CME Swiss Franc Future September 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Mar-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Mar-2014 | 
                    14-Mar-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.1463 | 
                        1.1478 | 
                        0.0015 | 
                        0.1% | 
                        1.1405 | 
                     
                    
                        | High | 
                        1.1513 | 
                        1.1478 | 
                        -0.0035 | 
                        -0.3% | 
                        1.1513 | 
                     
                    
                        | Low | 
                        1.1443 | 
                        1.1478 | 
                        0.0035 | 
                        0.3% | 
                        1.1403 | 
                     
                    
                        | Close | 
                        1.1443 | 
                        1.1478 | 
                        0.0035 | 
                        0.3% | 
                        1.1478 | 
                     
                    
                        | Range | 
                        0.0070 | 
                        0.0000 | 
                        -0.0070 | 
                        -100.0% | 
                        0.0110 | 
                     
                    
                        | ATR | 
                        0.0047 | 
                        0.0046 | 
                        -0.0001 | 
                        -1.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        31 | 
                        14 | 
                        -17 | 
                        -54.8% | 
                        57 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1478 | 
                1.1478 | 
                1.1478 | 
                 | 
             
            
                | R3 | 
                1.1478 | 
                1.1478 | 
                1.1478 | 
                 | 
             
            
                | R2 | 
                1.1478 | 
                1.1478 | 
                1.1478 | 
                 | 
             
            
                | R1 | 
                1.1478 | 
                1.1478 | 
                1.1478 | 
                1.1478 | 
             
            
                | PP | 
                1.1478 | 
                1.1478 | 
                1.1478 | 
                1.1478 | 
             
            
                | S1 | 
                1.1478 | 
                1.1478 | 
                1.1478 | 
                1.1478 | 
             
            
                | S2 | 
                1.1478 | 
                1.1478 | 
                1.1478 | 
                 | 
             
            
                | S3 | 
                1.1478 | 
                1.1478 | 
                1.1478 | 
                 | 
             
            
                | S4 | 
                1.1478 | 
                1.1478 | 
                1.1478 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Mar-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1795 | 
                1.1746 | 
                1.1539 | 
                 | 
             
            
                | R3 | 
                1.1685 | 
                1.1636 | 
                1.1508 | 
                 | 
             
            
                | R2 | 
                1.1575 | 
                1.1575 | 
                1.1498 | 
                 | 
             
            
                | R1 | 
                1.1526 | 
                1.1526 | 
                1.1488 | 
                1.1551 | 
             
            
                | PP | 
                1.1465 | 
                1.1465 | 
                1.1465 | 
                1.1477 | 
             
            
                | S1 | 
                1.1416 | 
                1.1416 | 
                1.1468 | 
                1.1441 | 
             
            
                | S2 | 
                1.1355 | 
                1.1355 | 
                1.1458 | 
                 | 
             
            
                | S3 | 
                1.1245 | 
                1.1306 | 
                1.1448 | 
                 | 
             
            
                | S4 | 
                1.1135 | 
                1.1196 | 
                1.1418 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.1513 | 
                1.1403 | 
                0.0110 | 
                1.0% | 
                0.0026 | 
                0.2% | 
                68% | 
                False | 
                False | 
                11 | 
                 
                
                | 10 | 
                1.1513 | 
                1.1266 | 
                0.0247 | 
                2.2% | 
                0.0030 | 
                0.3% | 
                86% | 
                False | 
                False | 
                7 | 
                 
                
                | 20 | 
                1.1513 | 
                1.1230 | 
                0.0283 | 
                2.5% | 
                0.0021 | 
                0.2% | 
                88% | 
                False | 
                False | 
                34 | 
                 
                
                | 40 | 
                1.1513 | 
                1.0994 | 
                0.0519 | 
                4.5% | 
                0.0012 | 
                0.1% | 
                93% | 
                False | 
                False | 
                31 | 
                 
                
                | 60 | 
                1.1513 | 
                1.0994 | 
                0.0519 | 
                4.5% | 
                0.0009 | 
                0.1% | 
                93% | 
                False | 
                False | 
                21 | 
                 
                
                | 80 | 
                1.1513 | 
                1.0924 | 
                0.0589 | 
                5.1% | 
                0.0007 | 
                0.1% | 
                94% | 
                False | 
                False | 
                16 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.1478 | 
         
        
            | 
2.618             | 
            1.1478 | 
         
        
            | 
1.618             | 
            1.1478 | 
         
        
            | 
1.000             | 
            1.1478 | 
         
        
            | 
0.618             | 
            1.1478 | 
         
        
            | 
HIGH             | 
            1.1478 | 
         
        
            | 
0.618             | 
            1.1478 | 
         
        
            | 
0.500             | 
            1.1478 | 
         
        
            | 
0.382             | 
            1.1478 | 
         
        
            | 
LOW             | 
            1.1478 | 
         
        
            | 
0.618             | 
            1.1478 | 
         
        
            | 
1.000             | 
            1.1478 | 
         
        
            | 
1.618             | 
            1.1478 | 
         
        
            | 
2.618             | 
            1.1478 | 
         
        
            | 
4.250             | 
            1.1478 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Mar-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.1478 | 
                                1.1471 | 
                             
                            
                                | PP | 
                                1.1478 | 
                                1.1465 | 
                             
                            
                                | S1 | 
                                1.1478 | 
                                1.1458 | 
                             
             
         |