CME Swiss Franc Future September 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Feb-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Feb-2014 | 
                    27-Feb-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.1230 | 
                        1.1279 | 
                        0.0049 | 
                        0.4% | 
                        1.1285 | 
                     
                    
                        | High | 
                        1.1243 | 
                        1.1279 | 
                        0.0036 | 
                        0.3% | 
                        1.1296 | 
                     
                    
                        | Low | 
                        1.1230 | 
                        1.1279 | 
                        0.0049 | 
                        0.4% | 
                        1.1267 | 
                     
                    
                        | Close | 
                        1.1243 | 
                        1.1279 | 
                        0.0036 | 
                        0.3% | 
                        1.1296 | 
                     
                    
                        | Range | 
                        0.0013 | 
                        0.0000 | 
                        -0.0013 | 
                        -100.0% | 
                        0.0029 | 
                     
                    
                        | ATR | 
                        0.0040 | 
                        0.0040 | 
                        0.0000 | 
                        -0.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        307 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Feb-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1279 | 
                1.1279 | 
                1.1279 | 
                 | 
             
            
                | R3 | 
                1.1279 | 
                1.1279 | 
                1.1279 | 
                 | 
             
            
                | R2 | 
                1.1279 | 
                1.1279 | 
                1.1279 | 
                 | 
             
            
                | R1 | 
                1.1279 | 
                1.1279 | 
                1.1279 | 
                1.1279 | 
             
            
                | PP | 
                1.1279 | 
                1.1279 | 
                1.1279 | 
                1.1279 | 
             
            
                | S1 | 
                1.1279 | 
                1.1279 | 
                1.1279 | 
                1.1279 | 
             
            
                | S2 | 
                1.1279 | 
                1.1279 | 
                1.1279 | 
                 | 
             
            
                | S3 | 
                1.1279 | 
                1.1279 | 
                1.1279 | 
                 | 
             
            
                | S4 | 
                1.1279 | 
                1.1279 | 
                1.1279 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Feb-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1373 | 
                1.1364 | 
                1.1312 | 
                 | 
             
            
                | R3 | 
                1.1344 | 
                1.1335 | 
                1.1304 | 
                 | 
             
            
                | R2 | 
                1.1315 | 
                1.1315 | 
                1.1301 | 
                 | 
             
            
                | R1 | 
                1.1306 | 
                1.1306 | 
                1.1299 | 
                1.1311 | 
             
            
                | PP | 
                1.1286 | 
                1.1286 | 
                1.1286 | 
                1.1289 | 
             
            
                | S1 | 
                1.1277 | 
                1.1277 | 
                1.1293 | 
                1.1282 | 
             
            
                | S2 | 
                1.1257 | 
                1.1257 | 
                1.1291 | 
                 | 
             
            
                | S3 | 
                1.1228 | 
                1.1248 | 
                1.1288 | 
                 | 
             
            
                | S4 | 
                1.1199 | 
                1.1219 | 
                1.1280 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.1296 | 
                1.1230 | 
                0.0066 | 
                0.6% | 
                0.0004 | 
                0.0% | 
                74% | 
                False | 
                False | 
                1 | 
                 
                
                | 10 | 
                1.1296 | 
                1.1204 | 
                0.0092 | 
                0.8% | 
                0.0007 | 
                0.1% | 
                82% | 
                False | 
                False | 
                91 | 
                 
                
                | 20 | 
                1.1296 | 
                1.1047 | 
                0.0249 | 
                2.2% | 
                0.0006 | 
                0.0% | 
                93% | 
                False | 
                False | 
                59 | 
                 
                
                | 40 | 
                1.1296 | 
                1.0994 | 
                0.0302 | 
                2.7% | 
                0.0004 | 
                0.0% | 
                94% | 
                False | 
                False | 
                30 | 
                 
                
                | 60 | 
                1.1330 | 
                1.0994 | 
                0.0336 | 
                3.0% | 
                0.0003 | 
                0.0% | 
                85% | 
                False | 
                False | 
                20 | 
                 
                
                | 80 | 
                1.1330 | 
                1.0875 | 
                0.0455 | 
                4.0% | 
                0.0003 | 
                0.0% | 
                89% | 
                False | 
                False | 
                15 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.1279 | 
         
        
            | 
2.618             | 
            1.1279 | 
         
        
            | 
1.618             | 
            1.1279 | 
         
        
            | 
1.000             | 
            1.1279 | 
         
        
            | 
0.618             | 
            1.1279 | 
         
        
            | 
HIGH             | 
            1.1279 | 
         
        
            | 
0.618             | 
            1.1279 | 
         
        
            | 
0.500             | 
            1.1279 | 
         
        
            | 
0.382             | 
            1.1279 | 
         
        
            | 
LOW             | 
            1.1279 | 
         
        
            | 
0.618             | 
            1.1279 | 
         
        
            | 
1.000             | 
            1.1279 | 
         
        
            | 
1.618             | 
            1.1279 | 
         
        
            | 
2.618             | 
            1.1279 | 
         
        
            | 
4.250             | 
            1.1279 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Feb-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.1279 | 
                                1.1273 | 
                             
                            
                                | PP | 
                                1.1279 | 
                                1.1268 | 
                             
                            
                                | S1 | 
                                1.1279 | 
                                1.1262 | 
                             
             
         |