CME Swiss Franc Future March 2014

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Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary Previous Current 25-Sep-2013 26-Sep-2013 Change Change % Previous Week Open 1.1032 1.1001 -0.0031 -0.3% 1.0797 High 1.1032 1.1003 -0.0029 -0.3% 1.1010 Low 1.1013 1.1001 -0.0012 -0.1% 1.0797 Close 1.1013 1.1003 -0.0010 -0.1% 1.1003 Range 0.0019 0.0002 -0.0017 -89.5% 0.0213 ATR 0.0042 0.0040 -0.0002 -5.1% 0.0000 Volume 2 1 -1 -50.0% 77
Daily Pivots for day following 26-Sep-2013 Classic Woodie Camarilla DeMark R4 1.1008 1.1008 1.1004 R3 1.1006 1.1006 1.1004 R2 1.1004 1.1004 1.1003 R1 1.1004 1.1004 1.1003 1.1004 PP 1.1002 1.1002 1.1002 1.1003 S1 1.1002 1.1002 1.1003 1.1002 S2 1.1000 1.1000 1.1003 S3 1.0998 1.1000 1.1002 S4 1.0996 1.0998 1.1002	Weekly Pivots for week ending 20-Sep-2013 Classic Woodie Camarilla DeMark R4 1.1576 1.1502 1.1120 R3 1.1363 1.1289 1.1062 R2 1.1150 1.1150 1.1042 R1 1.1076 1.1076 1.1023 1.1113 PP 1.0937 1.0937 1.0937 1.0955 S1 1.0863 1.0863 1.0983 1.0900 S2 1.0724 1.0724 1.0964 S3 1.0511 1.0650 1.0944 S4 1.0298 1.0437 1.0886
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1032 1.0976 0.0056 0.5% 0.0009 0.1% 48% False False 6 10 1.1032 1.0780 0.0252 2.3% 0.0012 0.1% 88% False False 9 20 1.1032 1.0602 0.0430 3.9% 0.0010 0.1% 93% False False 5
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.1012 2.618 1.1008 1.618 1.1006 1.000 1.1005 0.618 1.1004 HIGH 1.1003 0.618 1.1002 0.500 1.1002 0.382 1.1002 LOW 1.1001 0.618 1.1000 1.000 1.0999 1.618 1.0998 2.618 1.0996 4.250 1.0993
Fisher Pivots for day following 26-Sep-2013 Pivot 1 day 3 day R1 1.1003 1.1004 PP 1.1002 1.1004 S1 1.1002 1.1003

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