	0.0049	0.0000	-0.8%	0.0000
Volume	25	7	-18	-72.0%	41

Daily Pivots for day following 10-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1127	1.1107	1.1024
R3	1.1083	1.1063	1.1012
R2	1.1039	1.1039	1.1008
R1	1.1019	1.1019	1.1004	1.1029
PP	1.0995	1.0995	1.0995	1.1000
S1	1.0975	1.0975	1.0996	1.0985
S2	1.0951	1.0951	1.0992
S3	1.0907	1.0931	1.0988
S4	1.0863	1.0887	1.0976

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	1.1098	1.0970	0.0128	1.2%	0.0032	0.3%	23%	False	True	25
10	1.1156	1.0970	0.0186	1.7%	0.0036	0.3%	16%	False	True	16
20	1.1156	1.0780	0.0376	3.4%	0.0024	0.2%	59%	False	False	12
40	1.1156	1.0602	0.0554	5.0%	0.0014	0.1%	72%	False	False	7

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	0.0002
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1201
2.618	1.1129
1.618	1.1085
1.000	1.1058
0.618	1.1041
HIGH	1.1014
0.618	1.0997
0.500	1.0992
0.382	1.0987
LOW	1.0970
0.618	1.0943
1.000	1.0926
1.618	1.0899
2.618	1.0855
4.250	1.0783

Fisher Pivots for day following 10-Oct-2013
Pivot	1 day	3 day
R1	1.0997	1.1031
PP	1.0995	1.1020
S1	1.0992	1.1010

Download as Excel Spreadsheet

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

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