CME Swiss Franc Future June 2017

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Trading Metrics calculated at close of trading on 15-Dec-2016
Day Change Summary Previous Current 14-Dec-2016 15-Dec-2016 Change Change % Previous Week Open 1.0020 0.9825 -0.0195 -1.9% 1.0061 High 1.0028 0.9825 -0.0203 -2.0% 1.0078 Low 0.9915 0.9812 -0.0103 -1.0% 0.9921 Close 0.9933 0.9825 -0.0108 -1.1% 0.9945 Range 0.0113 0.0013 -0.0100 -88.5% 0.0157 ATR 0.0000 0.0065 0.0065 0.0000 Volume 36 0 -36 -100.0% 0
Daily Pivots for day following 15-Dec-2016 Classic Woodie Camarilla DeMark R4 0.9860 0.9855 0.9832 R3 0.9847 0.9842 0.9829 R2 0.9834 0.9834 0.9827 R1 0.9829 0.9829 0.9826 0.9832 PP 0.9821 0.9821 0.9821 0.9822 S1 0.9816 0.9816 0.9824 0.9819 S2 0.9808 0.9808 0.9823 S3 0.9795 0.9803 0.9821 S4 0.9782 0.9790 0.9818	Weekly Pivots for week ending 09-Dec-2016 Classic Woodie Camarilla DeMark R4 1.0452 1.0356 1.0031 R3 1.0295 1.0199 0.9988 R2 1.0138 1.0138 0.9974 R1 1.0042 1.0042 0.9959 1.0012 PP 0.9981 0.9981 0.9981 0.9966 S1 0.9885 0.9885 0.9931 0.9855 S2 0.9824 0.9824 0.9916 S3 0.9667 0.9728 0.9902 S4 0.9510 0.9571 0.9859
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0028 0.9812 0.0216 2.2% 0.0033 0.3% 6% False True 12 10 1.0078 0.9812 0.0266 2.7% 0.0041 0.4% 5% False True 6
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 0.0002 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.9880 2.618 0.9859 1.618 0.9846 1.000 0.9838 0.618 0.9833 HIGH 0.9825 0.618 0.9820 0.500 0.9819 0.382 0.9817 LOW 0.9812 0.618 0.9804 1.000 0.9799 1.618 0.9791 2.618 0.9778 4.250 0.9757
Fisher Pivots for day following 15-Dec-2016 Pivot 1 day 3 day R1 0.9823 0.9920 PP 0.9821 0.9888 S1 0.9819 0.9857

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