CME Swiss Franc Future June 2016

Trading Metrics calculated at close of trading on 13-Nov-2015

Day Change Summary
	Previous	Current
	12-Nov-2015	13-Nov-2015	Change	Change %	Previous Week
Open	1.0094	1.0034	-0.0060	-0.6%	1.0070
High	1.0103	1.0097	-0.0006	-0.1%	1.0103
Low	1.0028	1.0033	0.0005	0.0%	1.0028
Close	1.0094	1.0034	-0.0060	-0.6%	1.0034
Range	0.0075	0.0064	-0.0011	-14.7%	0.0075
ATR
Volume

Daily Pivots for day following 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0247	1.0204	1.0069
R3	1.0183	1.0140	1.0052
R2	1.0119	1.0119	1.0046
R1	1.0076	1.0076	1.0040	1.0066
PP	1.0055	1.0055	1.0055	1.0050
S1	1.0012	1.0012	1.0028	1.0002
S2	0.9991	0.9991	1.0022
S3	0.9927	0.9948	1.0016
S4	0.9863	0.9884	0.9999

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0280	1.0232	1.0075
R3	1.0205	1.0157	1.0055
R2	1.0130	1.0130	1.0048
R1	1.0082	1.0082	1.0041	1.0069
PP	1.0055	1.0055	1.0055	1.0048
S1	1.0007	1.0007	1.0027	0.9994
S2	0.9980	0.9980	1.0020
S3	0.9905	0.9932	1.0013
S4	0.9830	0.9857	0.9993

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0103	1.0028	0.0075	0.7%	0.0039	0.4%	8%	False	False
10	1.0247	1.0028	0.0219	2.2%	0.0045	0.4%	3%	False	False

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

Fibonacci Retracements and Extensions
4.250	1.0369
2.618	1.0265
1.618	1.0201
1.000	1.0161
0.618	1.0137
HIGH	1.0097
0.618	1.0073
0.500	1.0065
0.382	1.0057
LOW	1.0033
0.618	0.9993
1.000	0.9969
1.618	0.9929
2.618	0.9865
4.250	0.9761

Fisher Pivots for day following 13-Nov-2015
Pivot	1 day	3 day
R1	1.0065	1.0066
PP	1.0055	1.0055
S1	1.0044	1.0045

Download as Excel Spreadsheet

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

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