CME Swiss Franc Future June 2014

Trading Metrics calculated at close of trading on 12-Sep-2013

Day Change Summary
	Previous	Current
	11-Sep-2013	12-Sep-2013	Change	Change %	Previous Week
Open	1.0779	1.0779	0.0000	0.0%	1.0711
High	1.0779	1.0779	0.0000	0.0%	1.0714
Low	1.0779	1.0779	0.0000	0.0%	1.0615
Close	1.0779	1.0779	0.0000	0.0%	1.0695
Range
ATR
Volume	1	1	0	0.0%	4

Daily Pivots for day following 12-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0779	1.0779	1.0779
R3	1.0779	1.0779	1.0779
R2	1.0779	1.0779	1.0779
R1	1.0779	1.0779	1.0779	1.0779
PP	1.0779	1.0779	1.0779	1.0779
S1	1.0779	1.0779	1.0779	1.0779
S2	1.0779	1.0779	1.0779
S3	1.0779	1.0779	1.0779
S4	1.0779	1.0779	1.0779

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0972	1.0932	1.0749
R3	1.0873	1.0833	1.0722
R2	1.0774	1.0774	1.0713
R1	1.0734	1.0734	1.0704	1.0705
PP	1.0675	1.0675	1.0675	1.0660
S1	1.0635	1.0635	1.0686	1.0606
S2	1.0576	1.0576	1.0677
S3	1.0477	1.0536	1.0668
S4	1.0378	1.0437	1.0641

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0779	1.0695	0.0084	0.8%	0.0000	0.0%	100%	True	False	1
10	1.0779	1.0615	0.0164	1.5%	0.0000	0.0%	100%	True	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	1.0779
2.618	1.0779
1.618	1.0779
1.000	1.0779
0.618	1.0779
HIGH	1.0779
0.618	1.0779
0.500	1.0779
0.382	1.0779
LOW	1.0779
0.618	1.0779
1.000	1.0779
1.618	1.0779
2.618	1.0779
4.250	1.0779

Fisher Pivots for day following 12-Sep-2013
Pivot	1 day	3 day
R1	1.0779	1.0770
PP	1.0779	1.0762
S1	1.0779	1.0753

Download as Excel Spreadsheet

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

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