CME Swiss Franc Future September 2014

Trading Metrics calculated at close of trading on 25-Jul-2014

Day Change Summary
	Previous	Current
	24-Jul-2014	25-Jul-2014	Change	Change %	Previous Week
Open	1.1084	1.1082	-0.0002	0.0%	1.1141
High	1.1104	1.1092	-0.0012	-0.1%	1.1151
Low	1.1068	1.1051	-0.0017	-0.2%	1.1051
Close	1.1082	1.1057	-0.0025	-0.2%	1.1057
Range	0.0036	0.0041	0.0005	13.9%	0.0100
ATR	0.0043	0.0043	0.0000	-0.4%	0.0000
Volume	32,971	33,707	736	2.2%	164,075

Daily Pivots for day following 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1190	1.1164	1.1080
R3	1.1149	1.1123	1.1068
R2	1.1108	1.1108	1.1065
R1	1.1082	1.1082	1.1061	1.1075
PP	1.1067	1.1067	1.1067	1.1063
S1	1.1041	1.1041	1.1053	1.1034
S2	1.1026	1.1026	1.1049
S3	1.0985	1.1000	1.1046
S4	1.0944	1.0959	1.1034

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1386	1.1322	1.1112
R3	1.1286	1.1222	1.1085
R2	1.1186	1.1186	1.1075
R1	1.1122	1.1122	1.1066	1.1104
PP	1.1086	1.1086	1.1086	1.1078
S1	1.1022	1.1022	1.1048	1.1004
S2	1.0986	1.0986	1.1039
S3	1.0886	1.0922	1.1030
S4	1.0786	1.0822	1.1002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1151	1.1051	0.0100	0.9%	0.0036	0.3%	6%	False	True	32,815
10	1.1245	1.1051	0.0194	1.8%	0.0040	0.4%	3%	False	True	34,154
20	1.1298	1.1051	0.0247	2.2%	0.0042	0.4%	2%	False	True	31,665
40	1.1298	1.1051	0.0247	2.2%	0.0050	0.5%	2%	False	True	25,140
60	1.1503	1.1051	0.0452	4.1%	0.0047	0.4%	1%	False	True	16,803
80	1.1503	1.1051	0.0452	4.1%	0.0047	0.4%	1%	False	True	12,615
100	1.1513	1.1051	0.0462	4.2%	0.0044	0.4%	1%	False	True	10,095
120	1.1513	1.1051	0.0462	4.2%	0.0039	0.3%	1%	False	True	8,423

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1266
2.618	1.1199
1.618	1.1158
1.000	1.1133
0.618	1.1117
HIGH	1.1092
0.618	1.1076
0.500	1.1072
0.382	1.1067
LOW	1.1051
0.618	1.1026
1.000	1.1010
1.618	1.0985
2.618	1.0944
4.250	1.0877

Fisher Pivots for day following 25-Jul-2014
Pivot	1 day	3 day
R1	1.1072	1.1078
PP	1.1067	1.1071
S1	1.1062	1.1064

Download as Excel Spreadsheet

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

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