CME Swiss Franc Future September 2016

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Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary Previous Current 14-Jan-2016 15-Jan-2016 Change Change % Previous Week Open 1.0070 1.0100 0.0030 0.3% 1.0128 High 1.0070 1.0100 0.0030 0.3% 1.0128 Low 1.0070 1.0100 0.0030 0.3% 1.0060 Close 1.0070 1.0100 0.0030 0.3% 1.0100 Range ATR 0.0059 0.0057 -0.0002 -3.5% 0.0000 Volume
Daily Pivots for day following 15-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0100 1.0100 1.0100 R3 1.0100 1.0100 1.0100 R2 1.0100 1.0100 1.0100 R1 1.0100 1.0100 1.0100 1.0100 PP 1.0100 1.0100 1.0100 1.0100 S1 1.0100 1.0100 1.0100 1.0100 S2 1.0100 1.0100 1.0100 S3 1.0100 1.0100 1.0100 S4 1.0100 1.0100 1.0100	Weekly Pivots for week ending 15-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0300 1.0268 1.0137 R3 1.0232 1.0200 1.0119 R2 1.0164 1.0164 1.0112 R1 1.0132 1.0132 1.0106 1.0114 PP 1.0096 1.0096 1.0096 1.0087 S1 1.0064 1.0064 1.0094 1.0046 S2 1.0028 1.0028 1.0088 S3 0.9960 0.9996 1.0081 S4 0.9892 0.9928 1.0063
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0128 1.0060 0.0068 0.7% 0.0000 0.0% 59% False False 10 1.0198 1.0021 0.0177 1.8% 0.0017 0.2% 45% False False 20 1.0271 1.0021 0.0250 2.5% 0.0009 0.1% 32% 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 1.0100 2.618 1.0100 1.618 1.0100 1.000 1.0100 0.618 1.0100 HIGH 1.0100 0.618 1.0100 0.500 1.0100 0.382 1.0100 LOW 1.0100 0.618 1.0100 1.000 1.0100 1.618 1.0100 2.618 1.0100 4.250 1.0100
Fisher Pivots for day following 15-Jan-2016 Pivot 1 day 3 day R1 1.0100 1.0093 PP 1.0100 1.0087 S1 1.0100 1.0080

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