CME Swiss Franc Future December 2014

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Trading Metrics calculated at close of trading on 25-Mar-2014
Day Change Summary Previous Current 24-Mar-2014 25-Mar-2014 Change Change % Previous Week Open 1.1356 1.1357 0.0001 0.0% 1.1482 High 1.1381 1.1357 -0.0024 -0.2% 1.1482 Low 1.1356 1.1357 0.0001 0.0% 1.1346 Close 1.1381 1.1357 -0.0024 -0.2% 1.1360 Range 0.0025 0.0000 -0.0025 -100.0% 0.0136 ATR 0.0036 0.0035 -0.0001 -2.3% 0.0000 Volume 156 1 -155 -99.4% 780
Daily Pivots for day following 25-Mar-2014 Classic Woodie Camarilla DeMark R4 1.1357 1.1357 1.1357 R3 1.1357 1.1357 1.1357 R2 1.1357 1.1357 1.1357 R1 1.1357 1.1357 1.1357 1.1357 PP 1.1357 1.1357 1.1357 1.1357 S1 1.1357 1.1357 1.1357 1.1357 S2 1.1357 1.1357 1.1357 S3 1.1357 1.1357 1.1357 S4 1.1357 1.1357 1.1357	Weekly Pivots for week ending 21-Mar-2014 Classic Woodie Camarilla DeMark R4 1.1804 1.1718 1.1435 R3 1.1668 1.1582 1.1397 R2 1.1532 1.1532 1.1385 R1 1.1446 1.1446 1.1372 1.1421 PP 1.1396 1.1396 1.1396 1.1384 S1 1.1310 1.1310 1.1348 1.1285 S2 1.1260 1.1260 1.1335 S3 1.1124 1.1174 1.1323 S4 1.0988 1.1038 1.1285
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1381 1.1346 0.0035 0.3% 0.0005 0.0% 31% False False 125 10 1.1491 1.1346 0.0145 1.3% 0.0003 0.0% 8% False False 140 20 1.1491 1.1255 0.0236 2.1% 0.0002 0.0% 43% False False 117
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1357 2.618 1.1357 1.618 1.1357 1.000 1.1357 0.618 1.1357 HIGH 1.1357 0.618 1.1357 0.500 1.1357 0.382 1.1357 LOW 1.1357 0.618 1.1357 1.000 1.1357 1.618 1.1357 2.618 1.1357 4.250 1.1357
Fisher Pivots for day following 25-Mar-2014 Pivot 1 day 3 day R1 1.1357 1.1369 PP 1.1357 1.1365 S1 1.1357 1.1361

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