CME Swiss Franc Future June 2016

Trading Metrics calculated at close of trading on 04-Jan-2016

Day Change Summary
	Previous	Current
	31-Dec-2015	04-Jan-2016	Change	Change %	Previous Week
Open	1.0173	1.0125	-0.0048	-0.5%	1.0216
High	1.0173	1.0125	-0.0048	-0.5%	1.0216
Low	1.0078	1.0053	-0.0025	-0.2%	1.0078
Close	1.0078	1.0053	-0.0025	-0.2%	1.0078
Range	0.0095	0.0072	-0.0023	-24.2%	0.0138
ATR	0.0064	0.0065	0.0001	0.8%	0.0000
Volume	2	3	1	50.0%	13

Daily Pivots for day following 04-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0293	1.0245	1.0093
R3	1.0221	1.0173	1.0073
R2	1.0149	1.0149	1.0066
R1	1.0101	1.0101	1.0060	1.0089
PP	1.0077	1.0077	1.0077	1.0071
S1	1.0029	1.0029	1.0046	1.0017
S2	1.0005	1.0005	1.0040
S3	0.9933	0.9957	1.0033
S4	0.9861	0.9885	1.0013

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0538	1.0446	1.0154
R3	1.0400	1.0308	1.0116
R2	1.0262	1.0262	1.0103
R1	1.0170	1.0170	1.0091	1.0147
PP	1.0124	1.0124	1.0124	1.0113
S1	1.0032	1.0032	1.0065	1.0009
S2	0.9986	0.9986	1.0053
S3	0.9848	0.9894	1.0040
S4	0.9710	0.9756	1.0002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0216	1.0053	0.0163	1.6%	0.0050	0.5%	0%	False	True	3
10	1.0216	1.0053	0.0163	1.6%	0.0039	0.4%	0%	False	True	9
20	1.0303	1.0053	0.0250	2.5%	0.0028	0.3%	0%	False	True	9
40	1.0303	0.9825	0.0478	4.8%	0.0038	0.4%	48%	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	1.0431
2.618	1.0313
1.618	1.0241
1.000	1.0197
0.618	1.0169
HIGH	1.0125
0.618	1.0097
0.500	1.0089
0.382	1.0081
LOW	1.0053
0.618	1.0009
1.000	0.9981
1.618	0.9937
2.618	0.9865
4.250	0.9747

Fisher Pivots for day following 04-Jan-2016
Pivot	1 day	3 day
R1	1.0089	1.0129
PP	1.0077	1.0104
S1	1.0065	1.0078

Download as Excel Spreadsheet

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

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