CME Swiss Franc Future September 2014

Trading Metrics calculated at close of trading on 13-Nov-2013

Day Change Summary
	Previous	Current
	12-Nov-2013	13-Nov-2013	Change	Change %	Previous Week
Open	1.0925	1.0963	0.0038	0.3%	1.1031
High	1.0925	1.0963	0.0038	0.3%	1.1031
Low	1.0925	1.0963	0.0038	0.3%	1.0875
Close	1.0925	1.0963	0.0038	0.3%	1.0875
Range
ATR	0.0040	0.0039	0.0000	-0.3%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 13-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0963	1.0963	1.0963
R3	1.0963	1.0963	1.0963
R2	1.0963	1.0963	1.0963
R1	1.0963	1.0963	1.0963	1.0963
PP	1.0963	1.0963	1.0963	1.0963
S1	1.0963	1.0963	1.0963	1.0963
S2	1.0963	1.0963	1.0963
S3	1.0963	1.0963	1.0963
S4	1.0963	1.0963	1.0963

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.1395	1.1291	1.0961
R3	1.1239	1.1135	1.0918
R2	1.1083	1.1083	1.0904
R1	1.0979	1.0979	1.0889	1.0953
PP	1.0927	1.0927	1.0927	1.0914
S1	1.0823	1.0823	1.0861	1.0797
S2	1.0771	1.0771	1.0846
S3	1.0615	1.0667	1.0832
S4	1.0459	1.0511	1.0789

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0963	1.0875	0.0088	0.8%	0.0018	0.2%	100%	True	False	1
10	1.1079	1.0875	0.0204	1.9%	0.0009	0.1%	43%	False	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	1.0963
2.618	1.0963
1.618	1.0963
1.000	1.0963
0.618	1.0963
HIGH	1.0963
0.618	1.0963
0.500	1.0963
0.382	1.0963
LOW	1.0963
0.618	1.0963
1.000	1.0963
1.618	1.0963
2.618	1.0963
4.250	1.0963

Fisher Pivots for day following 13-Nov-2013
Pivot	1 day	3 day
R1	1.0963	1.0953
PP	1.0963	1.0943
S1	1.0963	1.0933

Download as Excel Spreadsheet

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

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