CME Swiss Franc Future September 2016

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Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary Previous Current 29-Dec-2015 30-Dec-2015 Change Change % Previous Week Open 1.0232 1.0263 0.0031 0.3% 1.0234 High 1.0232 1.0263 0.0031 0.3% 1.0271 Low 1.0232 1.0263 0.0031 0.3% 1.0234 Close 1.0232 1.0263 0.0031 0.3% 1.0271 Range ATR 0.0062 0.0060 -0.0002 -3.6% 0.0000 Volume
Daily Pivots for day following 30-Dec-2015 Classic Woodie Camarilla DeMark R4 1.0263 1.0263 1.0263 R3 1.0263 1.0263 1.0263 R2 1.0263 1.0263 1.0263 R1 1.0263 1.0263 1.0263 1.0263 PP 1.0263 1.0263 1.0263 1.0263 S1 1.0263 1.0263 1.0263 1.0263 S2 1.0263 1.0263 1.0263 S3 1.0263 1.0263 1.0263 S4 1.0263 1.0263 1.0263	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% 79% False False 10 1.0316 1.0168 0.0148 1.4% 0.0000 0.0% 64% False False 20 1.0321 0.9989 0.0332 3.2% 0.0000 0.0% 83% 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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.0263 2.618 1.0263 1.618 1.0263 1.000 1.0263 0.618 1.0263 HIGH 1.0263 0.618 1.0263 0.500 1.0263 0.382 1.0263 LOW 1.0263 0.618 1.0263 1.000 1.0263 1.618 1.0263 2.618 1.0263 4.250 1.0263
Fisher Pivots for day following 30-Dec-2015 Pivot 1 day 3 day R1 1.0263 1.0258 PP 1.0263 1.0253 S1 1.0263 1.0249

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