CME Swiss Franc Future September 2014

Trading Metrics calculated at close of trading on 11-Jun-2014

Day Change Summary
	Previous	Current
	10-Jun-2014	11-Jun-2014	Change	Change %	Previous Week
Open	1.1156	1.1134	-0.0022	-0.2%	1.1176
High	1.1164	1.1143	-0.0021	-0.2%	1.1235
Low	1.1111	1.1106	-0.0005	0.0%	1.1080
Close	1.1129	1.1119	-0.0010	-0.1%	1.1205
Range	0.0053	0.0037	-0.0016	-30.2%	0.0155
ATR	0.0053	0.0052	-0.0001	-2.2%	0.0000
Volume	17,147	12,918	-4,229	-24.7%	9,648

Daily Pivots for day following 11-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1234	1.1213	1.1139
R3	1.1197	1.1176	1.1129
R2	1.1160	1.1160	1.1126
R1	1.1139	1.1139	1.1122	1.1131
PP	1.1123	1.1123	1.1123	1.1119
S1	1.1102	1.1102	1.1116	1.1094
S2	1.1086	1.1086	1.1112
S3	1.1049	1.1065	1.1109
S4	1.1012	1.1028	1.1099

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1638	1.1577	1.1290
R3	1.1483	1.1422	1.1248
R2	1.1328	1.1328	1.1233
R1	1.1267	1.1267	1.1219	1.1298
PP	1.1173	1.1173	1.1173	1.1189
S1	1.1112	1.1112	1.1191	1.1143
S2	1.1018	1.1018	1.1177
S3	1.0863	1.0957	1.1162
S4	1.0708	1.0802	1.1120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1235	1.1080	0.0155	1.4%	0.0073	0.7%	25%	False	False	8,833
10	1.1235	1.1080	0.0155	1.4%	0.0059	0.5%	25%	False	False	4,964
20	1.1265	1.1080	0.0185	1.7%	0.0047	0.4%	21%	False	False	2,525
40	1.1503	1.1080	0.0423	3.8%	0.0047	0.4%	9%	False	False	1,288
60	1.1503	1.1080	0.0423	3.8%	0.0045	0.4%	9%	False	False	871
80	1.1513	1.1080	0.0433	3.9%	0.0039	0.4%	9%	False	False	658
100	1.1513	1.0994	0.0519	4.7%	0.0032	0.3%	24%	False	False	535
120	1.1513	1.0994	0.0519	4.7%	0.0027	0.2%	24%	False	False	446

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1300
2.618	1.1240
1.618	1.1203
1.000	1.1180
0.618	1.1166
HIGH	1.1143
0.618	1.1129
0.500	1.1125
0.382	1.1120
LOW	1.1106
0.618	1.1083
1.000	1.1069
1.618	1.1046
2.618	1.1009
4.250	1.0949

Fisher Pivots for day following 11-Jun-2014
Pivot	1 day	3 day
R1	1.1125	1.1163
PP	1.1123	1.1148
S1	1.1121	1.1134

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

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