CME Swiss Franc Future June 2014

Trading Metrics calculated at close of trading on 19-Sep-2013

Day Change Summary
	Previous	Current
	18-Sep-2013	19-Sep-2013	Change	Change %	Previous Week
Open	1.0979	1.1011	0.0032	0.3%	1.0760
High	1.0979	1.1011	0.0032	0.3%	1.0792
Low	1.0979	1.1011	0.0032	0.3%	1.0727
Close	1.0979	1.1011	0.0032	0.3%	1.0792
Range
ATR	0.0048	0.0047	-0.0001	-2.4%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 19-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1011	1.1011	1.1011
R3	1.1011	1.1011	1.1011
R2	1.1011	1.1011	1.1011
R1	1.1011	1.1011	1.1011	1.1011
PP	1.1011	1.1011	1.1011	1.1011
S1	1.1011	1.1011	1.1011	1.1011
S2	1.1011	1.1011	1.1011
S3	1.1011	1.1011	1.1011
S4	1.1011	1.1011	1.1011

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0965	1.0944	1.0828
R3	1.0900	1.0879	1.0810
R2	1.0835	1.0835	1.0804
R1	1.0814	1.0814	1.0798	1.0825
PP	1.0770	1.0770	1.0770	1.0776
S1	1.0749	1.0749	1.0786	1.0760
S2	1.0705	1.0705	1.0780
S3	1.0640	1.0684	1.0774
S4	1.0575	1.0619	1.0756

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1011	1.0792	0.0219	2.0%	0.0000	0.0%	100%	True	False	1
10	1.1011	1.0695	0.0316	2.9%	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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	1.1011
2.618	1.1011
1.618	1.1011
1.000	1.1011
0.618	1.1011
HIGH	1.1011
0.618	1.1011
0.500	1.1011
0.382	1.1011
LOW	1.1011
0.618	1.1011
1.000	1.1011
1.618	1.1011
2.618	1.1011
4.250	1.1011

Fisher Pivots for day following 19-Sep-2013
Pivot	1 day	3 day
R1	1.1011	1.0981
PP	1.1011	1.0951
S1	1.1011	1.0921

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

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