CME Swiss Franc Future March 2015

Trading Metrics calculated at close of trading on 03-Jul-2014

Day Change Summary
	Previous	Current
	02-Jul-2014	03-Jul-2014	Change	Change %	Previous Week
Open	1.1276	1.1256	-0.0020	-0.2%	1.1213
High	1.1276	1.1256	-0.0020	-0.2%	1.1251
Low	1.1276	1.1205	-0.0071	-0.6%	1.1213
Close	1.1276	1.1216	-0.0060	-0.5%	1.1251
Range	0.0000	0.0051	0.0051		0.0038
ATR	0.0025	0.0028	0.0003	13.0%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 03-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.1379	1.1348	1.1244
R3	1.1328	1.1297	1.1230
R2	1.1277	1.1277	1.1225
R1	1.1246	1.1246	1.1221	1.1236
PP	1.1226	1.1226	1.1226	1.1221
S1	1.1195	1.1195	1.1211	1.1185
S2	1.1175	1.1175	1.1207
S3	1.1124	1.1144	1.1202
S4	1.1073	1.1093	1.1188

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	1.1309	1.1205	0.0104	0.9%	0.0010	0.1%	11%	False	True	1
10	1.1309	1.1192	0.0117	1.0%	0.0005	0.0%	21%	False	False	1
20	1.1309	1.1137	0.0172	1.5%	0.0003	0.0%	46%	False	False	1
40	1.1409	1.1137	0.0272	2.4%	0.0002	0.0%	29%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	1.1473
2.618	1.1390
1.618	1.1339
1.000	1.1307
0.618	1.1288
HIGH	1.1256
0.618	1.1237
0.500	1.1231
0.382	1.1224
LOW	1.1205
0.618	1.1173
1.000	1.1154
1.618	1.1122
2.618	1.1071
4.250	1.0988

Fisher Pivots for day following 03-Jul-2014
Pivot	1 day	3 day
R1	1.1231	1.1252
PP	1.1226	1.1240
S1	1.1221	1.1228

Download as Excel Spreadsheet

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

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