CME Swiss Franc Future September 2016

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Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary Previous Current 11-Jan-2016 12-Jan-2016 Change Change % Previous Week Open 1.0128 1.0099 -0.0029 -0.3% 1.0157 High 1.0128 1.0099 -0.0029 -0.3% 1.0198 Low 1.0128 1.0099 -0.0029 -0.3% 1.0021 Close 1.0128 1.0099 -0.0029 -0.3% 1.0171 Range ATR 0.0068 0.0065 -0.0003 -4.1% 0.0000 Volume
Daily Pivots for day following 12-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0099 1.0099 1.0099 R3 1.0099 1.0099 1.0099 R2 1.0099 1.0099 1.0099 R1 1.0099 1.0099 1.0099 1.0099 PP 1.0099 1.0099 1.0099 1.0099 S1 1.0099 1.0099 1.0099 1.0099 S2 1.0099 1.0099 1.0099 S3 1.0099 1.0099 1.0099 S4 1.0099 1.0099 1.0099	Weekly Pivots for week ending 08-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0661 1.0593 1.0268 R3 1.0484 1.0416 1.0220 R2 1.0307 1.0307 1.0203 R1 1.0239 1.0239 1.0187 1.0273 PP 1.0130 1.0130 1.0130 1.0147 S1 1.0062 1.0062 1.0155 1.0096 S2 0.9953 0.9953 1.0139 S3 0.9776 0.9885 1.0122 S4 0.9599 0.9708 1.0074
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 1.8% 0.0018 0.2% 44% False False 10 1.0263 1.0021 0.0242 2.4% 0.0017 0.2% 32% False False 20 1.0316 1.0021 0.0295 2.9% 0.0009 0.1% 26% 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 0.0001	Fibonacci Retracements and Extensions 4.250 1.0099 2.618 1.0099 1.618 1.0099 1.000 1.0099 0.618 1.0099 HIGH 1.0099 0.618 1.0099 0.500 1.0099 0.382 1.0099 LOW 1.0099 0.618 1.0099 1.000 1.0099 1.618 1.0099 2.618 1.0099 4.250 1.0099
Fisher Pivots for day following 12-Jan-2016 Pivot 1 day 3 day R1 1.0099 1.0135 PP 1.0099 1.0123 S1 1.0099 1.0111

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