CME Swiss Franc Future December 2016

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Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary Previous Current 03-Jun-2016 06-Jun-2016 Change Change % Previous Week Open 1.0252 1.0417 0.0165 1.6% 1.0160 High 1.0339 1.0417 0.0078 0.8% 1.0339 Low 1.0252 1.0417 0.0165 1.6% 1.0160 Close 1.0339 1.0417 0.0078 0.8% 1.0339 Range 0.0087 0.0000 -0.0087 -100.0% 0.0179 ATR 0.0041 0.0044 0.0003 6.4% 0.0000 Volume 1 8 7 700.0% 1
Daily Pivots for day following 06-Jun-2016 Classic Woodie Camarilla DeMark R4 1.0417 1.0417 1.0417 R3 1.0417 1.0417 1.0417 R2 1.0417 1.0417 1.0417 R1 1.0417 1.0417 1.0417 1.0417 PP 1.0417 1.0417 1.0417 1.0417 S1 1.0417 1.0417 1.0417 1.0417 S2 1.0417 1.0417 1.0417 S3 1.0417 1.0417 1.0417 S4 1.0417 1.0417 1.0417	Weekly Pivots for week ending 03-Jun-2016 Classic Woodie Camarilla DeMark R4 1.0816 1.0757 1.0437 R3 1.0637 1.0578 1.0388 R2 1.0458 1.0458 1.0372 R1 1.0399 1.0399 1.0355 1.0429 PP 1.0279 1.0279 1.0279 1.0294 S1 1.0220 1.0220 1.0323 1.0250 S2 1.0100 1.0100 1.0306 S3 0.9921 1.0041 1.0290 S4 0.9742 0.9862 1.0241
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0417 1.0160 0.0257 2.5% 0.0017 0.2% 100% True False 1 10 1.0417 1.0160 0.0257 2.5% 0.0009 0.1% 100% True False 20 1.0467 1.0160 0.0307 2.9% 0.0007 0.1% 84% False False 40 1.0615 1.0160 0.0455 4.4% 0.0008 0.1% 56% False False 60 1.0618 1.0160 0.0458 4.4% 0.0005 0.1% 56% False False
Crabel Price Patterns NR True 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 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0417 2.618 1.0417 1.618 1.0417 1.000 1.0417 0.618 1.0417 HIGH 1.0417 0.618 1.0417 0.500 1.0417 0.382 1.0417 LOW 1.0417 0.618 1.0417 1.000 1.0417 1.618 1.0417 2.618 1.0417 4.250 1.0417
Fisher Pivots for day following 06-Jun-2016 Pivot 1 day 3 day R1 1.0417 1.0380 PP 1.0417 1.0343 S1 1.0417 1.0307

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