CME Swiss Franc Future September 2014

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Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary Previous Current 21-Jan-2014 22-Jan-2014 Change Change % Previous Week Open 1.1010 1.0994 -0.0016 -0.1% 1.1082 High 1.1010 1.0994 -0.0016 -0.1% 1.1144 Low 1.1010 1.0994 -0.0016 -0.1% 1.0997 Close 1.1010 1.0994 -0.0016 -0.1% 1.0997 Range ATR 0.0046 0.0044 -0.0002 -4.7% 0.0000 Volume 2 2 0 0.0% 5
Daily Pivots for day following 22-Jan-2014 Classic Woodie Camarilla DeMark R4 1.0994 1.0994 1.0994 R3 1.0994 1.0994 1.0994 R2 1.0994 1.0994 1.0994 R1 1.0994 1.0994 1.0994 1.0994 PP 1.0994 1.0994 1.0994 1.0994 S1 1.0994 1.0994 1.0994 1.0994 S2 1.0994 1.0994 1.0994 S3 1.0994 1.0994 1.0994 S4 1.0994 1.0994 1.0994	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 1.1077 1.0994 0.0083 0.8% 0.0000 0.0% 0% False True 1 10 1.1144 1.0994 0.0150 1.4% 0.0006 0.1% 0% False True 1 20 1.1298 1.0994 0.0304 2.8% 0.0003 0.0% 0% False True 1 40 1.1330 1.0994 0.0336 3.1% 0.0002 0.0% 0% False True 1 60 1.1330 1.0875 0.0455 4.1% 0.0003 0.0% 26% 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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.0994 2.618 1.0994 1.618 1.0994 1.000 1.0994 0.618 1.0994 HIGH 1.0994 0.618 1.0994 0.500 1.0994 0.382 1.0994 LOW 1.0994 0.618 1.0994 1.000 1.0994 1.618 1.0994 2.618 1.0994 4.250 1.0994
Fisher Pivots for day following 22-Jan-2014 Pivot 1 day 3 day R1 1.0994 1.1002 PP 1.0994 1.0999 S1 1.0994 1.0997

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