CME Swiss Franc Future March 2015

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Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary Previous Current 19-Aug-2014 20-Aug-2014 Change Change % Previous Week Open 1.1021 1.0973 -0.0048 -0.4% 1.1051 High 1.1021 1.0973 -0.0048 -0.4% 1.1100 Low 1.1021 1.0973 -0.0048 -0.4% 1.1038 Close 1.1021 1.0973 -0.0048 -0.4% 1.1100 Range ATR 0.0025 0.0027 0.0002 6.6% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 20-Aug-2014 Classic Woodie Camarilla DeMark R4 1.0973 1.0973 1.0973 R3 1.0973 1.0973 1.0973 R2 1.0973 1.0973 1.0973 R1 1.0973 1.0973 1.0973 1.0973 PP 1.0973 1.0973 1.0973 1.0973 S1 1.0973 1.0973 1.0973 1.0973 S2 1.0973 1.0973 1.0973 S3 1.0973 1.0973 1.0973 S4 1.0973 1.0973 1.0973	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 1.0973 0.0127 1.2% 0.0004 0.0% 0% False True 1 10 1.1100 1.0973 0.0127 1.2% 0.0002 0.0% 0% False True 1 20 1.1101 1.0973 0.0128 1.2% 0.0002 0.0% 0% False True 1 40 1.1309 1.0973 0.0336 3.1% 0.0002 0.0% 0% False True 6 60 1.1309 1.0973 0.0336 3.1% 0.0001 0.0% 0% False True 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 1.0973 2.618 1.0973 1.618 1.0973 1.000 1.0973 0.618 1.0973 HIGH 1.0973 0.618 1.0973 0.500 1.0973 0.382 1.0973 LOW 1.0973 0.618 1.0973 1.000 1.0973 1.618 1.0973 2.618 1.0973 4.250 1.0973
Fisher Pivots for day following 20-Aug-2014 Pivot 1 day 3 day R1 1.0973 1.1013 PP 1.0973 1.1000 S1 1.0973 1.0986

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