CME Swiss Franc Future September 2014

Trading Metrics calculated at close of trading on 04-Jun-2014

Day Change Summary
	Previous	Current
	03-Jun-2014	04-Jun-2014	Change	Change %	Previous Week
Open	1.1141	1.1161	0.0020	0.2%	1.1169
High	1.1185	1.1179	-0.0006	-0.1%	1.1202
Low	1.1137	1.1146	0.0009	0.1%	1.1139
Close	1.1163	1.1157	-0.0006	-0.1%	1.1185
Range	0.0048	0.0033	-0.0015	-31.3%	0.0063
ATR	0.0044	0.0044	-0.0001	-1.8%	0.0000
Volume	470	576	106	22.6%	3,996

Daily Pivots for day following 04-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1260	1.1241	1.1175
R3	1.1227	1.1208	1.1166
R2	1.1194	1.1194	1.1163
R1	1.1175	1.1175	1.1160	1.1168
PP	1.1161	1.1161	1.1161	1.1157
S1	1.1142	1.1142	1.1154	1.1135
S2	1.1128	1.1128	1.1151
S3	1.1095	1.1109	1.1148
S4	1.1062	1.1076	1.1139

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1364	1.1338	1.1220
R3	1.1301	1.1275	1.1202
R2	1.1238	1.1238	1.1197
R1	1.1212	1.1212	1.1191	1.1225
PP	1.1175	1.1175	1.1175	1.1182
S1	1.1149	1.1149	1.1179	1.1162
S2	1.1112	1.1112	1.1173
S3	1.1049	1.1086	1.1168
S4	1.0986	1.1023	1.1150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1202	1.1131	0.0071	0.6%	0.0045	0.4%	37%	False	False	1,095
10	1.1248	1.1131	0.0117	1.0%	0.0041	0.4%	22%	False	False	586
20	1.1503	1.1131	0.0372	3.3%	0.0043	0.4%	7%	False	False	334
40	1.1503	1.1131	0.0372	3.3%	0.0043	0.4%	7%	False	False	191
60	1.1513	1.1131	0.0382	3.4%	0.0041	0.4%	7%	False	False	136
80	1.1513	1.1128	0.0385	3.5%	0.0035	0.3%	8%	False	False	116
100	1.1513	1.0994	0.0519	4.7%	0.0029	0.3%	31%	False	False	93
120	1.1513	1.0994	0.0519	4.7%	0.0024	0.2%	31%	False	False	78

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1319
2.618	1.1265
1.618	1.1232
1.000	1.1212
0.618	1.1199
HIGH	1.1179
0.618	1.1166
0.500	1.1163
0.382	1.1159
LOW	1.1146
0.618	1.1126
1.000	1.1113
1.618	1.1093
2.618	1.1060
4.250	1.1006

Fisher Pivots for day following 04-Jun-2014
Pivot	1 day	3 day
R1	1.1163	1.1158
PP	1.1161	1.1158
S1	1.1159	1.1157

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

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