CME Swiss Franc Future June 2016

Trading Metrics calculated at close of trading on 21-Dec-2015

Day Change Summary
	Previous	Current
	18-Dec-2015	21-Dec-2015	Change	Change %	Previous Week
Open	1.0125	1.0146	0.0021	0.2%	1.0298
High	1.0166	1.0175	0.0009	0.1%	1.0303
Low	1.0125	1.0146	0.0021	0.2%	1.0110
Close	1.0166	1.0175	0.0009	0.1%	1.0166
Range	0.0041	0.0029	-0.0012	-29.3%	0.0193
ATR	0.0072	0.0069	-0.0003	-4.3%	0.0000
Volume	3	3	0	0.0%	45

Daily Pivots for day following 21-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0252	1.0243	1.0191
R3	1.0223	1.0214	1.0183
R2	1.0194	1.0194	1.0180
R1	1.0185	1.0185	1.0178	1.0190
PP	1.0165	1.0165	1.0165	1.0168
S1	1.0156	1.0156	1.0172	1.0161
S2	1.0136	1.0136	1.0170
S3	1.0107	1.0127	1.0167
S4	1.0078	1.0098	1.0159

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0772	1.0662	1.0272
R3	1.0579	1.0469	1.0219
R2	1.0386	1.0386	1.0201
R1	1.0276	1.0276	1.0184	1.0235
PP	1.0193	1.0193	1.0193	1.0172
S1	1.0083	1.0083	1.0148	1.0042
S2	1.0000	1.0000	1.0131
S3	0.9807	0.9890	1.0113
S4	0.9614	0.9697	1.0060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0259	1.0110	0.0149	1.5%	0.0017	0.2%	44%	False	False	2
10	1.0303	1.0110	0.0193	1.9%	0.0024	0.2%	34%	False	False	10
20	1.0303	0.9825	0.0478	4.7%	0.0030	0.3%	73%	False	False	6

Crabel Price Patterns
NR	True
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	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0298
2.618	1.0251
1.618	1.0222
1.000	1.0204
0.618	1.0193
HIGH	1.0175
0.618	1.0164
0.500	1.0161
0.382	1.0157
LOW	1.0146
0.618	1.0128
1.000	1.0117
1.618	1.0099
2.618	1.0070
4.250	1.0023

Fisher Pivots for day following 21-Dec-2015
Pivot	1 day	3 day
R1	1.0170	1.0164
PP	1.0165	1.0153
S1	1.0161	1.0143

Download as Excel Spreadsheet

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

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