CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 18-Oct-2013

Day Change Summary
	Previous	Current
	17-Oct-2013	18-Oct-2013	Change	Change %	Previous Week
Open	1.0945	1.1085	0.0140	1.3%	1.0994
High	1.1104	1.1114	0.0010	0.1%	1.1114
Low	1.0945	1.1085	0.0140	1.3%	1.0917
Close	1.1101	1.1097	-0.0004	0.0%	1.1097
Range	0.0159	0.0029	-0.0130	-81.8%	0.0197
ATR	0.0058	0.0056	-0.0002	-3.6%	0.0000
Volume	23	42	19	82.6%	169

Daily Pivots for day following 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1186	1.1170	1.1113
R3	1.1157	1.1141	1.1105
R2	1.1128	1.1128	1.1102
R1	1.1112	1.1112	1.1100	1.1120
PP	1.1099	1.1099	1.1099	1.1103
S1	1.1083	1.1083	1.1094	1.1091
S2	1.1070	1.1070	1.1092
S3	1.1041	1.1054	1.1089
S4	1.1012	1.1025	1.1081

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1634	1.1562	1.1205
R3	1.1437	1.1365	1.1151
R2	1.1240	1.1240	1.1133
R1	1.1168	1.1168	1.1115	1.1204
PP	1.1043	1.1043	1.1043	1.1061
S1	1.0971	1.0971	1.1079	1.1007
S2	1.0846	1.0846	1.1061
S3	1.0649	1.0774	1.1043
S4	1.0452	1.0577	1.0989

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1114	1.0917	0.0197	1.8%	0.0069	0.6%	91%	True	False	33
10	1.1114	1.0917	0.0197	1.8%	0.0044	0.4%	91%	True	False	29
20	1.1156	1.0917	0.0239	2.2%	0.0037	0.3%	75%	False	False	17
40	1.1156	1.0602	0.0554	5.0%	0.0022	0.2%	89%	False	False	11

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1237
2.618	1.1190
1.618	1.1161
1.000	1.1143
0.618	1.1132
HIGH	1.1114
0.618	1.1103
0.500	1.1100
0.382	1.1096
LOW	1.1085
0.618	1.1067
1.000	1.1056
1.618	1.1038
2.618	1.1009
4.250	1.0962

Fisher Pivots for day following 18-Oct-2013
Pivot	1 day	3 day
R1	1.1100	1.1070
PP	1.1099	1.1043
S1	1.1098	1.1016

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

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