CME Swiss Franc Future March 2015

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Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary Previous Current 02-Sep-2014 03-Sep-2014 Change Change % Previous Week Open 1.0902 1.0919 0.0017 0.2% 1.0947 High 1.0902 1.0919 0.0017 0.2% 1.0961 Low 1.0902 1.0919 0.0017 0.2% 1.0917 Close 1.0902 1.0919 0.0017 0.2% 1.0917 Range ATR 0.0025 0.0024 -0.0001 -2.2% 0.0000 Volume 1 1 0 0.0% 11
Daily Pivots for day following 03-Sep-2014 Classic Woodie Camarilla DeMark R4 1.0919 1.0919 1.0919 R3 1.0919 1.0919 1.0919 R2 1.0919 1.0919 1.0919 R1 1.0919 1.0919 1.0919 1.0919 PP 1.0919 1.0919 1.0919 1.0919 S1 1.0919 1.0919 1.0919 1.0919 S2 1.0919 1.0919 1.0919 S3 1.0919 1.0919 1.0919 S4 1.0919 1.0919 1.0919	Weekly Pivots for week ending 29-Aug-2014 Classic Woodie Camarilla DeMark R4 1.1064 1.1034 1.0941 R3 1.1020 1.0990 1.0929 R2 1.0976 1.0976 1.0925 R1 1.0946 1.0946 1.0921 1.0939 PP 1.0932 1.0932 1.0932 1.0928 S1 1.0902 1.0902 1.0913 1.0895 S2 1.0888 1.0888 1.0909 S3 1.0844 1.0858 1.0905 S4 1.0800 1.0814 1.0893
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0961 1.0902 0.0059 0.5% 0.0001 0.0% 29% False False 2 10 1.0994 1.0902 0.0092 0.8% 0.0000 0.0% 18% False False 1 20 1.1100 1.0902 0.0198 1.8% 0.0001 0.0% 9% False False 1 40 1.1255 1.0902 0.0353 3.2% 0.0001 0.0% 5% False False 5 60 1.1309 1.0902 0.0407 3.7% 0.0002 0.0% 4% False False 4 80 1.1309 1.0902 0.0407 3.7% 0.0001 0.0% 4% False False 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 1.0919 2.618 1.0919 1.618 1.0919 1.000 1.0919 0.618 1.0919 HIGH 1.0919 0.618 1.0919 0.500 1.0919 0.382 1.0919 LOW 1.0919 0.618 1.0919 1.000 1.0919 1.618 1.0919 2.618 1.0919 4.250 1.0919
Fisher Pivots for day following 03-Sep-2014 Pivot 1 day 3 day R1 1.0919 1.0916 PP 1.0919 1.0913 S1 1.0919 1.0911

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