CME Swiss Franc Future September 2014

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

Day Change Summary
	Previous	Current
	10-Jul-2014	11-Jul-2014	Change	Change %	Previous Week
Open	1.1228	1.1211	-0.0017	-0.2%	1.1188
High	1.1238	1.1226	-0.0012	-0.1%	1.1238
Low	1.1199	1.1200	0.0001	0.0%	1.1169
Close	1.1209	1.1215	0.0006	0.1%	1.1215
Range	0.0039	0.0026	-0.0013	-33.3%	0.0069
ATR	0.0049	0.0048	-0.0002	-3.4%	0.0000
Volume	25,292	20,713	-4,579	-18.1%	131,112

Daily Pivots for day following 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1292	1.1279	1.1229
R3	1.1266	1.1253	1.1222
R2	1.1240	1.1240	1.1220
R1	1.1227	1.1227	1.1217	1.1234
PP	1.1214	1.1214	1.1214	1.1217
S1	1.1201	1.1201	1.1213	1.1208
S2	1.1188	1.1188	1.1210
S3	1.1162	1.1175	1.1208
S4	1.1136	1.1149	1.1201

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1414	1.1384	1.1253
R3	1.1345	1.1315	1.1234
R2	1.1276	1.1276	1.1228
R1	1.1246	1.1246	1.1221	1.1261
PP	1.1207	1.1207	1.1207	1.1215
S1	1.1177	1.1177	1.1209	1.1192
S2	1.1138	1.1138	1.1202
S3	1.1069	1.1108	1.1196
S4	1.1000	1.1039	1.1177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1238	1.1169	0.0069	0.6%	0.0034	0.3%	67%	False	False	26,222
10	1.1298	1.1155	0.0143	1.3%	0.0045	0.4%	42%	False	False	29,177
20	1.1298	1.1104	0.0194	1.7%	0.0050	0.4%	57%	False	False	29,925
40	1.1298	1.1080	0.0218	1.9%	0.0049	0.4%	62%	False	False	16,654
60	1.1503	1.1080	0.0423	3.8%	0.0048	0.4%	32%	False	False	11,120
80	1.1503	1.1080	0.0423	3.8%	0.0047	0.4%	32%	False	False	8,349
100	1.1513	1.1080	0.0433	3.9%	0.0042	0.4%	31%	False	False	6,680
120	1.1513	1.0994	0.0519	4.6%	0.0035	0.3%	43%	False	False	5,577

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	1.1337
2.618	1.1294
1.618	1.1268
1.000	1.1252
0.618	1.1242
HIGH	1.1226
0.618	1.1216
0.500	1.1213
0.382	1.1210
LOW	1.1200
0.618	1.1184
1.000	1.1174
1.618	1.1158
2.618	1.1132
4.250	1.1090

Fisher Pivots for day following 11-Jul-2014
Pivot	1 day	3 day
R1	1.1214	1.1216
PP	1.1214	1.1216
S1	1.1213	1.1215

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

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