CME Swiss Franc Future March 2015

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Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary Previous Current 14-Aug-2014 15-Aug-2014 Change Change % Previous Week Open 1.1075 1.1100 0.0025 0.2% 1.1051 High 1.1075 1.1100 0.0025 0.2% 1.1100 Low 1.1055 1.1100 0.0045 0.4% 1.1038 Close 1.1055 1.1100 0.0045 0.4% 1.1100 Range 0.0020 0.0000 -0.0020 -100.0% 0.0062 ATR 0.0021 0.0023 0.0002 8.2% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Aug-2014 Classic Woodie Camarilla DeMark R4 1.1100 1.1100 1.1100 R3 1.1100 1.1100 1.1100 R2 1.1100 1.1100 1.1100 R1 1.1100 1.1100 1.1100 1.1100 PP 1.1100 1.1100 1.1100 1.1100 S1 1.1100 1.1100 1.1100 1.1100 S2 1.1100 1.1100 1.1100 S3 1.1100 1.1100 1.1100 S4 1.1100 1.1100 1.1100	Weekly Pivots for week ending 15-Aug-2014 Classic Woodie Camarilla DeMark R4 1.1265 1.1245 1.1134 R3 1.1203 1.1183 1.1117 R2 1.1141 1.1141 1.1111 R1 1.1121 1.1121 1.1106 1.1131 PP 1.1079 1.1079 1.1079 1.1085 S1 1.1059 1.1059 1.1094 1.1069 S2 1.1017 1.1017 1.1089 S3 1.0955 1.0997 1.1083 S4 1.0893 1.0935 1.1066
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1100 1.1038 0.0062 0.6% 0.0004 0.0% 100% True False 1 10 1.1100 1.1016 0.0084 0.8% 0.0002 0.0% 100% True False 1 20 1.1162 1.1016 0.0146 1.3% 0.0002 0.0% 58% False False 2 40 1.1309 1.1016 0.0293 2.6% 0.0002 0.0% 29% False False 6 60 1.1309 1.1016 0.0293 2.6% 0.0002 0.0% 29% False False 4
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 1.1100 2.618 1.1100 1.618 1.1100 1.000 1.1100 0.618 1.1100 HIGH 1.1100 0.618 1.1100 0.500 1.1100 0.382 1.1100 LOW 1.1100 0.618 1.1100 1.000 1.1100 1.618 1.1100 2.618 1.1100 4.250 1.1100
Fisher Pivots for day following 15-Aug-2014 Pivot 1 day 3 day R1 1.1100 1.1091 PP 1.1100 1.1081 S1 1.1100 1.1072

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