CME Swiss Franc Future September 2014

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Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary Previous Current 17-Jan-2014 21-Jan-2014 Change Change % Previous Week Open 1.0997 1.1010 0.0013 0.1% 1.1082 High 1.0997 1.1010 0.0013 0.1% 1.1144 Low 1.0997 1.1010 0.0013 0.1% 1.0997 Close 1.0997 1.1010 0.0013 0.1% 1.0997 Range ATR 0.0049 0.0046 -0.0003 -5.2% 0.0000 Volume 1 2 1 100.0% 5
Daily Pivots for day following 21-Jan-2014 Classic Woodie Camarilla DeMark R4 1.1010 1.1010 1.1010 R3 1.1010 1.1010 1.1010 R2 1.1010 1.1010 1.1010 R1 1.1010 1.1010 1.1010 1.1010 PP 1.1010 1.1010 1.1010 1.1010 S1 1.1010 1.1010 1.1010 1.1010 S2 1.1010 1.1010 1.1010 S3 1.1010 1.1010 1.1010 S4 1.1010 1.1010 1.1010	Weekly Pivots for week ending 17-Jan-2014 Classic Woodie Camarilla DeMark R4 1.1487 1.1389 1.1078 R3 1.1340 1.1242 1.1037 R2 1.1193 1.1193 1.1024 R1 1.1095 1.1095 1.1010 1.1071 PP 1.1046 1.1046 1.1046 1.1034 S1 1.0948 1.0948 1.0984 1.0924 S2 1.0899 1.0899 1.0970 S3 1.0752 1.0801 1.0957 S4 1.0605 1.0654 1.0916
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1101 1.0997 0.0104 0.9% 0.0000 0.0% 13% False False 1 10 1.1144 1.0997 0.0147 1.3% 0.0006 0.1% 9% False False 1 20 1.1298 1.0997 0.0301 2.7% 0.0003 0.0% 4% False False 1 40 1.1330 1.0960 0.0370 3.4% 0.0002 0.0% 14% 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 1.1010 2.618 1.1010 1.618 1.1010 1.000 1.1010 0.618 1.1010 HIGH 1.1010 0.618 1.1010 0.500 1.1010 0.382 1.1010 LOW 1.1010 0.618 1.1010 1.000 1.1010 1.618 1.1010 2.618 1.1010 4.250 1.1010
Fisher Pivots for day following 21-Jan-2014 Pivot 1 day 3 day R1 1.1010 1.1037 PP 1.1010 1.1028 S1 1.1010 1.1019

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