CME Swiss Franc Future December 2014

Trading Metrics calculated at close of trading on 14-Aug-2014

Day Change Summary
	Previous	Current
	13-Aug-2014	14-Aug-2014	Change	Change %	Previous Week
Open	1.1028	1.1040	0.0012	0.1%	1.1045
High	1.1069	1.1070	0.0001	0.0%	1.1080
Low	1.1003	1.1040	0.0037	0.3%	1.0986
Close	1.1033	1.1044	0.0011	0.1%	1.1055
Range	0.0066	0.0030	-0.0036	-54.5%	0.0094
ATR	0.0036	0.0036	0.0000	0.3%	0.0000
Volume	21	20	-1	-4.8%	84

Daily Pivots for day following 14-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1141	1.1123	1.1061
R3	1.1111	1.1093	1.1052
R2	1.1081	1.1081	1.1050
R1	1.1063	1.1063	1.1047	1.1072
PP	1.1051	1.1051	1.1051	1.1056
S1	1.1033	1.1033	1.1041	1.1042
S2	1.1021	1.1021	1.1039
S3	1.0991	1.1003	1.1036
S4	1.0961	1.0973	1.1028

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1322	1.1283	1.1107
R3	1.1228	1.1189	1.1081
R2	1.1134	1.1134	1.1072
R1	1.1095	1.1095	1.1064	1.1115
PP	1.1040	1.1040	1.1040	1.1050
S1	1.1001	1.1001	1.1046	1.1021
S2	1.0946	1.0946	1.1038
S3	1.0852	1.0907	1.1029
S4	1.0758	1.0813	1.1003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1080	1.0998	0.0082	0.7%	0.0043	0.4%	56%	False	False	23
10	1.1080	1.0986	0.0094	0.9%	0.0037	0.3%	62%	False	False	21
20	1.1155	1.0986	0.0169	1.5%	0.0031	0.3%	34%	False	False	28
40	1.1305	1.0986	0.0319	2.9%	0.0024	0.2%	18%	False	False	25
60	1.1305	1.0986	0.0319	2.9%	0.0019	0.2%	18%	False	False	18
80	1.1468	1.0986	0.0482	4.4%	0.0014	0.1%	12%	False	False	14
100	1.1468	1.0986	0.0482	4.4%	0.0012	0.1%	12%	False	False	12
120	1.1491	1.0986	0.0505	4.6%	0.0010	0.1%	11%	False	False	29

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1198
2.618	1.1149
1.618	1.1119
1.000	1.1100
0.618	1.1089
HIGH	1.1070
0.618	1.1059
0.500	1.1055
0.382	1.1051
LOW	1.1040
0.618	1.1021
1.000	1.1010
1.618	1.0991
2.618	1.0961
4.250	1.0913

Fisher Pivots for day following 14-Aug-2014
Pivot	1 day	3 day
R1	1.1055	1.1041
PP	1.1051	1.1037
S1	1.1048	1.1034

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

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