CME Swiss Franc Future September 2014

Trading Metrics calculated at close of trading on 28-Jul-2014

Day Change Summary
	Previous	Current
	25-Jul-2014	28-Jul-2014	Change	Change %	Previous Week
Open	1.1082	1.1057	-0.0025	-0.2%	1.1141
High	1.1092	1.1071	-0.0021	-0.2%	1.1151
Low	1.1051	1.1051	0.0000	0.0%	1.1051
Close	1.1057	1.1061	0.0004	0.0%	1.1057
Range	0.0041	0.0020	-0.0021	-51.2%	0.0100
ATR	0.0043	0.0041	-0.0002	-3.8%	0.0000
Volume	33,707	22,398	-11,309	-33.6%	164,075

Daily Pivots for day following 28-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1121	1.1111	1.1072
R3	1.1101	1.1091	1.1067
R2	1.1081	1.1081	1.1065
R1	1.1071	1.1071	1.1063	1.1076
PP	1.1061	1.1061	1.1061	1.1064
S1	1.1051	1.1051	1.1059	1.1056
S2	1.1041	1.1041	1.1057
S3	1.1021	1.1031	1.1056
S4	1.1001	1.1011	1.1050

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	1.1142	1.1051	0.0091	0.8%	0.0035	0.3%	11%	False	True	32,889
10	1.1227	1.1051	0.0176	1.6%	0.0037	0.3%	6%	False	True	33,307
20	1.1298	1.1051	0.0247	2.2%	0.0041	0.4%	4%	False	True	31,375
40	1.1298	1.1051	0.0247	2.2%	0.0049	0.4%	4%	False	True	25,637
60	1.1503	1.1051	0.0452	4.1%	0.0047	0.4%	2%	False	True	17,176
80	1.1503	1.1051	0.0452	4.1%	0.0047	0.4%	2%	False	True	12,894
100	1.1513	1.1051	0.0462	4.2%	0.0044	0.4%	2%	False	True	10,319
120	1.1513	1.1051	0.0462	4.2%	0.0039	0.3%	2%	False	True	8,609

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1156
2.618	1.1123
1.618	1.1103
1.000	1.1091
0.618	1.1083
HIGH	1.1071
0.618	1.1063
0.500	1.1061
0.382	1.1059
LOW	1.1051
0.618	1.1039
1.000	1.1031
1.618	1.1019
2.618	1.0999
4.250	1.0966

Fisher Pivots for day following 28-Jul-2014
Pivot	1 day	3 day
R1	1.1061	1.1078
PP	1.1061	1.1072
S1	1.1061	1.1067

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

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