CME Swiss Franc Future September 2016

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	1.0316	1.0168	-0.0148	-1.4%	1.0166
High	1.0316	1.0168	-0.0148	-1.4%	1.0321
Low	1.0316	1.0168	-0.0148	-1.4%	1.0166
Close	1.0316	1.0168	-0.0148	-1.4%	1.0320
Range
ATR
Volume

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0168	1.0168	1.0168
R3	1.0168	1.0168	1.0168
R2	1.0168	1.0168	1.0168
R1	1.0168	1.0168	1.0168	1.0168
PP	1.0168	1.0168	1.0168	1.0168
S1	1.0168	1.0168	1.0168	1.0168
S2	1.0168	1.0168	1.0168
S3	1.0168	1.0168	1.0168
S4	1.0168	1.0168	1.0168

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0734	1.0682	1.0405
R3	1.0579	1.0527	1.0363
R2	1.0424	1.0424	1.0348
R1	1.0372	1.0372	1.0334	1.0398
PP	1.0269	1.0269	1.0269	1.0282
S1	1.0217	1.0217	1.0306	1.0243
S2	1.0114	1.0114	1.0292
S3	0.9959	1.0062	1.0277
S4	0.9804	0.9907	1.0235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0320	1.0168	0.0152	1.5%	0.0002	0.0%	0%	False	True
10	1.0321	1.0166	0.0155	1.5%	0.0001	0.0%	1%	False	False

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.0168
2.618	1.0168
1.618	1.0168
1.000	1.0168
0.618	1.0168
HIGH	1.0168
0.618	1.0168
0.500	1.0168
0.382	1.0168
LOW	1.0168
0.618	1.0168
1.000	1.0168
1.618	1.0168
2.618	1.0168
4.250	1.0168

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	1.0168	1.0242
PP	1.0168	1.0217
S1	1.0168	1.0193

Download as Excel Spreadsheet

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

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