CME Swiss Franc Future March 2014

Trading Metrics calculated at close of trading on 30-Oct-2013

Day Change Summary
	Previous	Current
	29-Oct-2013	30-Oct-2013	Change	Change %	Previous Week
Open	1.1163	1.1170	0.0007	0.1%	1.1092
High	1.1184	1.1170	-0.0014	-0.1%	1.1260
Low	1.1136	1.1110	-0.0026	-0.2%	1.1092
Close	1.1141	1.1125	-0.0016	-0.1%	1.1216
Range	0.0048	0.0060	0.0012	25.0%	0.0168
ATR	0.0056	0.0056	0.0000	0.5%	0.0000
Volume	11	32	21	190.9%	240

Daily Pivots for day following 30-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1315	1.1280	1.1158
R3	1.1255	1.1220	1.1142
R2	1.1195	1.1195	1.1136
R1	1.1160	1.1160	1.1131	1.1148
PP	1.1135	1.1135	1.1135	1.1129
S1	1.1100	1.1100	1.1120	1.1088
S2	1.1075	1.1075	1.1114
S3	1.1015	1.1040	1.1109
S4	1.0955	1.0980	1.1092

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	1.1110	0.0150	1.3%	0.0052	0.5%	10%	False	True	33
10	1.1260	1.0945	0.0315	2.8%	0.0063	0.6%	57%	False	False	38
20	1.1260	1.0917	0.0343	3.1%	0.0048	0.4%	61%	False	False	31
40	1.1260	1.0602	0.0658	5.9%	0.0033	0.3%	79%	False	False	19

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	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1425
2.618	1.1327
1.618	1.1267
1.000	1.1230
0.618	1.1207
HIGH	1.1170
0.618	1.1147
0.500	1.1140
0.382	1.1133
LOW	1.1110
0.618	1.1073
1.000	1.1050
1.618	1.1013
2.618	1.0953
4.250	1.0855

Fisher Pivots for day following 30-Oct-2013
Pivot	1 day	3 day
R1	1.1140	1.1164
PP	1.1135	1.1151
S1	1.1130	1.1138

Download as Excel Spreadsheet

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

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