CME Swiss Franc Future March 2015

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Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary Previous Current 18-Aug-2014 19-Aug-2014 Change Change % Previous Week Open 1.1053 1.1021 -0.0032 -0.3% 1.1051 High 1.1053 1.1021 -0.0032 -0.3% 1.1100 Low 1.1053 1.1021 -0.0032 -0.3% 1.1038 Close 1.1053 1.1021 -0.0032 -0.3% 1.1100 Range ATR 0.0024 0.0025 0.0001 2.2% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-Aug-2014 Classic Woodie Camarilla DeMark R4 1.1021 1.1021 1.1021 R3 1.1021 1.1021 1.1021 R2 1.1021 1.1021 1.1021 R1 1.1021 1.1021 1.1021 1.1021 PP 1.1021 1.1021 1.1021 1.1021 S1 1.1021 1.1021 1.1021 1.1021 S2 1.1021 1.1021 1.1021 S3 1.1021 1.1021 1.1021 S4 1.1021 1.1021 1.1021	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 1.1021 0.0079 0.7% 0.0004 0.0% 0% False True 1 10 1.1100 1.1021 0.0079 0.7% 0.0002 0.0% 0% False True 1 20 1.1103 1.1016 0.0087 0.8% 0.0002 0.0% 6% False False 1 40 1.1309 1.1016 0.0293 2.7% 0.0002 0.0% 2% False False 6 60 1.1309 1.1016 0.0293 2.7% 0.0001 0.0% 2% False False 4
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 1.1021 2.618 1.1021 1.618 1.1021 1.000 1.1021 0.618 1.1021 HIGH 1.1021 0.618 1.1021 0.500 1.1021 0.382 1.1021 LOW 1.1021 0.618 1.1021 1.000 1.1021 1.618 1.1021 2.618 1.1021 4.250 1.1021
Fisher Pivots for day following 19-Aug-2014 Pivot 1 day 3 day R1 1.1021 1.1061 PP 1.1021 1.1047 S1 1.1021 1.1034

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