CME Swiss Franc Future September 2014

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Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary Previous Current 10-Mar-2014 11-Mar-2014 Change Change % Previous Week Open 1.1405 1.1416 0.0011 0.1% 1.1343 High 1.1405 1.1416 0.0011 0.1% 1.1418 Low 1.1405 1.1416 0.0011 0.1% 1.1266 Close 1.1405 1.1416 0.0011 0.1% 1.1418 Range ATR 0.0047 0.0044 -0.0003 -5.5% 0.0000 Volume 4 4 0 0.0% 16
Daily Pivots for day following 11-Mar-2014 Classic Woodie Camarilla DeMark R4 1.1416 1.1416 1.1416 R3 1.1416 1.1416 1.1416 R2 1.1416 1.1416 1.1416 R1 1.1416 1.1416 1.1416 1.1416 PP 1.1416 1.1416 1.1416 1.1416 S1 1.1416 1.1416 1.1416 1.1416 S2 1.1416 1.1416 1.1416 S3 1.1416 1.1416 1.1416 S4 1.1416 1.1416 1.1416	Weekly Pivots for week ending 07-Mar-2014 Classic Woodie Camarilla DeMark R4 1.1823 1.1773 1.1502 R3 1.1671 1.1621 1.1460 R2 1.1519 1.1519 1.1446 R1 1.1469 1.1469 1.1432 1.1494 PP 1.1367 1.1367 1.1367 1.1380 S1 1.1317 1.1317 1.1404 1.1342 S2 1.1215 1.1215 1.1390 S3 1.1063 1.1165 1.1376 S4 1.0911 1.1013 1.1334
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1418 1.1266 0.0152 1.3% 0.0022 0.2% 99% False False 3 10 1.1418 1.1230 0.0188 1.6% 0.0024 0.2% 99% False False 2 20 1.1418 1.1128 0.0290 2.5% 0.0017 0.1% 99% False False 59 40 1.1418 1.0994 0.0424 3.7% 0.0010 0.1% 100% False False 30 60 1.1418 1.0994 0.0424 3.7% 0.0007 0.1% 100% False False 20 80 1.1418 1.0924 0.0494 4.3% 0.0005 0.0% 100% False False 15
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 True 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.1416 2.618 1.1416 1.618 1.1416 1.000 1.1416 0.618 1.1416 HIGH 1.1416 0.618 1.1416 0.500 1.1416 0.382 1.1416 LOW 1.1416 0.618 1.1416 1.000 1.1416 1.618 1.1416 2.618 1.1416 4.250 1.1416
Fisher Pivots for day following 11-Mar-2014 Pivot 1 day 3 day R1 1.1416 1.1415 PP 1.1416 1.1413 S1 1.1416 1.1412

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