CME Swiss Franc Future June 2016

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Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary Previous Current 14-Dec-2015 15-Dec-2015 Change Change % Previous Week Open 1.0298 1.0185 -0.0113 -1.1% 1.0105 High 1.0303 1.0185 -0.0118 -1.1% 1.0265 Low 1.0241 1.0185 -0.0056 -0.5% 1.0105 Close 1.0241 1.0185 -0.0056 -0.5% 1.0265 Range 0.0062 0.0000 -0.0062 -100.0% 0.0160 ATR 0.0068 0.0067 -0.0001 -1.3% 0.0000 Volume 37 1 -36 -97.3% 59
Daily Pivots for day following 15-Dec-2015 Classic Woodie Camarilla DeMark R4 1.0185 1.0185 1.0185 R3 1.0185 1.0185 1.0185 R2 1.0185 1.0185 1.0185 R1 1.0185 1.0185 1.0185 1.0185 PP 1.0185 1.0185 1.0185 1.0185 S1 1.0185 1.0185 1.0185 1.0185 S2 1.0185 1.0185 1.0185 S3 1.0185 1.0185 1.0185 S4 1.0185 1.0185 1.0185	Weekly Pivots for week ending 11-Dec-2015 Classic Woodie Camarilla DeMark R4 1.0692 1.0638 1.0353 R3 1.0532 1.0478 1.0309 R2 1.0372 1.0372 1.0294 R1 1.0318 1.0318 1.0280 1.0345 PP 1.0212 1.0212 1.0212 1.0225 S1 1.0158 1.0158 1.0250 1.0185 S2 1.0052 1.0052 1.0236 S3 0.9892 0.9998 1.0221 S4 0.9732 0.9838 1.0177
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0303 1.0185 0.0118 1.2% 0.0030 0.3% 0% False True 19 10 1.0303 0.9884 0.0419 4.1% 0.0048 0.5% 72% False False 11 20 1.0303 0.9825 0.0478 4.7% 0.0036 0.4% 75% False False 7
Crabel Price Patterns NR True NR4 True 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 0.0001 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.0185 2.618 1.0185 1.618 1.0185 1.000 1.0185 0.618 1.0185 HIGH 1.0185 0.618 1.0185 0.500 1.0185 0.382 1.0185 LOW 1.0185 0.618 1.0185 1.000 1.0185 1.618 1.0185 2.618 1.0185 4.250 1.0185
Fisher Pivots for day following 15-Dec-2015 Pivot 1 day 3 day R1 1.0185 1.0244 PP 1.0185 1.0224 S1 1.0185 1.0205

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