CME Swiss Franc Future December 2016

Trading Metrics calculated at close of trading on 07-Dec-2016

Day Change Summary
	Previous	Current
	06-Dec-2016	07-Dec-2016	Change	Change %	Previous Week
Open	0.9942	0.9910	-0.0032	-0.3%	0.9878
High	0.9956	0.9940	-0.0016	-0.2%	0.9973
Low	0.9891	0.9896	0.0005	0.1%	0.9809
Close	0.9899	0.9932	0.0033	0.3%	0.9899
Range	0.0065	0.0044	-0.0021	-32.3%	0.0164
ATR	0.0086	0.0083	-0.0003	-3.5%	0.0000
Volume	20,559	14,702	-5,857	-28.5%	135,261

Daily Pivots for day following 07-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0055	1.0037	0.9956
R3	1.0011	0.9993	0.9944
R2	0.9967	0.9967	0.9940
R1	0.9949	0.9949	0.9936	0.9958
PP	0.9923	0.9923	0.9923	0.9927
S1	0.9905	0.9905	0.9928	0.9914
S2	0.9879	0.9879	0.9924
S3	0.9835	0.9861	0.9920
S4	0.9791	0.9817	0.9908

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0386	1.0306	0.9989
R3	1.0222	1.0142	0.9944
R2	1.0058	1.0058	0.9929
R1	0.9978	0.9978	0.9914	1.0018
PP	0.9894	0.9894	0.9894	0.9914
S1	0.9814	0.9814	0.9884	0.9854
S2	0.9730	0.9730	0.9869
S3	0.9566	0.9650	0.9854
S4	0.9402	0.9486	0.9809

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9973	0.9813	0.0160	1.6%	0.0082	0.8%	74%	False	False	25,954
10	0.9973	0.9809	0.0164	1.7%	0.0083	0.8%	75%	False	False	26,388
20	1.0493	0.9809	0.0684	6.9%	0.0092	0.9%	18%	False	False	28,695
40	1.0493	0.9809	0.0684	6.9%	0.0077	0.8%	18%	False	False	25,444
60	1.0493	0.9809	0.0684	6.9%	0.0082	0.8%	18%	False	False	24,570
80	1.0556	0.9809	0.0747	7.5%	0.0081	0.8%	16%	False	False	18,728
100	1.0556	0.9809	0.0747	7.5%	0.0076	0.8%	16%	False	False	14,984
120	1.0578	0.9809	0.0769	7.7%	0.0070	0.7%	16%	False	False	12,488

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.0127
2.618	1.0055
1.618	1.0011
1.000	0.9984
0.618	0.9967
HIGH	0.9940
0.618	0.9923
0.500	0.9918
0.382	0.9913
LOW	0.9896
0.618	0.9869
1.000	0.9852
1.618	0.9825
2.618	0.9781
4.250	0.9709

Fisher Pivots for day following 07-Dec-2016
Pivot	1 day	3 day
R1	0.9927	0.9916
PP	0.9923	0.9900
S1	0.9918	0.9885

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

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