CME Swiss Franc Future June 2017

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Trading Metrics calculated at close of trading on 23-Dec-2016
Day Change Summary Previous Current 22-Dec-2016 23-Dec-2016 Change Change % Previous Week Open 0.9860 0.9848 -0.0012 -0.1% 0.9850 High 0.9895 0.9872 -0.0023 -0.2% 0.9898 Low 0.9852 0.9840 -0.0012 -0.1% 0.9808 Close 0.9860 0.9847 -0.0013 -0.1% 0.9847 Range 0.0043 0.0032 -0.0011 -25.6% 0.0090 ATR 0.0061 0.0059 -0.0002 -3.4% 0.0000 Volume 0 4 4 25
Daily Pivots for day following 23-Dec-2016 Classic Woodie Camarilla DeMark R4 0.9949 0.9930 0.9865 R3 0.9917 0.9898 0.9856 R2 0.9885 0.9885 0.9853 R1 0.9866 0.9866 0.9850 0.9860 PP 0.9853 0.9853 0.9853 0.9850 S1 0.9834 0.9834 0.9844 0.9828 S2 0.9821 0.9821 0.9841 S3 0.9789 0.9802 0.9838 S4 0.9757 0.9770 0.9829	Weekly Pivots for week ending 23-Dec-2016 Classic Woodie Camarilla DeMark R4 1.0121 1.0074 0.9897 R3 1.0031 0.9984 0.9872 R2 0.9941 0.9941 0.9864 R1 0.9894 0.9894 0.9855 0.9873 PP 0.9851 0.9851 0.9851 0.9840 S1 0.9804 0.9804 0.9839 0.9783 S2 0.9761 0.9761 0.9831 S3 0.9671 0.9714 0.9822 S4 0.9581 0.9624 0.9798
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9898 0.9808 0.0090 0.9% 0.0048 0.5% 43% False False 5 10 1.0028 0.9808 0.0220 2.2% 0.0042 0.4% 18% False False 9
Crabel Price Patterns NR True NR4 True NR5 True 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 0.0008 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 1.0008 2.618 0.9956 1.618 0.9924 1.000 0.9904 0.618 0.9892 HIGH 0.9872 0.618 0.9860 0.500 0.9856 0.382 0.9852 LOW 0.9840 0.618 0.9820 1.000 0.9808 1.618 0.9788 2.618 0.9756 4.250 0.9704
Fisher Pivots for day following 23-Dec-2016 Pivot 1 day 3 day R1 0.9856 0.9863 PP 0.9853 0.9857 S1 0.9850 0.9852

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