CME Swiss Franc Future September 2016

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Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary Previous Current 14-Mar-2016 15-Mar-2016 Change Change % Previous Week Open 1.0214 1.0221 0.0007 0.1% 1.0143 High 1.0214 1.0221 0.0007 0.1% 1.0278 Low 1.0214 1.0221 0.0007 0.1% 1.0102 Close 1.0214 1.0221 0.0007 0.1% 1.0278 Range ATR 0.0051 0.0047 -0.0003 -6.2% 0.0000 Volume
Daily Pivots for day following 15-Mar-2016 Classic Woodie Camarilla DeMark R4 1.0221 1.0221 1.0221 R3 1.0221 1.0221 1.0221 R2 1.0221 1.0221 1.0221 R1 1.0221 1.0221 1.0221 1.0221 PP 1.0221 1.0221 1.0221 1.0221 S1 1.0221 1.0221 1.0221 1.0221 S2 1.0221 1.0221 1.0221 S3 1.0221 1.0221 1.0221 S4 1.0221 1.0221 1.0221	Weekly Pivots for week ending 11-Mar-2016 Classic Woodie Camarilla DeMark R4 1.0747 1.0689 1.0375 R3 1.0571 1.0513 1.0326 R2 1.0395 1.0395 1.0310 R1 1.0337 1.0337 1.0294 1.0366 PP 1.0219 1.0219 1.0219 1.0234 S1 1.0161 1.0161 1.0262 1.0190 S2 1.0043 1.0043 1.0246 S3 0.9867 0.9985 1.0230 S4 0.9691 0.9809 1.0181
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0278 1.0106 0.0172 1.7% 0.0034 0.3% 67% False False 10 1.0278 1.0102 0.0176 1.7% 0.0023 0.2% 68% False False 1 20 1.0278 1.0102 0.0176 1.7% 0.0014 0.1% 68% False False 40 1.0415 0.9868 0.0547 5.4% 0.0008 0.1% 65% False False 60 1.0415 0.9868 0.0547 5.4% 0.0008 0.1% 65% 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 1.0221 2.618 1.0221 1.618 1.0221 1.000 1.0221 0.618 1.0221 HIGH 1.0221 0.618 1.0221 0.500 1.0221 0.382 1.0221 LOW 1.0221 0.618 1.0221 1.000 1.0221 1.618 1.0221 2.618 1.0221 4.250 1.0221
Fisher Pivots for day following 15-Mar-2016 Pivot 1 day 3 day R1 1.0221 1.0246 PP 1.0221 1.0238 S1 1.0221 1.0229

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