CME Swiss Franc Future June 2016

Trading Metrics calculated at close of trading on 29-Dec-2015

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	1.0216	1.0161	-0.0055	-0.5%	1.0146
High	1.0216	1.0173	-0.0043	-0.4%	1.0214
Low	1.0194	1.0161	-0.0033	-0.3%	1.0143
Close	1.0208	1.0173	-0.0035	-0.3%	1.0214
Range	0.0022	0.0012	-0.0010	-45.5%	0.0071
ATR	0.0062	0.0061	-0.0001	-1.7%	0.0000
Volume	2	7	5	250.0%	73

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0205	1.0201	1.0180
R3	1.0193	1.0189	1.0176
R2	1.0181	1.0181	1.0175
R1	1.0177	1.0177	1.0174	1.0179
PP	1.0169	1.0169	1.0169	1.0170
S1	1.0165	1.0165	1.0172	1.0167
S2	1.0157	1.0157	1.0171
S3	1.0145	1.0153	1.0170
S4	1.0133	1.0141	1.0166

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%	0.0022	0.2%	41%	False	False	15
10	1.0259	1.0110	0.0149	1.5%	0.0019	0.2%	42%	False	False	9
20	1.0303	0.9846	0.0457	4.5%	0.0034	0.3%	72%	False	False	10
40	1.0303	0.9825	0.0478	4.7%	0.0035	0.3%	73%	False	False	5

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0224
2.618	1.0204
1.618	1.0192
1.000	1.0185
0.618	1.0180
HIGH	1.0173
0.618	1.0168
0.500	1.0167
0.382	1.0166
LOW	1.0161
0.618	1.0154
1.000	1.0149
1.618	1.0142
2.618	1.0130
4.250	1.0110

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	1.0171	1.0189
PP	1.0169	1.0183
S1	1.0167	1.0178

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

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