CME Swiss Franc Future September 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	1.0234	1.0269	0.0035	0.3%	1.0286
High	1.0234	1.0269	0.0035	0.3%	1.0316
Low	1.0234	1.0269	0.0035	0.3%	1.0168
Close	1.0234	1.0269	0.0035	0.3%	1.0225
Range
ATR	0.0077	0.0074	-0.0003	-3.9%	0.0000
Volume

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0269	1.0269	1.0269
R3	1.0269	1.0269	1.0269
R2	1.0269	1.0269	1.0269
R1	1.0269	1.0269	1.0269	1.0269
PP	1.0269	1.0269	1.0269	1.0269
S1	1.0269	1.0269	1.0269	1.0269
S2	1.0269	1.0269	1.0269
S3	1.0269	1.0269	1.0269
S4	1.0269	1.0269	1.0269

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%	0.0000	0.0%	68%	False	False
10	1.0321	1.0168	0.0153	1.5%	0.0001	0.0%	66%	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	1.0269
2.618	1.0269
1.618	1.0269
1.000	1.0269
0.618	1.0269
HIGH	1.0269
0.618	1.0269
0.500	1.0269
0.382	1.0269
LOW	1.0269
0.618	1.0269
1.000	1.0269
1.618	1.0269
2.618	1.0269
4.250	1.0269

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	1.0269	1.0262
PP	1.0269	1.0254
S1	1.0269	1.0247

Download as Excel Spreadsheet

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

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