CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 23-Oct-2013

Day Change Summary
	Previous	Current
	22-Oct-2013	23-Oct-2013	Change	Change %	Previous Week
Open	1.1092	1.1186	0.0094	0.8%	1.0994
High	1.1197	1.1232	0.0035	0.3%	1.1114
Low	1.1092	1.1183	0.0091	0.8%	1.0917
Close	1.1192	1.1226	0.0034	0.3%	1.1097
Range	0.0105	0.0049	-0.0056	-53.3%	0.0197
ATR	0.0057	0.0057	-0.0001	-1.0%	0.0000
Volume	6	64	58	966.7%	169

Daily Pivots for day following 23-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1361	1.1342	1.1253
R3	1.1312	1.1293	1.1239
R2	1.1263	1.1263	1.1235
R1	1.1244	1.1244	1.1230	1.1254
PP	1.1214	1.1214	1.1214	1.1218
S1	1.1195	1.1195	1.1222	1.1205
S2	1.1165	1.1165	1.1217
S3	1.1116	1.1146	1.1213
S4	1.1067	1.1097	1.1199

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	1.1232	1.0945	0.0287	2.6%	0.0074	0.7%	98%	True	False	43
10	1.1232	1.0917	0.0315	2.8%	0.0057	0.5%	98%	True	False	33
20	1.1232	1.0917	0.0315	2.8%	0.0044	0.4%	98%	True	False	24
40	1.1232	1.0602	0.0630	5.6%	0.0027	0.2%	99%	True	False	15

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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1440
2.618	1.1360
1.618	1.1311
1.000	1.1281
0.618	1.1262
HIGH	1.1232
0.618	1.1213
0.500	1.1208
0.382	1.1202
LOW	1.1183
0.618	1.1153
1.000	1.1134
1.618	1.1104
2.618	1.1055
4.250	1.0975

Fisher Pivots for day following 23-Oct-2013
Pivot	1 day	3 day
R1	1.1220	1.1205
PP	1.1214	1.1183
S1	1.1208	1.1162

Download as Excel Spreadsheet

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

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