CME Swiss Franc Future June 2016

Trading Metrics calculated at close of trading on 07-Jan-2016

Day Change Summary
	Previous	Current
	06-Jan-2016	07-Jan-2016	Change	Change %	Previous Week
Open	0.9978	1.0040	0.0062	0.6%	1.0216
High	1.0009	1.0144	0.0135	1.3%	1.0216
Low	0.9978	1.0005	0.0027	0.3%	1.0078
Close	1.0009	1.0144	0.0135	1.3%	1.0078
Range	0.0031	0.0139	0.0108	348.4%	0.0138
ATR	0.0064	0.0070	0.0005	8.3%	0.0000
Volume	38	23	-15	-39.5%	13

Daily Pivots for day following 07-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0515	1.0468	1.0220
R3	1.0376	1.0329	1.0182
R2	1.0237	1.0237	1.0169
R1	1.0190	1.0190	1.0157	1.0214
PP	1.0098	1.0098	1.0098	1.0109
S1	1.0051	1.0051	1.0131	1.0075
S2	0.9959	0.9959	1.0119
S3	0.9820	0.9912	1.0106
S4	0.9681	0.9773	1.0068

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	1.0173	0.9959	0.0214	2.1%	0.0073	0.7%	86%	False	False	28
10	1.0216	0.9959	0.0257	2.5%	0.0050	0.5%	72%	False	False	22
20	1.0303	0.9959	0.0344	3.4%	0.0038	0.4%	54%	False	False	16
40	1.0303	0.9825	0.0478	4.7%	0.0039	0.4%	67%	False	False	9

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	0.0006
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.0735
2.618	1.0508
1.618	1.0369
1.000	1.0283
0.618	1.0230
HIGH	1.0144
0.618	1.0091
0.500	1.0075
0.382	1.0058
LOW	1.0005
0.618	0.9919
1.000	0.9866
1.618	0.9780
2.618	0.9641
4.250	0.9414

Fisher Pivots for day following 07-Jan-2016
Pivot	1 day	3 day
R1	1.0121	1.0113
PP	1.0098	1.0082
S1	1.0075	1.0052

Download as Excel Spreadsheet

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

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