CME Swiss Franc Future March 2015

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Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary Previous Current 26-Jun-2014 27-Jun-2014 Change Change % Previous Week Open 1.1217 1.1251 0.0034 0.3% 1.1213 High 1.1217 1.1251 0.0034 0.3% 1.1251 Low 1.1217 1.1251 0.0034 0.3% 1.1213 Close 1.1217 1.1251 0.0034 0.3% 1.1251 Range ATR 0.0023 0.0024 0.0001 3.2% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-Jun-2014 Classic Woodie Camarilla DeMark R4 1.1251 1.1251 1.1251 R3 1.1251 1.1251 1.1251 R2 1.1251 1.1251 1.1251 R1 1.1251 1.1251 1.1251 1.1251 PP 1.1251 1.1251 1.1251 1.1251 S1 1.1251 1.1251 1.1251 1.1251 S2 1.1251 1.1251 1.1251 S3 1.1251 1.1251 1.1251 S4 1.1251 1.1251 1.1251	Weekly Pivots for week ending 27-Jun-2014 Classic Woodie Camarilla DeMark R4 1.1352 1.1340 1.1272 R3 1.1314 1.1302 1.1261 R2 1.1276 1.1276 1.1258 R1 1.1264 1.1264 1.1254 1.1270 PP 1.1238 1.1238 1.1238 1.1242 S1 1.1226 1.1226 1.1248 1.1232 S2 1.1200 1.1200 1.1244 S3 1.1162 1.1188 1.1241 S4 1.1124 1.1150 1.1230
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1251 1.1213 0.0038 0.3% 0.0000 0.0% 100% True False 1 10 1.1251 1.1146 0.0105 0.9% 0.0000 0.0% 100% True False 1 20 1.1251 1.1137 0.0114 1.0% 0.0000 0.0% 100% True False 1 40 1.1481 1.1137 0.0344 3.1% 0.0001 0.0% 33% False False 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 1.1251 2.618 1.1251 1.618 1.1251 1.000 1.1251 0.618 1.1251 HIGH 1.1251 0.618 1.1251 0.500 1.1251 0.382 1.1251 LOW 1.1251 0.618 1.1251 1.000 1.1251 1.618 1.1251 2.618 1.1251 4.250 1.1251
Fisher Pivots for day following 27-Jun-2014 Pivot 1 day 3 day R1 1.1251 1.1245 PP 1.1251 1.1240 S1 1.1251 1.1234

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