CME Swiss Franc Future June 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	1.0140	1.0050	-0.0090	-0.9%	1.0125
High	1.0140	1.0050	-0.0090	-0.9%	1.0144
Low	1.0055	1.0040	-0.0015	-0.1%	0.9959
Close	1.0074	1.0045	-0.0029	-0.3%	1.0115
Range	0.0085	0.0010	-0.0075	-88.2%	0.0185
ATR	0.0068	0.0066	-0.0002	-3.6%	0.0000
Volume	13	25	12	92.3%	169

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0075	1.0070	1.0051
R3	1.0065	1.0060	1.0048
R2	1.0055	1.0055	1.0047
R1	1.0050	1.0050	1.0046	1.0048
PP	1.0045	1.0045	1.0045	1.0044
S1	1.0040	1.0040	1.0044	1.0038
S2	1.0035	1.0035	1.0043
S3	1.0025	1.0030	1.0042
S4	1.0015	1.0020	1.0040

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	0.9978	0.0166	1.7%	0.0054	0.5%	40%	False	False	25
10	1.0205	0.9959	0.0246	2.4%	0.0052	0.5%	35%	False	False	21
20	1.0303	0.9959	0.0344	3.4%	0.0038	0.4%	25%	False	False	16
40	1.0303	0.9825	0.0478	4.8%	0.0038	0.4%	46%	False	False	11

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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0093
2.618	1.0076
1.618	1.0066
1.000	1.0060
0.618	1.0056
HIGH	1.0050
0.618	1.0046
0.500	1.0045
0.382	1.0044
LOW	1.0040
0.618	1.0034
1.000	1.0030
1.618	1.0024
2.618	1.0014
4.250	0.9998

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	1.0045	1.0090
PP	1.0045	1.0075
S1	1.0045	1.0060

Download as Excel Spreadsheet

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

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