CME Swiss Franc Future September 2014

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Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary Previous Current 30-Jan-2014 31-Jan-2014 Change Change % Previous Week Open 1.1096 1.1047 -0.0049 -0.4% 1.1171 High 1.1096 1.1047 -0.0049 -0.4% 1.1206 Low 1.1096 1.1047 -0.0049 -0.4% 1.1047 Close 1.1096 1.1047 -0.0049 -0.4% 1.1047 Range ATR 0.0051 0.0051 0.0000 -0.3% 0.0000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 31-Jan-2014 Classic Woodie Camarilla DeMark R4 1.1047 1.1047 1.1047 R3 1.1047 1.1047 1.1047 R2 1.1047 1.1047 1.1047 R1 1.1047 1.1047 1.1047 1.1047 PP 1.1047 1.1047 1.1047 1.1047 S1 1.1047 1.1047 1.1047 1.1047 S2 1.1047 1.1047 1.1047 S3 1.1047 1.1047 1.1047 S4 1.1047 1.1047 1.1047	Weekly Pivots for week ending 31-Jan-2014 Classic Woodie Camarilla DeMark R4 1.1577 1.1471 1.1134 R3 1.1418 1.1312 1.1091 R2 1.1259 1.1259 1.1076 R1 1.1153 1.1153 1.1062 1.1127 PP 1.1100 1.1100 1.1100 1.1087 S1 1.0994 1.0994 1.1032 1.0968 S2 1.0941 1.0941 1.1018 S3 1.0782 1.0835 1.1003 S4 1.0623 1.0676 1.0960
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1206 1.1047 0.0159 1.4% 0.0000 0.0% 0% False True 2 10 1.1206 1.0994 0.0212 1.9% 0.0000 0.0% 25% False False 1 20 1.1206 1.0994 0.0212 1.9% 0.0003 0.0% 25% False False 1 40 1.1330 1.0994 0.0336 3.0% 0.0002 0.0% 16% False False 1 60 1.1330 1.0875 0.0455 4.1% 0.0003 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 1.1047 2.618 1.1047 1.618 1.1047 1.000 1.1047 0.618 1.1047 HIGH 1.1047 0.618 1.1047 0.500 1.1047 0.382 1.1047 LOW 1.1047 0.618 1.1047 1.000 1.1047 1.618 1.1047 2.618 1.1047 4.250 1.1047
Fisher Pivots for day following 31-Jan-2014 Pivot 1 day 3 day R1 1.1047 1.1127 PP 1.1047 1.1100 S1 1.1047 1.1074

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