CME Swiss Franc Future September 2016

Trading Metrics calculated at close of trading on 29-Dec-2015

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	1.0265	1.0232	-0.0033	-0.3%	1.0234
High	1.0265	1.0232	-0.0033	-0.3%	1.0271
Low	1.0265	1.0232	-0.0033	-0.3%	1.0234
Close	1.0265	1.0232	-0.0033	-0.3%	1.0271
Range
ATR	0.0064	0.0062	-0.0002	-3.5%	0.0000
Volume

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0232	1.0232	1.0232
R3	1.0232	1.0232	1.0232
R2	1.0232	1.0232	1.0232
R1	1.0232	1.0232	1.0232	1.0232
PP	1.0232	1.0232	1.0232	1.0232
S1	1.0232	1.0232	1.0232	1.0232
S2	1.0232	1.0232	1.0232
S3	1.0232	1.0232	1.0232
S4	1.0232	1.0232	1.0232

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0370	1.0357	1.0291
R3	1.0333	1.0320	1.0281
R2	1.0296	1.0296	1.0278
R1	1.0283	1.0283	1.0274	1.0290
PP	1.0259	1.0259	1.0259	1.0262
S1	1.0246	1.0246	1.0268	1.0253
S2	1.0222	1.0222	1.0264
S3	1.0185	1.0209	1.0261
S4	1.0148	1.0172	1.0251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0271	1.0232	0.0039	0.4%	0.0000	0.0%	0%	False	True
10	1.0316	1.0168	0.0148	1.4%	0.0000	0.0%	43%	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	1.0232
2.618	1.0232
1.618	1.0232
1.000	1.0232
0.618	1.0232
HIGH	1.0232
0.618	1.0232
0.500	1.0232
0.382	1.0232
LOW	1.0232
0.618	1.0232
1.000	1.0232
1.618	1.0232
2.618	1.0232
4.250	1.0232

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	1.0232	1.0252
PP	1.0232	1.0245
S1	1.0232	1.0239

Download as Excel Spreadsheet

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

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