CME Swiss Franc Future September 2014

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Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary Previous Current 14-Jan-2014 15-Jan-2014 Change Change % Previous Week Open 1.1101 1.1027 -0.0074 -0.7% 1.1087 High 1.1101 1.1027 -0.0074 -0.7% 1.1095 Low 1.1101 1.1027 -0.0074 -0.7% 1.1006 Close 1.1101 1.1027 -0.0074 -0.7% 1.1095 Range ATR 0.0044 0.0046 0.0002 4.8% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Jan-2014 Classic Woodie Camarilla DeMark R4 1.1027 1.1027 1.1027 R3 1.1027 1.1027 1.1027 R2 1.1027 1.1027 1.1027 R1 1.1027 1.1027 1.1027 1.1027 PP 1.1027 1.1027 1.1027 1.1027 S1 1.1027 1.1027 1.1027 1.1027 S2 1.1027 1.1027 1.1027 S3 1.1027 1.1027 1.1027 S4 1.1027 1.1027 1.1027	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 1.1027 0.0117 1.1% 0.0012 0.1% 0% False True 1 10 1.1144 1.1006 0.0138 1.3% 0.0006 0.1% 15% False False 1 20 1.1330 1.1006 0.0324 2.9% 0.0003 0.0% 6% False False 1 40 1.1330 1.0924 0.0406 3.7% 0.0002 0.0% 25% 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 1.1027 2.618 1.1027 1.618 1.1027 1.000 1.1027 0.618 1.1027 HIGH 1.1027 0.618 1.1027 0.500 1.1027 0.382 1.1027 LOW 1.1027 0.618 1.1027 1.000 1.1027 1.618 1.1027 2.618 1.1027 4.250 1.1027
Fisher Pivots for day following 15-Jan-2014 Pivot 1 day 3 day R1 1.1027 1.1086 PP 1.1027 1.1066 S1 1.1027 1.1047

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