CME Swiss Franc Future September 2014

Trading Metrics calculated at close of trading on 21-Apr-2014

Day Change Summary
	Previous	Current
	17-Apr-2014	21-Apr-2014	Change	Change %	Previous Week
Open	1.1375	1.1335	-0.0040	-0.4%	1.1418
High	1.1403	1.1336	-0.0067	-0.6%	1.1418
Low	1.1332	1.1312	-0.0020	-0.2%	1.1332
Close	1.1349	1.1317	-0.0032	-0.3%	1.1349
Range	0.0071	0.0024	-0.0047	-66.2%	0.0086
ATR	0.0051	0.0050	-0.0001	-1.9%	0.0000
Volume	115	131	16	13.9%	268

Daily Pivots for day following 21-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1394	1.1379	1.1330
R3	1.1370	1.1355	1.1324
R2	1.1346	1.1346	1.1321
R1	1.1331	1.1331	1.1319	1.1327
PP	1.1322	1.1322	1.1322	1.1319
S1	1.1307	1.1307	1.1315	1.1303
S2	1.1298	1.1298	1.1313
S3	1.1274	1.1283	1.1310
S4	1.1250	1.1259	1.1304

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1624	1.1573	1.1396
R3	1.1538	1.1487	1.1373
R2	1.1452	1.1452	1.1365
R1	1.1401	1.1401	1.1357	1.1384
PP	1.1366	1.1366	1.1366	1.1358
S1	1.1315	1.1315	1.1341	1.1298
S2	1.1280	1.1280	1.1333
S3	1.1194	1.1229	1.1325
S4	1.1108	1.1143	1.1302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1418	1.1312	0.0106	0.9%	0.0044	0.4%	5%	False	True	79
10	1.1448	1.1241	0.0207	1.8%	0.0047	0.4%	37%	False	False	63
20	1.1448	1.1209	0.0239	2.1%	0.0046	0.4%	45%	False	False	50
40	1.1513	1.1209	0.0304	2.7%	0.0035	0.3%	36%	False	False	28
60	1.1513	1.1047	0.0466	4.1%	0.0025	0.2%	58%	False	False	38
80	1.1513	1.0994	0.0519	4.6%	0.0020	0.2%	62%	False	False	29
100	1.1513	1.0994	0.0519	4.6%	0.0016	0.1%	62%	False	False	23
120	1.1513	1.0875	0.0638	5.6%	0.0014	0.1%	69%	False	False	20

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0005
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1438
2.618	1.1399
1.618	1.1375
1.000	1.1360
0.618	1.1351
HIGH	1.1336
0.618	1.1327
0.500	1.1324
0.382	1.1321
LOW	1.1312
0.618	1.1297
1.000	1.1288
1.618	1.1273
2.618	1.1249
4.250	1.1210

Fisher Pivots for day following 21-Apr-2014
Pivot	1 day	3 day
R1	1.1324	1.1358
PP	1.1322	1.1344
S1	1.1319	1.1331

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These figures are updated between 7pm and 10pm EST after a trading day.

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