CME Swiss Franc Future December 2014

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

Day Change Summary
	Previous	Current
	24-Feb-2014	25-Feb-2014	Change	Change %	Previous Week
Open	1.1283	1.1306	0.0023	0.2%	1.1291
High	1.1283	1.1306	0.0023	0.2%	1.1308
Low	1.1283	1.1306	0.0023	0.2%	1.1279
Close	1.1283	1.1306	0.0023	0.2%	1.1308
Range
ATR	0.0036	0.0035	-0.0001	-2.6%	0.0000
Volume	1	1	0	0.0%	4

Daily Pivots for day following 25-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1306	1.1306	1.1306
R3	1.1306	1.1306	1.1306
R2	1.1306	1.1306	1.1306
R1	1.1306	1.1306	1.1306	1.1306
PP	1.1306	1.1306	1.1306	1.1306
S1	1.1306	1.1306	1.1306	1.1306
S2	1.1306	1.1306	1.1306
S3	1.1306	1.1306	1.1306
S4	1.1306	1.1306	1.1306

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1385	1.1376	1.1324
R3	1.1356	1.1347	1.1316
R2	1.1327	1.1327	1.1313
R1	1.1318	1.1318	1.1311	1.1323
PP	1.1298	1.1298	1.1298	1.1301
S1	1.1289	1.1289	1.1305	1.1294
S2	1.1269	1.1269	1.1303
S3	1.1240	1.1260	1.1300
S4	1.1211	1.1231	1.1292

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1308	1.1279	0.0029	0.3%	0.0000	0.0%	93%	False	False	1
10	1.1308	1.1140	0.0168	1.5%	0.0000	0.0%	99%	False	False	1

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.1306
2.618	1.1306
1.618	1.1306
1.000	1.1306
0.618	1.1306
HIGH	1.1306
0.618	1.1306
0.500	1.1306
0.382	1.1306
LOW	1.1306
0.618	1.1306
1.000	1.1306
1.618	1.1306
2.618	1.1306
4.250	1.1306

Fisher Pivots for day following 25-Feb-2014
Pivot	1 day	3 day
R1	1.1306	1.1303
PP	1.1306	1.1299
S1	1.1306	1.1296

Download as Excel Spreadsheet

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

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