CME Swiss Franc Future December 2016

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Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary Previous Current 20-May-2016 23-May-2016 Change Change % Previous Week Open 1.0199 1.0211 0.0012 0.1% 1.0331 High 1.0199 1.0211 0.0012 0.1% 1.0331 Low 1.0199 1.0211 0.0012 0.1% 1.0199 Close 1.0199 1.0211 0.0012 0.1% 1.0199 Range ATR 0.0040 0.0038 -0.0002 -5.0% 0.0000 Volume
Daily Pivots for day following 23-May-2016 Classic Woodie Camarilla DeMark R4 1.0211 1.0211 1.0211 R3 1.0211 1.0211 1.0211 R2 1.0211 1.0211 1.0211 R1 1.0211 1.0211 1.0211 1.0211 PP 1.0211 1.0211 1.0211 1.0211 S1 1.0211 1.0211 1.0211 1.0211 S2 1.0211 1.0211 1.0211 S3 1.0211 1.0211 1.0211 S4 1.0211 1.0211 1.0211	Weekly Pivots for week ending 20-May-2016 Classic Woodie Camarilla DeMark R4 1.0639 1.0551 1.0272 R3 1.0507 1.0419 1.0235 R2 1.0375 1.0375 1.0223 R1 1.0287 1.0287 1.0211 1.0265 PP 1.0243 1.0243 1.0243 1.0232 S1 1.0155 1.0155 1.0187 1.0133 S2 1.0111 1.0111 1.0175 S3 0.9979 1.0023 1.0163 S4 0.9847 0.9891 1.0126
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0313 1.0199 0.0114 1.1% 0.0000 0.0% 11% False False 10 1.0411 1.0199 0.0212 2.1% 0.0000 0.0% 6% False False 20 1.0599 1.0199 0.0400 3.9% 0.0004 0.0% 3% False False 40 1.0618 1.0199 0.0419 4.1% 0.0005 0.1% 3% 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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.0211 2.618 1.0211 1.618 1.0211 1.000 1.0211 0.618 1.0211 HIGH 1.0211 0.618 1.0211 0.500 1.0211 0.382 1.0211 LOW 1.0211 0.618 1.0211 1.000 1.0211 1.618 1.0211 2.618 1.0211 4.250 1.0211
Fisher Pivots for day following 23-May-2016 Pivot 1 day 3 day R1 1.0211 1.0209 PP 1.0211 1.0207 S1 1.0211 1.0205

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