CME Swiss Franc Future March 2014

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Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary Previous Current 23-Oct-2013 24-Oct-2013 Change Change % Previous Week Open 1.1186 1.1224 0.0038 0.3% 1.0994 High 1.1232 1.1260 0.0028 0.2% 1.1114 Low 1.1183 1.1218 0.0035 0.3% 1.0917 Close 1.1226 1.1225 -0.0001 0.0% 1.1097 Range 0.0049 0.0042 -0.0007 -14.3% 0.0197 ATR 0.0057 0.0056 -0.0001 -1.8% 0.0000 Volume 64 51 -13 -20.3% 169
Daily Pivots for day following 24-Oct-2013 Classic Woodie Camarilla DeMark R4 1.1360 1.1335 1.1248 R3 1.1318 1.1293 1.1237 R2 1.1276 1.1276 1.1233 R1 1.1251 1.1251 1.1229 1.1264 PP 1.1234 1.1234 1.1234 1.1241 S1 1.1209 1.1209 1.1221 1.1222 S2 1.1192 1.1192 1.1217 S3 1.1150 1.1167 1.1213 S4 1.1108 1.1125 1.1202	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 1.1260 1.1085 0.0175 1.6% 0.0050 0.4% 80% True False 49 10 1.1260 1.0917 0.0343 3.1% 0.0057 0.5% 90% True False 37 20 1.1260 1.0917 0.0343 3.1% 0.0046 0.4% 90% True False 27 40 1.1260 1.0602 0.0658 5.9% 0.0028 0.2% 95% True False 16
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 0.0001 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.1439 2.618 1.1370 1.618 1.1328 1.000 1.1302 0.618 1.1286 HIGH 1.1260 0.618 1.1244 0.500 1.1239 0.382 1.1234 LOW 1.1218 0.618 1.1192 1.000 1.1176 1.618 1.1150 2.618 1.1108 4.250 1.1040
Fisher Pivots for day following 24-Oct-2013 Pivot 1 day 3 day R1 1.1239 1.1209 PP 1.1234 1.1192 S1 1.1230 1.1176

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