CME Swiss Franc Future June 2014

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

Day Change Summary
	Previous	Current
	24-Sep-2013	25-Sep-2013	Change	Change %	Previous Week
Open	1.0988	1.1025	0.0037	0.3%	1.0809
High	1.0988	1.1025	0.0037	0.3%	1.1015
Low	1.0988	1.1025	0.0037	0.3%	1.0809
Close	1.0988	1.1025	0.0037	0.3%	1.1015
Range
ATR	0.0040	0.0039	0.0000	-0.5%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 25-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1025	1.1025	1.1025
R3	1.1025	1.1025	1.1025
R2	1.1025	1.1025	1.1025
R1	1.1025	1.1025	1.1025	1.1025
PP	1.1025	1.1025	1.1025	1.1025
S1	1.1025	1.1025	1.1025	1.1025
S2	1.1025	1.1025	1.1025
S3	1.1025	1.1025	1.1025
S4	1.1025	1.1025	1.1025

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1564	1.1496	1.1128
R3	1.1358	1.1290	1.1072
R2	1.1152	1.1152	1.1053
R1	1.1084	1.1084	1.1034	1.1118
PP	1.0946	1.0946	1.0946	1.0964
S1	1.0878	1.0878	1.0996	1.0912
S2	1.0740	1.0740	1.0977
S3	1.0534	1.0672	1.0958
S4	1.0328	1.0466	1.0902

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1025	1.0988	0.0037	0.3%	0.0000	0.0%	100%	True	False	1
10	1.1025	1.0779	0.0246	2.2%	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	1.1025
2.618	1.1025
1.618	1.1025
1.000	1.1025
0.618	1.1025
HIGH	1.1025
0.618	1.1025
0.500	1.1025
0.382	1.1025
LOW	1.1025
0.618	1.1025
1.000	1.1025
1.618	1.1025
2.618	1.1025
4.250	1.1025

Fisher Pivots for day following 25-Sep-2013
Pivot	1 day	3 day
R1	1.1025	1.1019
PP	1.1025	1.1013
S1	1.1025	1.1007

Download as Excel Spreadsheet

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

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