CME Swiss Franc Future September 2014

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Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary Previous Current 02-Jan-2014 03-Jan-2014 Change Change % Previous Week Open 1.1127 1.1080 -0.0047 -0.4% 1.1298 High 1.1127 1.1080 -0.0047 -0.4% 1.1298 Low 1.1127 1.1080 -0.0047 -0.4% 1.1080 Close 1.1127 1.1080 -0.0047 -0.4% 1.1080 Range ATR 0.0046 0.0046 0.0000 0.2% 0.0000 Volume 1 1 0 0.0% 4
Daily Pivots for day following 03-Jan-2014 Classic Woodie Camarilla DeMark R4 1.1080 1.1080 1.1080 R3 1.1080 1.1080 1.1080 R2 1.1080 1.1080 1.1080 R1 1.1080 1.1080 1.1080 1.1080 PP 1.1080 1.1080 1.1080 1.1080 S1 1.1080 1.1080 1.1080 1.1080 S2 1.1080 1.1080 1.1080 S3 1.1080 1.1080 1.1080 S4 1.1080 1.1080 1.1080	Weekly Pivots for week ending 03-Jan-2014 Classic Woodie Camarilla DeMark R4 1.1807 1.1661 1.1200 R3 1.1589 1.1443 1.1140 R2 1.1371 1.1371 1.1120 R1 1.1225 1.1225 1.1100 1.1189 PP 1.1153 1.1153 1.1153 1.1135 S1 1.1007 1.1007 1.1060 1.0971 S2 1.0935 1.0935 1.1040 S3 1.0717 1.0789 1.1020 S4 1.0499 1.0571 1.0960
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1298 1.1080 0.0218 2.0% 0.0000 0.0% 0% False True 1 10 1.1298 1.1080 0.0218 2.0% 0.0000 0.0% 0% False True 1 20 1.1330 1.1080 0.0250 2.3% 0.0000 0.0% 0% False True 1 40 1.1330 1.0875 0.0455 4.1% 0.0002 0.0% 45% 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 1.1080 2.618 1.1080 1.618 1.1080 1.000 1.1080 0.618 1.1080 HIGH 1.1080 0.618 1.1080 0.500 1.1080 0.382 1.1080 LOW 1.1080 0.618 1.1080 1.000 1.1080 1.618 1.1080 2.618 1.1080 4.250 1.1080
Fisher Pivots for day following 03-Jan-2014 Pivot 1 day 3 day R1 1.1080 1.1179 PP 1.1080 1.1146 S1 1.1080 1.1113

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