CME Swiss Franc Future March 2015

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Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary Previous Current 29-Jul-2014 30-Jul-2014 Change Change % Previous Week Open 1.1060 1.1024 -0.0036 -0.3% 1.1157 High 1.1060 1.1024 -0.0036 -0.3% 1.1162 Low 1.1050 1.1024 -0.0026 -0.2% 1.1077 Close 1.1050 1.1024 -0.0026 -0.2% 1.1077 Range 0.0010 0.0000 -0.0010 -100.0% 0.0085 ATR 0.0021 0.0021 0.0000 1.8% 0.0000 Volume 1 1 0 0.0% 25
Daily Pivots for day following 30-Jul-2014 Classic Woodie Camarilla DeMark R4 1.1024 1.1024 1.1024 R3 1.1024 1.1024 1.1024 R2 1.1024 1.1024 1.1024 R1 1.1024 1.1024 1.1024 1.1024 PP 1.1024 1.1024 1.1024 1.1024 S1 1.1024 1.1024 1.1024 1.1024 S2 1.1024 1.1024 1.1024 S3 1.1024 1.1024 1.1024 S4 1.1024 1.1024 1.1024	Weekly Pivots for week ending 25-Jul-2014 Classic Woodie Camarilla DeMark R4 1.1360 1.1304 1.1124 R3 1.1275 1.1219 1.1100 R2 1.1190 1.1190 1.1093 R1 1.1134 1.1134 1.1085 1.1120 PP 1.1105 1.1105 1.1105 1.1098 S1 1.1049 1.1049 1.1069 1.1035 S2 1.1020 1.1020 1.1061 S3 1.0935 1.0964 1.1054 S4 1.0850 1.0879 1.1030
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1101 1.1024 0.0077 0.7% 0.0002 0.0% 0% False True 1 10 1.1167 1.1024 0.0143 1.3% 0.0002 0.0% 0% False True 7 20 1.1276 1.1024 0.0252 2.3% 0.0003 0.0% 0% False True 12 40 1.1309 1.1024 0.0285 2.6% 0.0002 0.0% 0% False True 6 60 1.1481 1.1024 0.0457 4.1% 0.0002 0.0% 0% False True 4
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 1.1024 2.618 1.1024 1.618 1.1024 1.000 1.1024 0.618 1.1024 HIGH 1.1024 0.618 1.1024 0.500 1.1024 0.382 1.1024 LOW 1.1024 0.618 1.1024 1.000 1.1024 1.618 1.1024 2.618 1.1024 4.250 1.1024
Fisher Pivots for day following 30-Jul-2014 Pivot 1 day 3 day R1 1.1024 1.1053 PP 1.1024 1.1043 S1 1.1024 1.1034

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