CME Swiss Franc Future December 2016

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Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary Previous Current 31-May-2016 01-Jun-2016 Change Change % Previous Week Open 1.0160 1.0215 0.0055 0.5% 1.0211 High 1.0160 1.0215 0.0055 0.5% 1.0211 Low 1.0160 1.0215 0.0055 0.5% 1.0178 Close 1.0160 1.0215 0.0055 0.5% 1.0186 Range ATR 0.0033 0.0035 0.0002 4.8% 0.0000 Volume
Daily Pivots for day following 01-Jun-2016 Classic Woodie Camarilla DeMark R4 1.0215 1.0215 1.0215 R3 1.0215 1.0215 1.0215 R2 1.0215 1.0215 1.0215 R1 1.0215 1.0215 1.0215 1.0215 PP 1.0215 1.0215 1.0215 1.0215 S1 1.0215 1.0215 1.0215 1.0215 S2 1.0215 1.0215 1.0215 S3 1.0215 1.0215 1.0215 S4 1.0215 1.0215 1.0215	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 1.0215 1.0160 0.0055 0.5% 0.0000 0.0% 100% True False 10 1.0244 1.0160 0.0084 0.8% 0.0000 0.0% 65% False False 20 1.0576 1.0160 0.0416 4.1% 0.0004 0.0% 13% False False 40 1.0618 1.0160 0.0458 4.5% 0.0005 0.1% 12% False False 60 1.0618 1.0160 0.0458 4.5% 0.0004 0.0% 12% 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 1.0215 2.618 1.0215 1.618 1.0215 1.000 1.0215 0.618 1.0215 HIGH 1.0215 0.618 1.0215 0.500 1.0215 0.382 1.0215 LOW 1.0215 0.618 1.0215 1.000 1.0215 1.618 1.0215 2.618 1.0215 4.250 1.0215
Fisher Pivots for day following 01-Jun-2016 Pivot 1 day 3 day R1 1.0215 1.0206 PP 1.0215 1.0197 S1 1.0215 1.0188

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