CME Swiss Franc Future June 2016

Trading Metrics calculated at close of trading on 11-Jan-2016

Day Change Summary
	Previous	Current
	08-Jan-2016	11-Jan-2016	Change	Change %	Previous Week
Open	1.0111	1.0140	0.0029	0.3%	1.0125
High	1.0115	1.0140	0.0025	0.2%	1.0144
Low	1.0111	1.0055	-0.0056	-0.6%	0.9959
Close	1.0115	1.0074	-0.0041	-0.4%	1.0115
Range	0.0004	0.0085	0.0081	2,025.0%	0.0185
ATR	0.0067	0.0068	0.0001	1.9%	0.0000
Volume	27	13	-14	-51.9%	169

Daily Pivots for day following 11-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0345	1.0294	1.0121
R3	1.0260	1.0209	1.0097
R2	1.0175	1.0175	1.0090
R1	1.0124	1.0124	1.0082	1.0107
PP	1.0090	1.0090	1.0090	1.0081
S1	1.0039	1.0039	1.0066	1.0022
S2	1.0005	1.0005	1.0058
S3	0.9920	0.9954	1.0051
S4	0.9835	0.9869	1.0027

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%	0.0058	0.6%	62%	False	False	35
10	1.0216	0.9959	0.0257	2.6%	0.0054	0.5%	45%	False	False	19
20	1.0303	0.9959	0.0344	3.4%	0.0040	0.4%	33%	False	False	16
40	1.0303	0.9825	0.0478	4.7%	0.0040	0.4%	52%	False	False	10

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

Fibonacci Retracements and Extensions
4.250	1.0501
2.618	1.0363
1.618	1.0278
1.000	1.0225
0.618	1.0193
HIGH	1.0140
0.618	1.0108
0.500	1.0098
0.382	1.0087
LOW	1.0055
0.618	1.0002
1.000	0.9970
1.618	0.9917
2.618	0.9832
4.250	0.9694

Fisher Pivots for day following 11-Jan-2016
Pivot	1 day	3 day
R1	1.0098	1.0075
PP	1.0090	1.0074
S1	1.0082	1.0074

Download as Excel Spreadsheet

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

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