CME Swiss Franc Future June 2014

Trading Metrics calculated at close of trading on 21-Feb-2014

Day Change Summary
	Previous	Current
	20-Feb-2014	21-Feb-2014	Change	Change %	Previous Week
Open	1.1265	1.1253	-0.0012	-0.1%	1.1234
High	1.1293	1.1285	-0.0008	-0.1%	1.1300
Low	1.1235	1.1243	0.0008	0.1%	1.1215
Close	1.1256	1.1285	0.0029	0.3%	1.1285
Range	0.0058	0.0042	-0.0016	-27.6%	0.0085
ATR	0.0062	0.0061	-0.0001	-2.3%	0.0000
Volume	124	74	-50	-40.3%	780

Daily Pivots for day following 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1397	1.1383	1.1308
R3	1.1355	1.1341	1.1297
R2	1.1313	1.1313	1.1293
R1	1.1299	1.1299	1.1289	1.1306
PP	1.1271	1.1271	1.1271	1.1275
S1	1.1257	1.1257	1.1281	1.1264
S2	1.1229	1.1229	1.1277
S3	1.1187	1.1215	1.1273
S4	1.1145	1.1173	1.1262

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1522	1.1488	1.1332
R3	1.1437	1.1403	1.1308
R2	1.1352	1.1352	1.1301
R1	1.1318	1.1318	1.1293	1.1335
PP	1.1267	1.1267	1.1267	1.1275
S1	1.1233	1.1233	1.1277	1.1250
S2	1.1182	1.1182	1.1269
S3	1.1097	1.1148	1.1262
S4	1.1012	1.1063	1.1238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1300	1.1198	0.0102	0.9%	0.0050	0.4%	85%	False	False	190
10	1.1300	1.1084	0.0216	1.9%	0.0050	0.4%	93%	False	False	107
20	1.1300	1.1033	0.0267	2.4%	0.0058	0.5%	94%	False	False	82
40	1.1300	1.0946	0.0354	3.1%	0.0059	0.5%	96%	False	False	56
60	1.1323	1.0946	0.0377	3.3%	0.0043	0.4%	90%	False	False	39
80	1.1323	1.0862	0.0461	4.1%	0.0033	0.3%	92%	False	False	29
100	1.1323	1.0862	0.0461	4.1%	0.0026	0.2%	92%	False	False	23
120	1.1323	1.0615	0.0708	6.3%	0.0022	0.2%	95%	False	False	20

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1464
2.618	1.1395
1.618	1.1353
1.000	1.1327
0.618	1.1311
HIGH	1.1285
0.618	1.1269
0.500	1.1264
0.382	1.1259
LOW	1.1243
0.618	1.1217
1.000	1.1201
1.618	1.1175
2.618	1.1133
4.250	1.1065

Fisher Pivots for day following 21-Feb-2014
Pivot	1 day	3 day
R1	1.1278	1.1279
PP	1.1271	1.1273
S1	1.1264	1.1268

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

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