CME Swiss Franc Future September 2014

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Trading Metrics calculated at close of trading on 14-Jan-2014
Day Change Summary Previous Current 13-Jan-2014 14-Jan-2014 Change Change % Previous Week Open 1.1082 1.1101 0.0019 0.2% 1.1087 High 1.1144 1.1101 -0.0043 -0.4% 1.1095 Low 1.1082 1.1101 0.0019 0.2% 1.1006 Close 1.1144 1.1101 -0.0043 -0.4% 1.1095 Range 0.0062 0.0000 -0.0062 -100.0% 0.0089 ATR 0.0044 0.0044 0.0000 -0.2% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 14-Jan-2014 Classic Woodie Camarilla DeMark R4 1.1101 1.1101 1.1101 R3 1.1101 1.1101 1.1101 R2 1.1101 1.1101 1.1101 R1 1.1101 1.1101 1.1101 1.1101 PP 1.1101 1.1101 1.1101 1.1101 S1 1.1101 1.1101 1.1101 1.1101 S2 1.1101 1.1101 1.1101 S3 1.1101 1.1101 1.1101 S4 1.1101 1.1101 1.1101	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% 69% False False 1 10 1.1277 1.1006 0.0271 2.4% 0.0006 0.1% 35% False False 1 20 1.1330 1.1006 0.0324 2.9% 0.0003 0.0% 29% False False 1 40 1.1330 1.0924 0.0406 3.7% 0.0002 0.0% 44% False False 1
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1101 2.618 1.1101 1.618 1.1101 1.000 1.1101 0.618 1.1101 HIGH 1.1101 0.618 1.1101 0.500 1.1101 0.382 1.1101 LOW 1.1101 0.618 1.1101 1.000 1.1101 1.618 1.1101 2.618 1.1101 4.250 1.1101
Fisher Pivots for day following 14-Jan-2014 Pivot 1 day 3 day R1 1.1101 1.1113 PP 1.1101 1.1109 S1 1.1101 1.1105

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