CME Swiss Franc Future September 2016

Trading Metrics calculated at close of trading on 24-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	24-Dec-2015	Change	Change %	Previous Week
Open	1.0234	1.0271	0.0037	0.4%	1.0286
High	1.0234	1.0271	0.0037	0.4%	1.0316
Low	1.0234	1.0271	0.0037	0.4%	1.0168
Close	1.0234	1.0271	0.0037	0.4%	1.0225
Range
ATR	0.0071	0.0069	-0.0002	-3.4%	0.0000
Volume

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0271	1.0271	1.0271
R3	1.0271	1.0271	1.0271
R2	1.0271	1.0271	1.0271
R1	1.0271	1.0271	1.0271	1.0271
PP	1.0271	1.0271	1.0271	1.0271
S1	1.0271	1.0271	1.0271	1.0271
S2	1.0271	1.0271	1.0271
S3	1.0271	1.0271	1.0271
S4	1.0271	1.0271	1.0271

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	1.0271	1.0225	0.0046	0.4%	0.0000	0.0%	100%	True	False
10	1.0320	1.0168	0.0152	1.5%	0.0001	0.0%	68%	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	1.0271
2.618	1.0271
1.618	1.0271
1.000	1.0271
0.618	1.0271
HIGH	1.0271
0.618	1.0271
0.500	1.0271
0.382	1.0271
LOW	1.0271
0.618	1.0271
1.000	1.0271
1.618	1.0271
2.618	1.0271
4.250	1.0271

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	1.0271	1.0265
PP	1.0271	1.0259
S1	1.0271	1.0253

Download as Excel Spreadsheet

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

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