CME Swiss Franc Future September 2014

Trading Metrics calculated at close of trading on 13-Jan-2014

Day Change Summary
	Previous	Current
	10-Jan-2014	13-Jan-2014	Change	Change %	Previous Week
Open	1.1095	1.1082	-0.0013	-0.1%	1.1087
High	1.1095	1.1144	0.0049	0.4%	1.1095
Low	1.1095	1.1082	-0.0013	-0.1%	1.1006
Close	1.1095	1.1144	0.0049	0.4%	1.1095
Range	0.0000	0.0062	0.0062		0.0089
ATR	0.0043	0.0044	0.0001	3.2%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 13-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1309	1.1289	1.1178
R3	1.1247	1.1227	1.1161
R2	1.1185	1.1185	1.1155
R1	1.1165	1.1165	1.1150	1.1175
PP	1.1123	1.1123	1.1123	1.1129
S1	1.1103	1.1103	1.1138	1.1113
S2	1.1061	1.1061	1.1133
S3	1.0999	1.1041	1.1127
S4	1.0937	1.0979	1.1110

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1332	1.1303	1.1144
R3	1.1243	1.1214	1.1119
R2	1.1154	1.1154	1.1111
R1	1.1125	1.1125	1.1103	1.1140
PP	1.1065	1.1065	1.1065	1.1073
S1	1.1036	1.1036	1.1087	1.1051
S2	1.0976	1.0976	1.1079
S3	1.0887	1.0947	1.1071
S4	1.0798	1.0858	1.1046

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1144	1.1006	0.0138	1.2%	0.0012	0.1%	100%	True	False	1
10	1.1298	1.1006	0.0292	2.6%	0.0006	0.1%	47%	False	False	1
20	1.1330	1.1006	0.0324	2.9%	0.0003	0.0%	43%	False	False	1
40	1.1330	1.0924	0.0406	3.6%	0.0002	0.0%	54%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	1.1408
2.618	1.1306
1.618	1.1244
1.000	1.1206
0.618	1.1182
HIGH	1.1144
0.618	1.1120
0.500	1.1113
0.382	1.1106
LOW	1.1082
0.618	1.1044
1.000	1.1020
1.618	1.0982
2.618	1.0920
4.250	1.0819

Fisher Pivots for day following 13-Jan-2014
Pivot	1 day	3 day
R1	1.1134	1.1125
PP	1.1123	1.1107
S1	1.1113	1.1088

Download as Excel Spreadsheet

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

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