CME Swiss Franc Future June 2016

Trading Metrics calculated at close of trading on 12-Nov-2015

Day Change Summary
	Previous	Current
	11-Nov-2015	12-Nov-2015	Change	Change %	Previous Week
Open	1.0053	1.0094	0.0041	0.4%	1.0229
High	1.0071	1.0103	0.0032	0.3%	1.0247
Low	1.0053	1.0028	-0.0025	-0.2%	1.0037
Close	1.0053	1.0094	0.0041	0.4%	1.0042
Range	0.0018	0.0075	0.0057	316.7%	0.0210
ATR
Volume

Daily Pivots for day following 12-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0300	1.0272	1.0135
R3	1.0225	1.0197	1.0115
R2	1.0150	1.0150	1.0108
R1	1.0122	1.0122	1.0101	1.0132
PP	1.0075	1.0075	1.0075	1.0080
S1	1.0047	1.0047	1.0087	1.0057
S2	1.0000	1.0000	1.0080
S3	0.9925	0.9972	1.0073
S4	0.9850	0.9897	1.0053

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0739	1.0600	1.0158
R3	1.0529	1.0390	1.0100
R2	1.0319	1.0319	1.0081
R1	1.0180	1.0180	1.0061	1.0145
PP	1.0109	1.0109	1.0109	1.0091
S1	0.9970	0.9970	1.0023	0.9935
S2	0.9899	0.9899	1.0004
S3	0.9689	0.9760	0.9984
S4	0.9479	0.9550	0.9927

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0150	1.0028	0.0122	1.2%	0.0049	0.5%	54%	False	True	1
10	1.0247	1.0028	0.0219	2.2%	0.0041	0.4%	30%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0422
2.618	1.0299
1.618	1.0224
1.000	1.0178
0.618	1.0149
HIGH	1.0103
0.618	1.0074
0.500	1.0066
0.382	1.0057
LOW	1.0028
0.618	0.9982
1.000	0.9953
1.618	0.9907
2.618	0.9832
4.250	0.9709

Fisher Pivots for day following 12-Nov-2015
Pivot	1 day	3 day
R1	1.0085	1.0085
PP	1.0075	1.0075
S1	1.0066	1.0066

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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