CME Swiss Franc Future September 2014

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Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary Previous Current 23-Jan-2014 24-Jan-2014 Change Change % Previous Week Open 1.1167 1.1199 0.0032 0.3% 1.1010 High 1.1167 1.1199 0.0032 0.3% 1.1199 Low 1.1167 1.1199 0.0032 0.3% 1.0994 Close 1.1167 1.1199 0.0032 0.3% 1.1199 Range ATR 0.0053 0.0052 -0.0002 -2.9% 0.0000 Volume 2 2 0 0.0% 8
Daily Pivots for day following 24-Jan-2014 Classic Woodie Camarilla DeMark R4 1.1199 1.1199 1.1199 R3 1.1199 1.1199 1.1199 R2 1.1199 1.1199 1.1199 R1 1.1199 1.1199 1.1199 1.1199 PP 1.1199 1.1199 1.1199 1.1199 S1 1.1199 1.1199 1.1199 1.1199 S2 1.1199 1.1199 1.1199 S3 1.1199 1.1199 1.1199 S4 1.1199 1.1199 1.1199	Weekly Pivots for week ending 24-Jan-2014 Classic Woodie Camarilla DeMark R4 1.1746 1.1677 1.1312 R3 1.1541 1.1472 1.1255 R2 1.1336 1.1336 1.1237 R1 1.1267 1.1267 1.1218 1.1302 PP 1.1131 1.1131 1.1131 1.1148 S1 1.1062 1.1062 1.1180 1.1097 S2 1.0926 1.0926 1.1161 S3 1.0721 1.0857 1.1143 S4 1.0516 1.0652 1.1086
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1199 1.0994 0.0205 1.8% 0.0000 0.0% 100% True False 1 10 1.1199 1.0994 0.0205 1.8% 0.0006 0.1% 100% True False 1 20 1.1298 1.0994 0.0304 2.7% 0.0003 0.0% 67% False False 1 40 1.1330 1.0994 0.0336 3.0% 0.0002 0.0% 61% False False 1 60 1.1330 1.0875 0.0455 4.1% 0.0003 0.0% 71% 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 1.1199 2.618 1.1199 1.618 1.1199 1.000 1.1199 0.618 1.1199 HIGH 1.1199 0.618 1.1199 0.500 1.1199 0.382 1.1199 LOW 1.1199 0.618 1.1199 1.000 1.1199 1.618 1.1199 2.618 1.1199 4.250 1.1199
Fisher Pivots for day following 24-Jan-2014 Pivot 1 day 3 day R1 1.1199 1.1165 PP 1.1199 1.1131 S1 1.1199 1.1097

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