CME Swiss Franc Future March 2015

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Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary Previous Current 21-Aug-2014 22-Aug-2014 Change Change % Previous Week Open 1.0994 1.0963 -0.0031 -0.3% 1.1053 High 1.0994 1.0963 -0.0031 -0.3% 1.1053 Low 1.0994 1.0963 -0.0031 -0.3% 1.0963 Close 1.0994 1.0963 -0.0031 -0.3% 1.0963 Range ATR 0.0026 0.0027 0.0000 1.3% 0.0000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 22-Aug-2014 Classic Woodie Camarilla DeMark R4 1.0963 1.0963 1.0963 R3 1.0963 1.0963 1.0963 R2 1.0963 1.0963 1.0963 R1 1.0963 1.0963 1.0963 1.0963 PP 1.0963 1.0963 1.0963 1.0963 S1 1.0963 1.0963 1.0963 1.0963 S2 1.0963 1.0963 1.0963 S3 1.0963 1.0963 1.0963 S4 1.0963 1.0963 1.0963	Weekly Pivots for week ending 22-Aug-2014 Classic Woodie Camarilla DeMark R4 1.1263 1.1203 1.1013 R3 1.1173 1.1113 1.0988 R2 1.1083 1.1083 1.0980 R1 1.1023 1.1023 1.0971 1.1008 PP 1.0993 1.0993 1.0993 1.0986 S1 1.0933 1.0933 1.0955 1.0918 S2 1.0903 1.0903 1.0947 S3 1.0813 1.0843 1.0938 S4 1.0723 1.0753 1.0914
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1053 1.0963 0.0090 0.8% 0.0000 0.0% 0% False True 1 10 1.1100 1.0963 0.0137 1.2% 0.0002 0.0% 0% False True 1 20 1.1100 1.0963 0.0137 1.2% 0.0002 0.0% 0% False True 1 40 1.1309 1.0963 0.0346 3.2% 0.0002 0.0% 0% False True 6 60 1.1309 1.0963 0.0346 3.2% 0.0001 0.0% 0% False True 4 80 1.1481 1.0963 0.0518 4.7% 0.0001 0.0% 0% False True 3
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 1.0963 2.618 1.0963 1.618 1.0963 1.000 1.0963 0.618 1.0963 HIGH 1.0963 0.618 1.0963 0.500 1.0963 0.382 1.0963 LOW 1.0963 0.618 1.0963 1.000 1.0963 1.618 1.0963 2.618 1.0963 4.250 1.0963
Fisher Pivots for day following 22-Aug-2014 Pivot 1 day 3 day R1 1.0963 1.0979 PP 1.0963 1.0973 S1 1.0963 1.0968

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