CME Swiss Franc Future June 2016

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Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary Previous Current 19-Nov-2015 20-Nov-2015 Change Change % Previous Week Open 0.9935 0.9976 0.0041 0.4% 1.0008 High 0.9980 0.9976 -0.0004 0.0% 1.0055 Low 0.9899 0.9925 0.0026 0.3% 0.9899 Close 0.9980 0.9925 -0.0055 -0.6% 0.9925 Range 0.0081 0.0051 -0.0030 -37.0% 0.0156 ATR 0.0055 0.0055 0.0000 0.0% 0.0000 Volume 17 5 -12 -70.6% 25
Daily Pivots for day following 20-Nov-2015 Classic Woodie Camarilla DeMark R4 1.0095 1.0061 0.9953 R3 1.0044 1.0010 0.9939 R2 0.9993 0.9993 0.9934 R1 0.9959 0.9959 0.9930 0.9951 PP 0.9942 0.9942 0.9942 0.9938 S1 0.9908 0.9908 0.9920 0.9900 S2 0.9891 0.9891 0.9916 S3 0.9840 0.9857 0.9911 S4 0.9789 0.9806 0.9897	Weekly Pivots for week ending 20-Nov-2015 Classic Woodie Camarilla DeMark R4 1.0428 1.0332 1.0011 R3 1.0272 1.0176 0.9968 R2 1.0116 1.0116 0.9954 R1 1.0020 1.0020 0.9939 0.9990 PP 0.9960 0.9960 0.9960 0.9945 S1 0.9864 0.9864 0.9911 0.9834 S2 0.9804 0.9804 0.9896 S3 0.9648 0.9708 0.9882 S4 0.9492 0.9552 0.9839
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0055 0.9899 0.0156 1.6% 0.0053 0.5% 17% False False 5 10 1.0103 0.9899 0.0204 2.1% 0.0046 0.5% 13% False False 2
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 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0193 2.618 1.0110 1.618 1.0059 1.000 1.0027 0.618 1.0008 HIGH 0.9976 0.618 0.9957 0.500 0.9951 0.382 0.9944 LOW 0.9925 0.618 0.9893 1.000 0.9874 1.618 0.9842 2.618 0.9791 4.250 0.9708
Fisher Pivots for day following 20-Nov-2015 Pivot 1 day 3 day R1 0.9951 0.9940 PP 0.9942 0.9935 S1 0.9934 0.9930

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