CME Swiss Franc Future March 2015

Trading Metrics calculated at close of trading on 19-May-2014

Day Change Summary
	Previous	Current
	16-May-2014	19-May-2014	Change	Change %	Previous Week
Open	1.1253	1.1252	-0.0001	0.0%	1.1296
High	1.1253	1.1252	-0.0001	0.0%	1.1296
Low	1.1253	1.1252	-0.0001	0.0%	1.1253
Close	1.1253	1.1252	-0.0001	0.0%	1.1253
Range
ATR	0.0027	0.0025	-0.0002	-6.9%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 19-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1252	1.1252	1.1252
R3	1.1252	1.1252	1.1252
R2	1.1252	1.1252	1.1252
R1	1.1252	1.1252	1.1252	1.1252
PP	1.1252	1.1252	1.1252	1.1252
S1	1.1252	1.1252	1.1252	1.1252
S2	1.1252	1.1252	1.1252
S3	1.1252	1.1252	1.1252
S4	1.1252	1.1252	1.1252

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1396	1.1368	1.1277
R3	1.1353	1.1325	1.1265
R2	1.1310	1.1310	1.1261
R1	1.1282	1.1282	1.1257	1.1275
PP	1.1267	1.1267	1.1267	1.1264
S1	1.1239	1.1239	1.1249	1.1232
S2	1.1224	1.1224	1.1245
S3	1.1181	1.1196	1.1241
S4	1.1138	1.1153	1.1229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1276	1.1252	0.0024	0.2%	0.0000	0.0%	0%	False	True	1
10	1.1481	1.1252	0.0229	2.0%	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	1.1252
2.618	1.1252
1.618	1.1252
1.000	1.1252
0.618	1.1252
HIGH	1.1252
0.618	1.1252
0.500	1.1252
0.382	1.1252
LOW	1.1252
0.618	1.1252
1.000	1.1252
1.618	1.1252
2.618	1.1252
4.250	1.1252

Fisher Pivots for day following 19-May-2014
Pivot	1 day	3 day
R1	1.1252	1.1264
PP	1.1252	1.1260
S1	1.1252	1.1256

Download as Excel Spreadsheet

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

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