CME Swiss Franc Future June 2016

Trading Metrics calculated at close of trading on 28-Dec-2015

Day Change Summary
	Previous	Current
	24-Dec-2015	28-Dec-2015	Change	Change %	Previous Week
Open	1.0199	1.0216	0.0017	0.2%	1.0146
High	1.0214	1.0216	0.0002	0.0%	1.0214
Low	1.0199	1.0194	-0.0005	0.0%	1.0143
Close	1.0214	1.0208	-0.0006	-0.1%	1.0214
Range	0.0015	0.0022	0.0007	46.7%	0.0071
ATR	0.0065	0.0062	-0.0003	-4.7%	0.0000
Volume	5	2	-3	-60.0%	73

Daily Pivots for day following 28-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0272	1.0262	1.0220
R3	1.0250	1.0240	1.0214
R2	1.0228	1.0228	1.0212
R1	1.0218	1.0218	1.0210	1.0212
PP	1.0206	1.0206	1.0206	1.0203
S1	1.0196	1.0196	1.0206	1.0190
S2	1.0184	1.0184	1.0204
S3	1.0162	1.0174	1.0202
S4	1.0140	1.0152	1.0196

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0403	1.0380	1.0253
R3	1.0332	1.0309	1.0234
R2	1.0261	1.0261	1.0227
R1	1.0238	1.0238	1.0221	1.0250
PP	1.0190	1.0190	1.0190	1.0196
S1	1.0167	1.0167	1.0207	1.0179
S2	1.0119	1.0119	1.0201
S3	1.0048	1.0096	1.0194
S4	0.9977	1.0025	1.0175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0216	1.0143	0.0073	0.7%	0.0025	0.2%	89%	True	False	15
10	1.0303	1.0110	0.0193	1.9%	0.0024	0.2%	51%	False	False	12
20	1.0303	0.9842	0.0461	4.5%	0.0033	0.3%	79%	False	False	9
40	1.0303	0.9825	0.0478	4.7%	0.0035	0.3%	80%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0310
2.618	1.0274
1.618	1.0252
1.000	1.0238
0.618	1.0230
HIGH	1.0216
0.618	1.0208
0.500	1.0205
0.382	1.0202
LOW	1.0194
0.618	1.0180
1.000	1.0172
1.618	1.0158
2.618	1.0136
4.250	1.0101

Fisher Pivots for day following 28-Dec-2015
Pivot	1 day	3 day
R1	1.0207	1.0199
PP	1.0206	1.0189
S1	1.0205	1.0180

Download as Excel Spreadsheet

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

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