CME Swiss Franc Future September 2016

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Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary Previous Current 06-Jan-2016 07-Jan-2016 Change Change % Previous Week Open 1.0021 1.0198 0.0177 1.8% 1.0265 High 1.0064 1.0198 0.0134 1.3% 1.0265 Low 1.0021 1.0198 0.0177 1.8% 1.0134 Close 1.0064 1.0198 0.0134 1.3% 1.0134 Range 0.0043 0.0000 -0.0043 -100.0% 0.0131 ATR 0.0065 0.0069 0.0005 7.7% 0.0000 Volume 2 0 -2 -100.0% 0
Daily Pivots for day following 07-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0198 1.0198 1.0198 R3 1.0198 1.0198 1.0198 R2 1.0198 1.0198 1.0198 R1 1.0198 1.0198 1.0198 1.0198 PP 1.0198 1.0198 1.0198 1.0198 S1 1.0198 1.0198 1.0198 1.0198 S2 1.0198 1.0198 1.0198 S3 1.0198 1.0198 1.0198 S4 1.0198 1.0198 1.0198	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 1.0198 1.0021 0.0177 1.7% 0.0026 0.3% 100% True False 1 10 1.0271 1.0021 0.0250 2.5% 0.0013 0.1% 71% False False 20 1.0321 1.0021 0.0300 2.9% 0.0007 0.1% 59% False False
Crabel Price Patterns NR True NR4 True 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 4 trading days	Fibonacci Retracements and Extensions 4.250 1.0198 2.618 1.0198 1.618 1.0198 1.000 1.0198 0.618 1.0198 HIGH 1.0198 0.618 1.0198 0.500 1.0198 0.382 1.0198 LOW 1.0198 0.618 1.0198 1.000 1.0198 1.618 1.0198 2.618 1.0198 4.250 1.0198
Fisher Pivots for day following 07-Jan-2016 Pivot 1 day 3 day R1 1.0198 1.0169 PP 1.0198 1.0139 S1 1.0198 1.0110

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