CME Swiss Franc Future June 2016

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Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary Previous Current 20-Jan-2016 21-Jan-2016 Change Change % Previous Week Open 1.0019 1.0007 -0.0012 -0.1% 1.0140 High 1.0036 1.0028 -0.0008 -0.1% 1.0140 Low 1.0010 0.9942 -0.0068 -0.7% 0.9988 Close 1.0019 0.9994 -0.0025 -0.2% 1.0047 Range 0.0026 0.0086 0.0060 230.8% 0.0152 ATR 0.0060 0.0062 0.0002 3.0% 0.0000 Volume 24 50 26 108.3% 90
Daily Pivots for day following 21-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0246 1.0206 1.0041 R3 1.0160 1.0120 1.0018 R2 1.0074 1.0074 1.0010 R1 1.0034 1.0034 1.0002 1.0011 PP 0.9988 0.9988 0.9988 0.9977 S1 0.9948 0.9948 0.9986 0.9925 S2 0.9902 0.9902 0.9978 S3 0.9816 0.9862 0.9970 S4 0.9730 0.9776 0.9947	Weekly Pivots for week ending 15-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0514 1.0433 1.0131 R3 1.0362 1.0281 1.0089 R2 1.0210 1.0210 1.0075 R1 1.0129 1.0129 1.0061 1.0094 PP 1.0058 1.0058 1.0058 1.0041 S1 0.9977 0.9977 1.0033 0.9942 S2 0.9906 0.9906 1.0019 S3 0.9754 0.9825 1.0005 S4 0.9602 0.9673 0.9963
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0100 0.9942 0.0158 1.6% 0.0050 0.5% 33% False True 36 10 1.0144 0.9942 0.0202 2.0% 0.0049 0.5% 26% False True 27 20 1.0216 0.9942 0.0274 2.7% 0.0044 0.4% 19% False True 23 40 1.0303 0.9825 0.0478 4.8% 0.0037 0.4% 35% False False 14
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0008 Widest range in 9 trading days	Fibonacci Retracements and Extensions 4.250 1.0393 2.618 1.0253 1.618 1.0167 1.000 1.0114 0.618 1.0081 HIGH 1.0028 0.618 0.9995 0.500 0.9985 0.382 0.9975 LOW 0.9942 0.618 0.9889 1.000 0.9856 1.618 0.9803 2.618 0.9717 4.250 0.9577
Fisher Pivots for day following 21-Jan-2016 Pivot 1 day 3 day R1 0.9991 0.9994 PP 0.9988 0.9994 S1 0.9985 0.9994

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