CME Swiss Franc Future September 2016

Trading Metrics calculated at close of trading on 05-Jan-2016

Day Change Summary
	Previous	Current
	04-Jan-2016	05-Jan-2016	Change	Change %	Previous Week
Open	1.0157	1.0021	-0.0136	-1.3%	1.0265
High	1.0170	1.0044	-0.0126	-1.2%	1.0265
Low	1.0108	1.0021	-0.0087	-0.9%	1.0134
Close	1.0108	1.0044	-0.0064	-0.6%	1.0134
Range	0.0062	0.0023	-0.0039	-62.9%	0.0131
ATR	0.0065	0.0066	0.0002	2.5%	0.0000
Volume	2	1	-1	-50.0%	0

Daily Pivots for day following 05-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0105	1.0098	1.0057
R3	1.0082	1.0075	1.0050
R2	1.0059	1.0059	1.0048
R1	1.0052	1.0052	1.0046	1.0056
PP	1.0036	1.0036	1.0036	1.0038
S1	1.0029	1.0029	1.0042	1.0033
S2	1.0013	1.0013	1.0040
S3	0.9990	1.0006	1.0038
S4	0.9967	0.9983	1.0031

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0571	1.0483	1.0206
R3	1.0440	1.0352	1.0170
R2	1.0309	1.0309	1.0158
R1	1.0221	1.0221	1.0146	1.0200
PP	1.0178	1.0178	1.0178	1.0167
S1	1.0090	1.0090	1.0122	1.0069
S2	1.0047	1.0047	1.0110
S3	0.9916	0.9959	1.0098
S4	0.9785	0.9828	1.0062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0263	1.0021	0.0242	2.4%	0.0017	0.2%	10%	False	True
10	1.0271	1.0021	0.0250	2.5%	0.0009	0.1%	9%	False	True
20	1.0321	1.0021	0.0300	3.0%	0.0005	0.0%	8%	False	True

Crabel Price Patterns
NR	True
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	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0142
2.618	1.0104
1.618	1.0081
1.000	1.0067
0.618	1.0058
HIGH	1.0044
0.618	1.0035
0.500	1.0033
0.382	1.0030
LOW	1.0021
0.618	1.0007
1.000	0.9998
1.618	0.9984
2.618	0.9961
4.250	0.9923

Fisher Pivots for day following 05-Jan-2016
Pivot	1 day	3 day
R1	1.0040	1.0096
PP	1.0036	1.0078
S1	1.0033	1.0061

Download as Excel Spreadsheet

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

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