CME Swiss Franc Future December 2014

Trading Metrics calculated at close of trading on 21-Apr-2014

Day Change Summary
	Previous	Current
	17-Apr-2014	21-Apr-2014	Change	Change %	Previous Week
Open	1.1360	1.1348	-0.0012	-0.1%	1.1394
High	1.1360	1.1348	-0.0012	-0.1%	1.1394
Low	1.1360	1.1328	-0.0032	-0.3%	1.1360
Close	1.1360	1.1328	-0.0032	-0.3%	1.1360
Range	0.0000	0.0020	0.0020		0.0034
ATR	0.0031	0.0031	0.0000	0.3%	0.0000
Volume	4	4	0	0.0%	16

Daily Pivots for day following 21-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1395	1.1381	1.1339
R3	1.1375	1.1361	1.1334
R2	1.1355	1.1355	1.1332
R1	1.1341	1.1341	1.1330	1.1338
PP	1.1335	1.1335	1.1335	1.1333
S1	1.1321	1.1321	1.1326	1.1318
S2	1.1315	1.1315	1.1324
S3	1.1295	1.1301	1.1323
S4	1.1275	1.1281	1.1317

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1473	1.1451	1.1379
R3	1.1439	1.1417	1.1369
R2	1.1405	1.1405	1.1366
R1	1.1383	1.1383	1.1363	1.1377
PP	1.1371	1.1371	1.1371	1.1369
S1	1.1349	1.1349	1.1357	1.1343
S2	1.1337	1.1337	1.1354
S3	1.1303	1.1315	1.1351
S4	1.1269	1.1281	1.1341

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1394	1.1328	0.0066	0.6%	0.0004	0.0%	0%	False	True	4
10	1.1451	1.1291	0.0160	1.4%	0.0005	0.0%	23%	False	False	3
20	1.1451	1.1238	0.0213	1.9%	0.0004	0.0%	42%	False	False	9
40	1.1491	1.1238	0.0253	2.2%	0.0002	0.0%	36%	False	False	59

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1433
2.618	1.1400
1.618	1.1380
1.000	1.1368
0.618	1.1360
HIGH	1.1348
0.618	1.1340
0.500	1.1338
0.382	1.1336
LOW	1.1328
0.618	1.1316
1.000	1.1308
1.618	1.1296
2.618	1.1276
4.250	1.1243

Fisher Pivots for day following 21-Apr-2014
Pivot	1 day	3 day
R1	1.1338	1.1350
PP	1.1335	1.1343
S1	1.1331	1.1335

Download as Excel Spreadsheet

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

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