CME Swiss Franc Future March 2015

Trading Metrics calculated at close of trading on 13-May-2014

Day Change Summary
	Previous	Current
	12-May-2014	13-May-2014	Change	Change %	Previous Week
Open	1.1296	1.1268	-0.0028	-0.2%	1.1431
High	1.1296	1.1268	-0.0028	-0.2%	1.1481
Low	1.1296	1.1268	-0.0028	-0.2%	1.1307
Close	1.1296	1.1268	-0.0028	-0.2%	1.1307
Range
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 13-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1268	1.1268	1.1268
R3	1.1268	1.1268	1.1268
R2	1.1268	1.1268	1.1268
R1	1.1268	1.1268	1.1268	1.1268
PP	1.1268	1.1268	1.1268	1.1268
S1	1.1268	1.1268	1.1268	1.1268
S2	1.1268	1.1268	1.1268
S3	1.1268	1.1268	1.1268
S4	1.1268	1.1268	1.1268

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1887	1.1771	1.1403
R3	1.1713	1.1597	1.1355
R2	1.1539	1.1539	1.1339
R1	1.1423	1.1423	1.1323	1.1394
PP	1.1365	1.1365	1.1365	1.1351
S1	1.1249	1.1249	1.1291	1.1220
S2	1.1191	1.1191	1.1275
S3	1.1017	1.1075	1.1259
S4	1.0843	1.0901	1.1211

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1451	1.1268	0.0183	1.6%	0.0000	0.0%	0%	False	True	1
10	1.1481	1.1268	0.0213	1.9%	0.0000	0.0%	0%	False	True	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	1.1268
2.618	1.1268
1.618	1.1268
1.000	1.1268
0.618	1.1268
HIGH	1.1268
0.618	1.1268
0.500	1.1268
0.382	1.1268
LOW	1.1268
0.618	1.1268
1.000	1.1268
1.618	1.1268
2.618	1.1268
4.250	1.1268

Fisher Pivots for day following 13-May-2014
Pivot	1 day	3 day
R1	1.1268	1.1288
PP	1.1268	1.1281
S1	1.1268	1.1275

Download as Excel Spreadsheet

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

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