CME Swiss Franc Future March 2015

Trading Metrics calculated at close of trading on 13-Jan-2015

Day Change Summary
	Previous	Current
	12-Jan-2015	13-Jan-2015	Change	Change %	Previous Week
Open	0.9892	0.9859	-0.0033	-0.3%	0.9952
High	0.9894	0.9886	-0.0008	-0.1%	0.9978
Low	0.9825	0.9797	-0.0028	-0.3%	0.9799
Close	0.9869	0.9806	-0.0063	-0.6%	0.9871
Range	0.0069	0.0089	0.0020	29.0%	0.0179
ATR	0.0078	0.0079	0.0001	1.0%	0.0000
Volume	31,305	41,576	10,271	32.8%	211,178

Daily Pivots for day following 13-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0097	1.0040	0.9855
R3	1.0008	0.9951	0.9830
R2	0.9919	0.9919	0.9822
R1	0.9862	0.9862	0.9814	0.9846
PP	0.9830	0.9830	0.9830	0.9822
S1	0.9773	0.9773	0.9798	0.9757
S2	0.9741	0.9741	0.9790
S3	0.9652	0.9684	0.9782
S4	0.9563	0.9595	0.9757

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0420	1.0324	0.9969
R3	1.0241	1.0145	0.9920
R2	1.0062	1.0062	0.9904
R1	0.9966	0.9966	0.9887	0.9925
PP	0.9883	0.9883	0.9883	0.9862
S1	0.9787	0.9787	0.9855	0.9746
S2	0.9704	0.9704	0.9838
S3	0.9525	0.9608	0.9822
S4	0.9346	0.9429	0.9773

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9918	0.9797	0.0121	1.2%	0.0077	0.8%	7%	False	True	39,768
10	1.0147	0.9797	0.0350	3.6%	0.0075	0.8%	3%	False	True	34,724
20	1.0478	0.9797	0.0681	6.9%	0.0077	0.8%	1%	False	True	37,679
40	1.0502	0.9797	0.0705	7.2%	0.0082	0.8%	1%	False	True	22,792
60	1.0631	0.9797	0.0834	8.5%	0.0074	0.7%	1%	False	True	15,216
80	1.0675	0.9797	0.0878	9.0%	0.0064	0.7%	1%	False	True	11,417
100	1.0994	0.9797	0.1197	12.2%	0.0056	0.6%	1%	False	True	9,136
120	1.1101	0.9797	0.1304	13.3%	0.0047	0.5%	1%	False	True	7,613

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0264
2.618	1.0119
1.618	1.0030
1.000	0.9975
0.618	0.9941
HIGH	0.9886
0.618	0.9852
0.500	0.9842
0.382	0.9831
LOW	0.9797
0.618	0.9742
1.000	0.9708
1.618	0.9653
2.618	0.9564
4.250	0.9419

Fisher Pivots for day following 13-Jan-2015
Pivot	1 day	3 day
R1	0.9842	0.9846
PP	0.9830	0.9832
S1	0.9818	0.9819

Download as Excel Spreadsheet

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

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