CME Swiss Franc Future September 2014

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Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary Previous Current 15-Jan-2014 16-Jan-2014 Change Change % Previous Week Open 1.1027 1.1077 0.0050 0.5% 1.1087 High 1.1027 1.1077 0.0050 0.5% 1.1095 Low 1.1027 1.1077 0.0050 0.5% 1.1006 Close 1.1027 1.1077 0.0050 0.5% 1.1095 Range ATR 0.0046 0.0047 0.0000 0.6% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 16-Jan-2014 Classic Woodie Camarilla DeMark R4 1.1077 1.1077 1.1077 R3 1.1077 1.1077 1.1077 R2 1.1077 1.1077 1.1077 R1 1.1077 1.1077 1.1077 1.1077 PP 1.1077 1.1077 1.1077 1.1077 S1 1.1077 1.1077 1.1077 1.1077 S2 1.1077 1.1077 1.1077 S3 1.1077 1.1077 1.1077 S4 1.1077 1.1077 1.1077	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% 43% False False 1 10 1.1144 1.1006 0.0138 1.2% 0.0006 0.1% 51% False False 1 20 1.1298 1.1006 0.0292 2.6% 0.0003 0.0% 24% False False 1 40 1.1330 1.0924 0.0406 3.7% 0.0002 0.0% 38% 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 1.1077 2.618 1.1077 1.618 1.1077 1.000 1.1077 0.618 1.1077 HIGH 1.1077 0.618 1.1077 0.500 1.1077 0.382 1.1077 LOW 1.1077 0.618 1.1077 1.000 1.1077 1.618 1.1077 2.618 1.1077 4.250 1.1077
Fisher Pivots for day following 16-Jan-2014 Pivot 1 day 3 day R1 1.1077 1.1073 PP 1.1077 1.1068 S1 1.1077 1.1064

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