CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 21-Mar-2016

Day Change Summary
	Previous	Current
	18-Mar-2016	21-Mar-2016	Change	Change %	Previous Week
Open	1.0449	1.0455	0.0006	0.1%	1.0266
High	1.0449	1.0455	0.0006	0.1%	1.0498
Low	1.0449	1.0455	0.0006	0.1%	1.0266
Close	1.0449	1.0455	0.0006	0.1%	1.0449
Range
ATR	0.0042	0.0039	-0.0003	-6.1%	0.0000
Volume

Daily Pivots for day following 21-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0455	1.0455	1.0455
R3	1.0455	1.0455	1.0455
R2	1.0455	1.0455	1.0455
R1	1.0455	1.0455	1.0455	1.0455
PP	1.0455	1.0455	1.0455	1.0455
S1	1.0455	1.0455	1.0455	1.0455
S2	1.0455	1.0455	1.0455
S3	1.0455	1.0455	1.0455
S4	1.0455	1.0455	1.0455

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1100	1.1007	1.0577
R3	1.0868	1.0775	1.0513
R2	1.0636	1.0636	1.0492
R1	1.0543	1.0543	1.0470	1.0590
PP	1.0404	1.0404	1.0404	1.0428
S1	1.0311	1.0311	1.0428	1.0358
S2	1.0172	1.0172	1.0406
S3	0.9940	1.0079	1.0385
S4	0.9708	0.9847	1.0321

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0498	1.0273	0.0225	2.2%	0.0003	0.0%	81%	False	False
10	1.0498	1.0177	0.0321	3.1%	0.0002	0.0%	87%	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	1.0455
2.618	1.0455
1.618	1.0455
1.000	1.0455
0.618	1.0455
HIGH	1.0455
0.618	1.0455
0.500	1.0455
0.382	1.0455
LOW	1.0455
0.618	1.0455
1.000	1.0455
1.618	1.0455
2.618	1.0455
4.250	1.0455

Fisher Pivots for day following 21-Mar-2016
Pivot	1 day	3 day
R1	1.0455	1.0474
PP	1.0455	1.0467
S1	1.0455	1.0461

Download as Excel Spreadsheet

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

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