CME Swiss Franc Future June 2016

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Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary Previous Current 12-Jan-2016 13-Jan-2016 Change Change % Previous Week Open 1.0050 1.0006 -0.0044 -0.4% 1.0125 High 1.0050 1.0006 -0.0044 -0.4% 1.0144 Low 1.0040 1.0006 -0.0034 -0.3% 0.9959 Close 1.0045 1.0006 -0.0039 -0.4% 1.0115 Range 0.0010 0.0000 -0.0010 -100.0% 0.0185 ATR 0.0066 0.0064 -0.0002 -2.9% 0.0000 Volume 25 0 -25 -100.0% 169
Daily Pivots for day following 13-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0006 1.0006 1.0006 R3 1.0006 1.0006 1.0006 R2 1.0006 1.0006 1.0006 R1 1.0006 1.0006 1.0006 1.0006 PP 1.0006 1.0006 1.0006 1.0006 S1 1.0006 1.0006 1.0006 1.0006 S2 1.0006 1.0006 1.0006 S3 1.0006 1.0006 1.0006 S4 1.0006 1.0006 1.0006	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 1.0005 0.0139 1.4% 0.0048 0.5% 1% False False 17 10 1.0205 0.9959 0.0246 2.5% 0.0051 0.5% 19% False False 21 20 1.0259 0.9959 0.0300 3.0% 0.0035 0.4% 16% False False 15 40 1.0303 0.9825 0.0478 4.8% 0.0037 0.4% 38% False False 11
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 18 trading days	Fibonacci Retracements and Extensions 4.250 1.0006 2.618 1.0006 1.618 1.0006 1.000 1.0006 0.618 1.0006 HIGH 1.0006 0.618 1.0006 0.500 1.0006 0.382 1.0006 LOW 1.0006 0.618 1.0006 1.000 1.0006 1.618 1.0006 2.618 1.0006 4.250 1.0006
Fisher Pivots for day following 13-Jan-2016 Pivot 1 day 3 day R1 1.0006 1.0073 PP 1.0006 1.0051 S1 1.0006 1.0028

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