CME Swiss Franc Future December 2014

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Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary Previous Current 26-Mar-2014 27-Mar-2014 Change Change % Previous Week Open 1.1332 1.1312 -0.0020 -0.2% 1.1482 High 1.1332 1.1312 -0.0020 -0.2% 1.1482 Low 1.1332 1.1312 -0.0020 -0.2% 1.1346 Close 1.1332 1.1312 -0.0020 -0.2% 1.1360 Range ATR 0.0034 0.0033 -0.0001 -3.0% 0.0000 Volume 1 1 0 0.0% 780
Daily Pivots for day following 27-Mar-2014 Classic Woodie Camarilla DeMark R4 1.1312 1.1312 1.1312 R3 1.1312 1.1312 1.1312 R2 1.1312 1.1312 1.1312 R1 1.1312 1.1312 1.1312 1.1312 PP 1.1312 1.1312 1.1312 1.1312 S1 1.1312 1.1312 1.1312 1.1312 S2 1.1312 1.1312 1.1312 S3 1.1312 1.1312 1.1312 S4 1.1312 1.1312 1.1312	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 1.1312 0.0069 0.6% 0.0005 0.0% 0% False True 63 10 1.1491 1.1312 0.0179 1.6% 0.0003 0.0% 0% False True 109 20 1.1491 1.1297 0.0194 1.7% 0.0002 0.0% 8% False False 117 40 1.1491 1.1061 0.0430 3.8% 0.0004 0.0% 58% False False 59
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 1.1312 2.618 1.1312 1.618 1.1312 1.000 1.1312 0.618 1.1312 HIGH 1.1312 0.618 1.1312 0.500 1.1312 0.382 1.1312 LOW 1.1312 0.618 1.1312 1.000 1.1312 1.618 1.1312 2.618 1.1312 4.250 1.1312
Fisher Pivots for day following 27-Mar-2014 Pivot 1 day 3 day R1 1.1312 1.1335 PP 1.1312 1.1327 S1 1.1312 1.1320

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