CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 22-Oct-2013

Day Change Summary
	Previous	Current
	21-Oct-2013	22-Oct-2013	Change	Change %	Previous Week
Open	1.1092	1.1092	0.0000	0.0%	1.0994
High	1.1118	1.1197	0.0079	0.7%	1.1114
Low	1.1092	1.1092	0.0000	0.0%	1.0917
Close	1.1100	1.1192	0.0092	0.8%	1.1097
Range	0.0026	0.0105	0.0079	303.8%	0.0197
ATR	0.0054	0.0057	0.0004	6.9%	0.0000
Volume	82	6	-76	-92.7%	169

Daily Pivots for day following 22-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1475	1.1439	1.1250
R3	1.1370	1.1334	1.1221
R2	1.1265	1.1265	1.1211
R1	1.1229	1.1229	1.1202	1.1247
PP	1.1160	1.1160	1.1160	1.1170
S1	1.1124	1.1124	1.1182	1.1142
S2	1.1055	1.1055	1.1173
S3	1.0950	1.1019	1.1163
S4	1.0845	1.0914	1.1134

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	1.1197	1.0917	0.0280	2.5%	0.0073	0.7%	98%	True	False	46
10	1.1197	1.0917	0.0280	2.5%	0.0054	0.5%	98%	True	False	29
20	1.1197	1.0917	0.0280	2.5%	0.0043	0.4%	98%	True	False	21
40	1.1197	1.0602	0.0595	5.3%	0.0026	0.2%	99%	True	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1643
2.618	1.1472
1.618	1.1367
1.000	1.1302
0.618	1.1262
HIGH	1.1197
0.618	1.1157
0.500	1.1145
0.382	1.1132
LOW	1.1092
0.618	1.1027
1.000	1.0987
1.618	1.0922
2.618	1.0817
4.250	1.0646

Fisher Pivots for day following 22-Oct-2013
Pivot	1 day	3 day
R1	1.1176	1.1175
PP	1.1160	1.1158
S1	1.1145	1.1141

Download as Excel Spreadsheet

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

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