CME Swiss Franc Future September 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Feb-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Jan-2014 | 
                    03-Feb-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.1047 | 
                        1.1127 | 
                        0.0080 | 
                        0.7% | 
                        1.1171 | 
                     
                    
                        | High | 
                        1.1047 | 
                        1.1127 | 
                        0.0080 | 
                        0.7% | 
                        1.1206 | 
                     
                    
                        | Low | 
                        1.1047 | 
                        1.1127 | 
                        0.0080 | 
                        0.7% | 
                        1.1047 | 
                     
                    
                        | Close | 
                        1.1047 | 
                        1.1127 | 
                        0.0080 | 
                        0.7% | 
                        1.1047 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0051 | 
                        0.0053 | 
                        0.0002 | 
                        4.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        2 | 
                        2 | 
                        0 | 
                        0.0% | 
                        10 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Feb-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1127 | 
                1.1127 | 
                1.1127 | 
                 | 
             
            
                | R3 | 
                1.1127 | 
                1.1127 | 
                1.1127 | 
                 | 
             
            
                | R2 | 
                1.1127 | 
                1.1127 | 
                1.1127 | 
                 | 
             
            
                | R1 | 
                1.1127 | 
                1.1127 | 
                1.1127 | 
                1.1127 | 
             
            
                | PP | 
                1.1127 | 
                1.1127 | 
                1.1127 | 
                1.1127 | 
             
            
                | S1 | 
                1.1127 | 
                1.1127 | 
                1.1127 | 
                1.1127 | 
             
            
                | S2 | 
                1.1127 | 
                1.1127 | 
                1.1127 | 
                 | 
             
            
                | S3 | 
                1.1127 | 
                1.1127 | 
                1.1127 | 
                 | 
             
            
                | S4 | 
                1.1127 | 
                1.1127 | 
                1.1127 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                50% | 
                False | 
                False | 
                2 | 
                 
                
                | 10 | 
                1.1206 | 
                1.0994 | 
                0.0212 | 
                1.9% | 
                0.0000 | 
                0.0% | 
                63% | 
                False | 
                False | 
                2 | 
                 
                
                | 20 | 
                1.1206 | 
                1.0994 | 
                0.0212 | 
                1.9% | 
                0.0003 | 
                0.0% | 
                63% | 
                False | 
                False | 
                1 | 
                 
                
                | 40 | 
                1.1330 | 
                1.0994 | 
                0.0336 | 
                3.0% | 
                0.0002 | 
                0.0% | 
                40% | 
                False | 
                False | 
                1 | 
                 
                
                | 60 | 
                1.1330 | 
                1.0875 | 
                0.0455 | 
                4.1% | 
                0.0003 | 
                0.0% | 
                55% | 
                False | 
                False | 
                1 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.1127 | 
         
        
            | 
2.618             | 
            1.1127 | 
         
        
            | 
1.618             | 
            1.1127 | 
         
        
            | 
1.000             | 
            1.1127 | 
         
        
            | 
0.618             | 
            1.1127 | 
         
        
            | 
HIGH             | 
            1.1127 | 
         
        
            | 
0.618             | 
            1.1127 | 
         
        
            | 
0.500             | 
            1.1127 | 
         
        
            | 
0.382             | 
            1.1127 | 
         
        
            | 
LOW             | 
            1.1127 | 
         
        
            | 
0.618             | 
            1.1127 | 
         
        
            | 
1.000             | 
            1.1127 | 
         
        
            | 
1.618             | 
            1.1127 | 
         
        
            | 
2.618             | 
            1.1127 | 
         
        
            | 
4.250             | 
            1.1127 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Feb-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.1127 | 
                                1.1114 | 
                             
                            
                                | PP | 
                                1.1127 | 
                                1.1100 | 
                             
                            
                                | S1 | 
                                1.1127 | 
                                1.1087 | 
                             
             
         |