CME Swiss Franc Future June 2016

Trading Metrics calculated at close of trading on 31-Dec-2015

Day Change Summary
	Previous	Current
	30-Dec-2015	31-Dec-2015	Change	Change %	Previous Week
Open	1.0158	1.0173	0.0015	0.1%	1.0146
High	1.0205	1.0173	-0.0032	-0.3%	1.0214
Low	1.0158	1.0078	-0.0080	-0.8%	1.0143
Close	1.0205	1.0078	-0.0127	-1.2%	1.0214
Range	0.0047	0.0095	0.0048	102.1%	0.0071
ATR	0.0060	0.0064	0.0005	8.1%	0.0000
Volume	2	2	0	0.0%	73

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0395	1.0331	1.0130
R3	1.0300	1.0236	1.0104
R2	1.0205	1.0205	1.0095
R1	1.0141	1.0141	1.0087	1.0126
PP	1.0110	1.0110	1.0110	1.0102
S1	1.0046	1.0046	1.0069	1.0031
S2	1.0015	1.0015	1.0061
S3	0.9920	0.9951	1.0052
S4	0.9825	0.9856	1.0026

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	1.0078	0.0138	1.4%	0.0038	0.4%	0%	False	True	3
10	1.0216	1.0078	0.0138	1.4%	0.0033	0.3%	0%	False	True	9
20	1.0303	0.9884	0.0419	4.2%	0.0041	0.4%	46%	False	False	10
40	1.0303	0.9825	0.0478	4.7%	0.0038	0.4%	53%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.0577
2.618	1.0422
1.618	1.0327
1.000	1.0268
0.618	1.0232
HIGH	1.0173
0.618	1.0137
0.500	1.0126
0.382	1.0114
LOW	1.0078
0.618	1.0019
1.000	0.9983
1.618	0.9924
2.618	0.9829
4.250	0.9674

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	1.0126	1.0142
PP	1.0110	1.0120
S1	1.0094	1.0099

Download as Excel Spreadsheet

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

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