CME Swiss Franc Future September 2014

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Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary Previous Current 31-Dec-2013 02-Jan-2014 Change Change % Previous Week Open 1.1277 1.1127 -0.0150 -1.3% 1.1211 High 1.1277 1.1127 -0.0150 -1.3% 1.1232 Low 1.1277 1.1127 -0.0150 -1.3% 1.1186 Close 1.1277 1.1127 -0.0150 -1.3% 1.1232 Range ATR 0.0038 0.0046 0.0008 21.2% 0.0000 Volume 1 1 0 0.0% 4
Daily Pivots for day following 02-Jan-2014 Classic Woodie Camarilla DeMark R4 1.1127 1.1127 1.1127 R3 1.1127 1.1127 1.1127 R2 1.1127 1.1127 1.1127 R1 1.1127 1.1127 1.1127 1.1127 PP 1.1127 1.1127 1.1127 1.1127 S1 1.1127 1.1127 1.1127 1.1127 S2 1.1127 1.1127 1.1127 S3 1.1127 1.1127 1.1127 S4 1.1127 1.1127 1.1127	Weekly Pivots for week ending 27-Dec-2013 Classic Woodie Camarilla DeMark R4 1.1355 1.1339 1.1257 R3 1.1309 1.1293 1.1245 R2 1.1263 1.1263 1.1240 R1 1.1247 1.1247 1.1236 1.1255 PP 1.1217 1.1217 1.1217 1.1221 S1 1.1201 1.1201 1.1228 1.1209 S2 1.1171 1.1171 1.1224 S3 1.1125 1.1155 1.1219 S4 1.1079 1.1109 1.1207
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1298 1.1127 0.0171 1.5% 0.0000 0.0% 0% False True 1 10 1.1298 1.1127 0.0171 1.5% 0.0000 0.0% 0% False True 1 20 1.1330 1.1112 0.0218 2.0% 0.0000 0.0% 7% False False 1 40 1.1330 1.0875 0.0455 4.1% 0.0002 0.0% 55% 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 1.1127 2.618 1.1127 1.618 1.1127 1.000 1.1127 0.618 1.1127 HIGH 1.1127 0.618 1.1127 0.500 1.1127 0.382 1.1127 LOW 1.1127 0.618 1.1127 1.000 1.1127 1.618 1.1127 2.618 1.1127 4.250 1.1127
Fisher Pivots for day following 02-Jan-2014 Pivot 1 day 3 day R1 1.1127 1.1213 PP 1.1127 1.1184 S1 1.1127 1.1156

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