CME Swiss Franc Future June 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	1.0040	1.0111	0.0071	0.7%	1.0125
High	1.0144	1.0115	-0.0029	-0.3%	1.0144
Low	1.0005	1.0111	0.0106	1.1%	0.9959
Close	1.0144	1.0115	-0.0029	-0.3%	1.0115
Range	0.0139	0.0004	-0.0135	-97.1%	0.0185
ATR	0.0070	0.0067	-0.0003	-3.8%	0.0000
Volume	23	27	4	17.4%	169

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0126	1.0124	1.0117
R3	1.0122	1.0120	1.0116
R2	1.0118	1.0118	1.0116
R1	1.0116	1.0116	1.0115	1.0117
PP	1.0114	1.0114	1.0114	1.0114
S1	1.0112	1.0112	1.0115	1.0113
S2	1.0110	1.0110	1.0114
S3	1.0106	1.0108	1.0114
S4	1.0102	1.0104	1.0113

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0628	1.0556	1.0217
R3	1.0443	1.0371	1.0166
R2	1.0258	1.0258	1.0149
R1	1.0186	1.0186	1.0132	1.0130
PP	1.0073	1.0073	1.0073	1.0044
S1	1.0001	1.0001	1.0098	0.9945
S2	0.9888	0.9888	1.0081
S3	0.9703	0.9816	1.0064
S4	0.9518	0.9631	1.0013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0144	0.9959	0.0185	1.8%	0.0055	0.5%	84%	False	False	33
10	1.0216	0.9959	0.0257	2.5%	0.0047	0.5%	61%	False	False	18
20	1.0303	0.9959	0.0344	3.4%	0.0038	0.4%	45%	False	False	17
40	1.0303	0.9825	0.0478	4.7%	0.0038	0.4%	61%	False	False	10

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.0132
2.618	1.0125
1.618	1.0121
1.000	1.0119
0.618	1.0117
HIGH	1.0115
0.618	1.0113
0.500	1.0113
0.382	1.0113
LOW	1.0111
0.618	1.0109
1.000	1.0107
1.618	1.0105
2.618	1.0101
4.250	1.0094

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	1.0114	1.0097
PP	1.0114	1.0079
S1	1.0113	1.0061

Download as Excel Spreadsheet

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

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