CME Swiss Franc Future March 2015

Trading Metrics calculated at close of trading on 30-Dec-2014

Day Change Summary
	Previous	Current
	29-Dec-2014	30-Dec-2014	Change	Change %	Previous Week
Open	1.0140	1.0118	-0.0022	-0.2%	1.0175
High	1.0175	1.0147	-0.0028	-0.3%	1.0214
Low	1.0109	1.0095	-0.0014	-0.1%	1.0131
Close	1.0122	1.0121	-0.0001	0.0%	1.0141
Range	0.0066	0.0052	-0.0014	-21.2%	0.0083
ATR	0.0079	0.0077	-0.0002	-2.5%	0.0000
Volume	22,942	18,921	-4,021	-17.5%	58,825

Daily Pivots for day following 30-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0277	1.0251	1.0150
R3	1.0225	1.0199	1.0135
R2	1.0173	1.0173	1.0131
R1	1.0147	1.0147	1.0126	1.0160
PP	1.0121	1.0121	1.0121	1.0128
S1	1.0095	1.0095	1.0116	1.0108
S2	1.0069	1.0069	1.0111
S3	1.0017	1.0043	1.0107
S4	0.9965	0.9991	1.0092

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0411	1.0359	1.0187
R3	1.0328	1.0276	1.0164
R2	1.0245	1.0245	1.0156
R1	1.0193	1.0193	1.0149	1.0178
PP	1.0162	1.0162	1.0162	1.0154
S1	1.0110	1.0110	1.0133	1.0095
S2	1.0079	1.0079	1.0126
S3	0.9996	1.0027	1.0118
S4	0.9913	0.9944	1.0095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0193	1.0095	0.0098	1.0%	0.0055	0.5%	27%	False	True	15,674
10	1.0478	1.0095	0.0383	3.8%	0.0079	0.8%	7%	False	True	38,817
20	1.0478	1.0095	0.0383	3.8%	0.0085	0.8%	7%	False	True	28,899
40	1.0502	1.0095	0.0407	4.0%	0.0080	0.8%	6%	False	True	14,611
60	1.0642	1.0095	0.0547	5.4%	0.0069	0.7%	5%	False	True	9,748
80	1.0765	1.0095	0.0670	6.6%	0.0060	0.6%	4%	False	True	7,315
100	1.1100	1.0095	0.1005	9.9%	0.0050	0.5%	3%	False	True	5,852
120	1.1239	1.0095	0.1144	11.3%	0.0042	0.4%	2%	False	True	4,878

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0368
2.618	1.0283
1.618	1.0231
1.000	1.0199
0.618	1.0179
HIGH	1.0147
0.618	1.0127
0.500	1.0121
0.382	1.0115
LOW	1.0095
0.618	1.0063
1.000	1.0043
1.618	1.0011
2.618	0.9959
4.250	0.9874

Fisher Pivots for day following 30-Dec-2014
Pivot	1 day	3 day
R1	1.0121	1.0142
PP	1.0121	1.0135
S1	1.0121	1.0128

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

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