CME Swiss Franc Future June 2016

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Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary Previous Current 05-Jan-2016 06-Jan-2016 Change Change % Previous Week Open 0.9978 0.9978 0.0000 0.0% 1.0216 High 0.9989 1.0009 0.0020 0.2% 1.0216 Low 0.9959 0.9978 0.0019 0.2% 1.0078 Close 0.9989 1.0009 0.0020 0.2% 1.0078 Range 0.0030 0.0031 0.0001 3.3% 0.0138 ATR 0.0067 0.0064 -0.0003 -3.8% 0.0000 Volume 78 38 -40 -51.3% 13
Daily Pivots for day following 06-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0092 1.0081 1.0026 R3 1.0061 1.0050 1.0018 R2 1.0030 1.0030 1.0015 R1 1.0019 1.0019 1.0012 1.0024 PP 0.9999 0.9999 0.9999 1.0001 S1 0.9988 0.9988 1.0006 0.9994 S2 0.9968 0.9968 1.0003 S3 0.9937 0.9957 1.0000 S4 0.9906 0.9926 0.9992	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 1.0205 0.9959 0.0246 2.5% 0.0055 0.5% 20% False False 24 10 1.0216 0.9959 0.0257 2.6% 0.0038 0.4% 19% False False 20 20 1.0303 0.9959 0.0344 3.4% 0.0031 0.3% 15% False False 15 40 1.0303 0.9825 0.0478 4.8% 0.0036 0.4% 38% False False 8
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 0.0002 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0141 2.618 1.0090 1.618 1.0059 1.000 1.0040 0.618 1.0028 HIGH 1.0009 0.618 0.9997 0.500 0.9994 0.382 0.9990 LOW 0.9978 0.618 0.9959 1.000 0.9947 1.618 0.9928 2.618 0.9897 4.250 0.9846
Fisher Pivots for day following 06-Jan-2016 Pivot 1 day 3 day R1 1.0004 1.0042 PP 0.9999 1.0031 S1 0.9994 1.0020

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