CME Swiss Franc Future September 2016

Trading Metrics calculated at close of trading on 18-Dec-2015

Day Change Summary
	Previous	Current
	17-Dec-2015	18-Dec-2015	Change	Change %	Previous Week
Open	1.0168	1.0225	0.0057	0.6%	1.0286
High	1.0168	1.0225	0.0057	0.6%	1.0316
Low	1.0168	1.0225	0.0057	0.6%	1.0168
Close	1.0168	1.0225	0.0057	0.6%	1.0225
Range
ATR	0.0000	0.0082	0.0082		0.0000
Volume

Daily Pivots for day following 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0225	1.0225	1.0225
R3	1.0225	1.0225	1.0225
R2	1.0225	1.0225	1.0225
R1	1.0225	1.0225	1.0225	1.0225
PP	1.0225	1.0225	1.0225	1.0225
S1	1.0225	1.0225	1.0225	1.0225
S2	1.0225	1.0225	1.0225
S3	1.0225	1.0225	1.0225
S4	1.0225	1.0225	1.0225

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0680	1.0601	1.0306
R3	1.0532	1.0453	1.0266
R2	1.0384	1.0384	1.0252
R1	1.0305	1.0305	1.0239	1.0271
PP	1.0236	1.0236	1.0236	1.0219
S1	1.0157	1.0157	1.0211	1.0123
S2	1.0088	1.0088	1.0198
S3	0.9940	1.0009	1.0184
S4	0.9792	0.9861	1.0144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0316	1.0168	0.0148	1.4%	0.0002	0.0%	39%	False	False
10	1.0321	1.0166	0.0155	1.5%	0.0001	0.0%	38%	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	1.0225
2.618	1.0225
1.618	1.0225
1.000	1.0225
0.618	1.0225
HIGH	1.0225
0.618	1.0225
0.500	1.0225
0.382	1.0225
LOW	1.0225
0.618	1.0225
1.000	1.0225
1.618	1.0225
2.618	1.0225
4.250	1.0225

Fisher Pivots for day following 18-Dec-2015
Pivot	1 day	3 day
R1	1.0225	1.0242
PP	1.0225	1.0236
S1	1.0225	1.0231

Download as Excel Spreadsheet

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

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