CME Swiss Franc Future March 2015

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Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary Previous Current 23-May-2014 27-May-2014 Change Change % Previous Week Open 1.1224 1.1191 -0.0033 -0.3% 1.1252 High 1.1224 1.1191 -0.0033 -0.3% 1.1252 Low 1.1199 1.1191 -0.0008 -0.1% 1.1199 Close 1.1199 1.1191 -0.0008 -0.1% 1.1199 Range 0.0025 0.0000 -0.0025 -100.0% 0.0053 ATR 0.0023 0.0022 -0.0001 -4.6% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-May-2014 Classic Woodie Camarilla DeMark R4 1.1191 1.1191 1.1191 R3 1.1191 1.1191 1.1191 R2 1.1191 1.1191 1.1191 R1 1.1191 1.1191 1.1191 1.1191 PP 1.1191 1.1191 1.1191 1.1191 S1 1.1191 1.1191 1.1191 1.1191 S2 1.1191 1.1191 1.1191 S3 1.1191 1.1191 1.1191 S4 1.1191 1.1191 1.1191	Weekly Pivots for week ending 23-May-2014 Classic Woodie Camarilla DeMark R4 1.1376 1.1340 1.1228 R3 1.1323 1.1287 1.1214 R2 1.1270 1.1270 1.1209 R1 1.1234 1.1234 1.1204 1.1226 PP 1.1217 1.1217 1.1217 1.1212 S1 1.1181 1.1181 1.1194 1.1173 S2 1.1164 1.1164 1.1189 S3 1.1111 1.1128 1.1184 S4 1.1058 1.1075 1.1170
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1244 1.1191 0.0053 0.5% 0.0005 0.0% 0% False True 1 10 1.1276 1.1191 0.0085 0.8% 0.0003 0.0% 0% False True 1
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1191 2.618 1.1191 1.618 1.1191 1.000 1.1191 0.618 1.1191 HIGH 1.1191 0.618 1.1191 0.500 1.1191 0.382 1.1191 LOW 1.1191 0.618 1.1191 1.000 1.1191 1.618 1.1191 2.618 1.1191 4.250 1.1191
Fisher Pivots for day following 27-May-2014 Pivot 1 day 3 day R1 1.1191 1.1208 PP 1.1191 1.1202 S1 1.1191 1.1197

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