CME Swiss Franc Future June 2016

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Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary Previous Current 13-Jan-2016 14-Jan-2016 Change Change % Previous Week Open 1.0006 1.0016 0.0010 0.1% 1.0125 High 1.0006 1.0016 0.0010 0.1% 1.0144 Low 1.0006 0.9988 -0.0018 -0.2% 0.9959 Close 1.0006 1.0015 0.0009 0.1% 1.0115 Range 0.0000 0.0028 0.0028 0.0185 ATR 0.0064 0.0061 -0.0003 -4.0% 0.0000 Volume 0 7 7 169
Daily Pivots for day following 14-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0090 1.0081 1.0030 R3 1.0062 1.0053 1.0023 R2 1.0034 1.0034 1.0020 R1 1.0025 1.0025 1.0018 1.0016 PP 1.0006 1.0006 1.0006 1.0002 S1 0.9997 0.9997 1.0012 0.9988 S2 0.9978 0.9978 1.0010 S3 0.9950 0.9969 1.0007 S4 0.9922 0.9941 1.0000	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 1.0140 0.9988 0.0152 1.5% 0.0025 0.3% 18% False True 14 10 1.0173 0.9959 0.0214 2.1% 0.0049 0.5% 26% False False 21 20 1.0259 0.9959 0.0300 3.0% 0.0037 0.4% 19% False False 15 40 1.0303 0.9825 0.0478 4.8% 0.0036 0.4% 40% False False 11
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 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0135 2.618 1.0089 1.618 1.0061 1.000 1.0044 0.618 1.0033 HIGH 1.0016 0.618 1.0005 0.500 1.0002 0.382 0.9999 LOW 0.9988 0.618 0.9971 1.000 0.9960 1.618 0.9943 2.618 0.9915 4.250 0.9869
Fisher Pivots for day following 14-Jan-2016 Pivot 1 day 3 day R1 1.0011 1.0019 PP 1.0006 1.0018 S1 1.0002 1.0016

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