CME Swiss Franc Future December 2016

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Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary Previous Current 27-May-2016 31-May-2016 Change Change % Previous Week Open 1.0186 1.0160 -0.0026 -0.3% 1.0211 High 1.0186 1.0160 -0.0026 -0.3% 1.0211 Low 1.0186 1.0160 -0.0026 -0.3% 1.0178 Close 1.0186 1.0160 -0.0026 -0.3% 1.0186 Range ATR 0.0033 0.0033 -0.0001 -1.6% 0.0000 Volume
Daily Pivots for day following 31-May-2016 Classic Woodie Camarilla DeMark R4 1.0160 1.0160 1.0160 R3 1.0160 1.0160 1.0160 R2 1.0160 1.0160 1.0160 R1 1.0160 1.0160 1.0160 1.0160 PP 1.0160 1.0160 1.0160 1.0160 S1 1.0160 1.0160 1.0160 1.0160 S2 1.0160 1.0160 1.0160 S3 1.0160 1.0160 1.0160 S4 1.0160 1.0160 1.0160	Weekly Pivots for week ending 27-May-2016 Classic Woodie Camarilla DeMark R4 1.0291 1.0271 1.0204 R3 1.0258 1.0238 1.0195 R2 1.0225 1.0225 1.0192 R1 1.0205 1.0205 1.0189 1.0199 PP 1.0192 1.0192 1.0192 1.0188 S1 1.0172 1.0172 1.0183 1.0166 S2 1.0159 1.0159 1.0180 S3 1.0126 1.0139 1.0177 S4 1.0093 1.0106 1.0168
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0208 1.0160 0.0048 0.5% 0.0000 0.0% 0% False True 10 1.0313 1.0160 0.0153 1.5% 0.0000 0.0% 0% False True 20 1.0599 1.0160 0.0439 4.3% 0.0004 0.0% 0% False True 40 1.0618 1.0160 0.0458 4.5% 0.0005 0.1% 0% False True 60 1.0618 1.0160 0.0458 4.5% 0.0004 0.0% 0% False True
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 True Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.0160 2.618 1.0160 1.618 1.0160 1.000 1.0160 0.618 1.0160 HIGH 1.0160 0.618 1.0160 0.500 1.0160 0.382 1.0160 LOW 1.0160 0.618 1.0160 1.000 1.0160 1.618 1.0160 2.618 1.0160 4.250 1.0160
Fisher Pivots for day following 31-May-2016 Pivot 1 day 3 day R1 1.0160 1.0184 PP 1.0160 1.0176 S1 1.0160 1.0168

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