CME Swiss Franc Future September 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	1.1232	1.1285	0.0053	0.5%	1.1174
High	1.1292	1.1298	0.0006	0.1%	1.1236
Low	1.1224	1.1270	0.0046	0.4%	1.1158
Close	1.1287	1.1276	-0.0011	-0.1%	1.1229
Range	0.0068	0.0028	-0.0040	-58.8%	0.0078
ATR	0.0053	0.0051	-0.0002	-3.4%	0.0000
Volume	38,948	28,733	-10,215	-26.2%	139,457

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1365	1.1349	1.1291
R3	1.1337	1.1321	1.1284
R2	1.1309	1.1309	1.1281
R1	1.1293	1.1293	1.1279	1.1287
PP	1.1281	1.1281	1.1281	1.1279
S1	1.1265	1.1265	1.1273	1.1259
S2	1.1253	1.1253	1.1271
S3	1.1225	1.1237	1.1268
S4	1.1197	1.1209	1.1261

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1442	1.1413	1.1272
R3	1.1364	1.1335	1.1250
R2	1.1286	1.1286	1.1243
R1	1.1257	1.1257	1.1236	1.1272
PP	1.1208	1.1208	1.1208	1.1215
S1	1.1179	1.1179	1.1222	1.1194
S2	1.1130	1.1130	1.1215
S3	1.1052	1.1101	1.1208
S4	1.0974	1.1023	1.1186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1298	1.1172	0.0126	1.1%	0.0045	0.4%	83%	True	False	31,577
10	1.1298	1.1121	0.0177	1.6%	0.0051	0.5%	88%	True	False	31,957
20	1.1298	1.1080	0.0218	1.9%	0.0057	0.5%	90%	True	False	23,227
40	1.1503	1.1080	0.0423	3.8%	0.0051	0.5%	46%	False	False	11,767
60	1.1503	1.1080	0.0423	3.8%	0.0048	0.4%	46%	False	False	7,860
80	1.1513	1.1080	0.0433	3.8%	0.0045	0.4%	45%	False	False	5,901
100	1.1513	1.1080	0.0433	3.8%	0.0039	0.3%	45%	False	False	4,733
120	1.1513	1.0994	0.0519	4.6%	0.0033	0.3%	54%	False	False	3,944

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	0.0013
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.1417
2.618	1.1371
1.618	1.1343
1.000	1.1326
0.618	1.1315
HIGH	1.1298
0.618	1.1287
0.500	1.1284
0.382	1.1281
LOW	1.1270
0.618	1.1253
1.000	1.1242
1.618	1.1225
2.618	1.1197
4.250	1.1151

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	1.1284	1.1266
PP	1.1281	1.1256
S1	1.1279	1.1247

Download as Excel Spreadsheet

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

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