CME Swiss Franc Future March 2014

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Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary Previous Current 17-Oct-2013 18-Oct-2013 Change Change % Previous Week Open 1.0945 1.1085 0.0140 1.3% 1.0994 High 1.1104 1.1114 0.0010 0.1% 1.1114 Low 1.0945 1.1085 0.0140 1.3% 1.0917 Close 1.1101 1.1097 -0.0004 0.0% 1.1097 Range 0.0159 0.0029 -0.0130 -81.8% 0.0197 ATR 0.0058 0.0056 -0.0002 -3.6% 0.0000 Volume 23 42 19 82.6% 169
Daily Pivots for day following 18-Oct-2013 Classic Woodie Camarilla DeMark R4 1.1186 1.1170 1.1113 R3 1.1157 1.1141 1.1105 R2 1.1128 1.1128 1.1102 R1 1.1112 1.1112 1.1100 1.1120 PP 1.1099 1.1099 1.1099 1.1103 S1 1.1083 1.1083 1.1094 1.1091 S2 1.1070 1.1070 1.1092 S3 1.1041 1.1054 1.1089 S4 1.1012 1.1025 1.1081	Weekly Pivots for week ending 18-Oct-2013 Classic Woodie Camarilla DeMark R4 1.1634 1.1562 1.1205 R3 1.1437 1.1365 1.1151 R2 1.1240 1.1240 1.1133 R1 1.1168 1.1168 1.1115 1.1204 PP 1.1043 1.1043 1.1043 1.1061 S1 1.0971 1.0971 1.1079 1.1007 S2 1.0846 1.0846 1.1061 S3 1.0649 1.0774 1.1043 S4 1.0452 1.0577 1.0989
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1114 1.0917 0.0197 1.8% 0.0069 0.6% 91% True False 33 10 1.1114 1.0917 0.0197 1.8% 0.0044 0.4% 91% True False 29 20 1.1156 1.0917 0.0239 2.2% 0.0037 0.3% 75% False False 17 40 1.1156 1.0602 0.0554 5.0% 0.0022 0.2% 89% False False 11
Crabel Price Patterns NR True NR4 True NR5 True 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 5 trading days	Fibonacci Retracements and Extensions 4.250 1.1237 2.618 1.1190 1.618 1.1161 1.000 1.1143 0.618 1.1132 HIGH 1.1114 0.618 1.1103 0.500 1.1100 0.382 1.1096 LOW 1.1085 0.618 1.1067 1.000 1.1056 1.618 1.1038 2.618 1.1009 4.250 1.0962
Fisher Pivots for day following 18-Oct-2013 Pivot 1 day 3 day R1 1.1100 1.1070 PP 1.1099 1.1043 S1 1.1098 1.1016

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