CME Swiss Franc Future December 2016

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	1.0266	1.0273	0.0007	0.1%	1.0211
High	1.0266	1.0273	0.0007	0.1%	1.0331
Low	1.0266	1.0273	0.0007	0.1%	1.0177
Close	1.0266	1.0273	0.0007	0.1%	1.0331
Range
ATR
Volume

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0273	1.0273	1.0273
R3	1.0273	1.0273	1.0273
R2	1.0273	1.0273	1.0273
R1	1.0273	1.0273	1.0273	1.0273
PP	1.0273	1.0273	1.0273	1.0273
S1	1.0273	1.0273	1.0273	1.0273
S2	1.0273	1.0273	1.0273
S3	1.0273	1.0273	1.0273
S4	1.0273	1.0273	1.0273

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0742	1.0690	1.0416
R3	1.0588	1.0536	1.0373
R2	1.0434	1.0434	1.0359
R1	1.0382	1.0382	1.0345	1.0408
PP	1.0280	1.0280	1.0280	1.0293
S1	1.0228	1.0228	1.0317	1.0254
S2	1.0126	1.0126	1.0303
S3	0.9972	1.0074	1.0289
S4	0.9818	0.9920	1.0246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0331	1.0177	0.0154	1.5%	0.0000	0.0%	62%	False	False
10	1.0331	1.0177	0.0154	1.5%	0.0000	0.0%	62%	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	0.0000

Fibonacci Retracements and Extensions
4.250	1.0273
2.618	1.0273
1.618	1.0273
1.000	1.0273
0.618	1.0273
HIGH	1.0273
0.618	1.0273
0.500	1.0273
0.382	1.0273
LOW	1.0273
0.618	1.0273
1.000	1.0273
1.618	1.0273
2.618	1.0273
4.250	1.0273

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	1.0273	1.0299
PP	1.0273	1.0290
S1	1.0273	1.0282

Download as Excel Spreadsheet

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

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