CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 28-Mar-2016

Day Change Summary
	Previous	Current
	24-Mar-2016	28-Mar-2016	Change	Change %	Previous Week
Open	1.0388	1.0406	0.0018	0.2%	1.0455
High	1.0388	1.0406	0.0018	0.2%	1.0455
Low	1.0388	1.0406	0.0018	0.2%	1.0388
Close	1.0388	1.0406	0.0018	0.2%	1.0388
Range
ATR	0.0036	0.0034	-0.0001	-3.5%	0.0000
Volume

Daily Pivots for day following 28-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0406	1.0406	1.0406
R3	1.0406	1.0406	1.0406
R2	1.0406	1.0406	1.0406
R1	1.0406	1.0406	1.0406	1.0406
PP	1.0406	1.0406	1.0406	1.0406
S1	1.0406	1.0406	1.0406	1.0406
S2	1.0406	1.0406	1.0406
S3	1.0406	1.0406	1.0406
S4	1.0406	1.0406	1.0406

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0611	1.0567	1.0425
R3	1.0544	1.0500	1.0406
R2	1.0477	1.0477	1.0400
R1	1.0433	1.0433	1.0394	1.0422
PP	1.0410	1.0410	1.0410	1.0405
S1	1.0366	1.0366	1.0382	1.0355
S2	1.0343	1.0343	1.0376
S3	1.0276	1.0299	1.0370
S4	1.0209	1.0232	1.0351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0455	1.0388	0.0067	0.6%	0.0000	0.0%	27%	False	False
10	1.0498	1.0266	0.0232	2.2%	0.0002	0.0%	60%	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	1.0406
2.618	1.0406
1.618	1.0406
1.000	1.0406
0.618	1.0406
HIGH	1.0406
0.618	1.0406
0.500	1.0406
0.382	1.0406
LOW	1.0406
0.618	1.0406
1.000	1.0406
1.618	1.0406
2.618	1.0406
4.250	1.0406

Fisher Pivots for day following 28-Mar-2016
Pivot	1 day	3 day
R1	1.0406	1.0403
PP	1.0406	1.0400
S1	1.0406	1.0397

Download as Excel Spreadsheet

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

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