CME Swiss Franc Future March 2015

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Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary Previous Current 29-Aug-2014 02-Sep-2014 Change Change % Previous Week Open 1.0917 1.0902 -0.0015 -0.1% 1.0947 High 1.0917 1.0902 -0.0015 -0.1% 1.0961 Low 1.0917 1.0902 -0.0015 -0.1% 1.0917 Close 1.0917 1.0902 -0.0015 -0.1% 1.0917 Range ATR 0.0025 0.0025 -0.0001 -2.9% 0.0000 Volume 7 1 -6 -85.7% 11
Daily Pivots for day following 02-Sep-2014 Classic Woodie Camarilla DeMark R4 1.0902 1.0902 1.0902 R3 1.0902 1.0902 1.0902 R2 1.0902 1.0902 1.0902 R1 1.0902 1.0902 1.0902 1.0902 PP 1.0902 1.0902 1.0902 1.0902 S1 1.0902 1.0902 1.0902 1.0902 S2 1.0902 1.0902 1.0902 S3 1.0902 1.0902 1.0902 S4 1.0902 1.0902 1.0902	Weekly Pivots for week ending 29-Aug-2014 Classic Woodie Camarilla DeMark R4 1.1064 1.1034 1.0941 R3 1.1020 1.0990 1.0929 R2 1.0976 1.0976 1.0925 R1 1.0946 1.0946 1.0921 1.0939 PP 1.0932 1.0932 1.0932 1.0928 S1 1.0902 1.0902 1.0913 1.0895 S2 1.0888 1.0888 1.0909 S3 1.0844 1.0858 1.0905 S4 1.0800 1.0814 1.0893
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0961 1.0902 0.0059 0.5% 0.0001 0.0% 0% False True 2 10 1.1021 1.0902 0.0119 1.1% 0.0000 0.0% 0% False True 1 20 1.1100 1.0902 0.0198 1.8% 0.0001 0.0% 0% False True 1 40 1.1255 1.0902 0.0353 3.2% 0.0001 0.0% 0% False True 6 60 1.1309 1.0902 0.0407 3.7% 0.0002 0.0% 0% False True 4 80 1.1309 1.0902 0.0407 3.7% 0.0001 0.0% 0% False True 3
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 1.0902 2.618 1.0902 1.618 1.0902 1.000 1.0902 0.618 1.0902 HIGH 1.0902 0.618 1.0902 0.500 1.0902 0.382 1.0902 LOW 1.0902 0.618 1.0902 1.000 1.0902 1.618 1.0902 2.618 1.0902 4.250 1.0902
Fisher Pivots for day following 02-Sep-2014 Pivot 1 day 3 day R1 1.0902 1.0932 PP 1.0902 1.0922 S1 1.0902 1.0912

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