CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 25-Oct-2013

Day Change Summary
	Previous	Current
	24-Oct-2013	25-Oct-2013	Change	Change %	Previous Week
Open	1.1224	1.1211	-0.0013	-0.1%	1.1092
High	1.1260	1.1240	-0.0020	-0.2%	1.1260
Low	1.1218	1.1170	-0.0048	-0.4%	1.1092
Close	1.1225	1.1216	-0.0009	-0.1%	1.1216
Range	0.0042	0.0070	0.0028	66.7%	0.0168
ATR	0.0056	0.0057	0.0001	1.9%	0.0000
Volume	51	37	-14	-27.5%	240

Daily Pivots for day following 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1419	1.1387	1.1255
R3	1.1349	1.1317	1.1235
R2	1.1279	1.1279	1.1229
R1	1.1247	1.1247	1.1222	1.1263
PP	1.1209	1.1209	1.1209	1.1217
S1	1.1177	1.1177	1.1210	1.1193
S2	1.1139	1.1139	1.1203
S3	1.1069	1.1107	1.1197
S4	1.0999	1.1037	1.1178

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1693	1.1623	1.1308
R3	1.1525	1.1455	1.1262
R2	1.1357	1.1357	1.1247
R1	1.1287	1.1287	1.1231	1.1322
PP	1.1189	1.1189	1.1189	1.1207
S1	1.1119	1.1119	1.1201	1.1154
S2	1.1021	1.1021	1.1185
S3	1.0853	1.0951	1.1170
S4	1.0685	1.0783	1.1124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1260	1.1092	0.0168	1.5%	0.0058	0.5%	74%	False	False	48
10	1.1260	1.0917	0.0343	3.1%	0.0064	0.6%	87%	False	False	40
20	1.1260	1.0917	0.0343	3.1%	0.0049	0.4%	87%	False	False	28
40	1.1260	1.0602	0.0658	5.9%	0.0030	0.3%	93%	False	False	17

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	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1538
2.618	1.1423
1.618	1.1353
1.000	1.1310
0.618	1.1283
HIGH	1.1240
0.618	1.1213
0.500	1.1205
0.382	1.1197
LOW	1.1170
0.618	1.1127
1.000	1.1100
1.618	1.1057
2.618	1.0987
4.250	1.0873

Fisher Pivots for day following 25-Oct-2013
Pivot	1 day	3 day
R1	1.1212	1.1216
PP	1.1209	1.1215
S1	1.1205	1.1215

Download as Excel Spreadsheet

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

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