CME Swiss Franc Future March 2015

Trading Metrics calculated at close of trading on 14-Jan-2015

Day Change Summary
	Previous	Current
	13-Jan-2015	14-Jan-2015	Change	Change %	Previous Week
Open	0.9859	0.9818	-0.0041	-0.4%	0.9952
High	0.9886	0.9876	-0.0010	-0.1%	0.9978
Low	0.9797	0.9777	-0.0020	-0.2%	0.9799
Close	0.9806	0.9817	0.0011	0.1%	0.9871
Range	0.0089	0.0099	0.0010	11.2%	0.0179
ATR	0.0079	0.0081	0.0001	1.8%	0.0000
Volume	41,576	52,840	11,264	27.1%	211,178

Daily Pivots for day following 14-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0120	1.0068	0.9871
R3	1.0021	0.9969	0.9844
R2	0.9922	0.9922	0.9835
R1	0.9870	0.9870	0.9826	0.9847
PP	0.9823	0.9823	0.9823	0.9812
S1	0.9771	0.9771	0.9808	0.9748
S2	0.9724	0.9724	0.9799
S3	0.9625	0.9672	0.9790
S4	0.9526	0.9573	0.9763

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	0.9894	0.9777	0.0117	1.2%	0.0081	0.8%	34%	False	True	41,529
10	1.0135	0.9777	0.0358	3.6%	0.0080	0.8%	11%	False	True	38,116
20	1.0478	0.9777	0.0701	7.1%	0.0079	0.8%	6%	False	True	38,466
40	1.0502	0.9777	0.0725	7.4%	0.0082	0.8%	6%	False	True	24,111
60	1.0631	0.9777	0.0854	8.7%	0.0074	0.8%	5%	False	True	16,096
80	1.0668	0.9777	0.0891	9.1%	0.0065	0.7%	4%	False	True	12,077
100	1.0963	0.9777	0.1186	12.1%	0.0057	0.6%	3%	False	True	9,664
120	1.1100	0.9777	0.1323	13.5%	0.0048	0.5%	3%	False	True	8,053

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	0.0019
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0297
2.618	1.0135
1.618	1.0036
1.000	0.9975
0.618	0.9937
HIGH	0.9876
0.618	0.9838
0.500	0.9827
0.382	0.9815
LOW	0.9777
0.618	0.9716
1.000	0.9678
1.618	0.9617
2.618	0.9518
4.250	0.9356

Fisher Pivots for day following 14-Jan-2015
Pivot	1 day	3 day
R1	0.9827	0.9836
PP	0.9823	0.9829
S1	0.9820	0.9823

Download as Excel Spreadsheet

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

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