CME Swiss Franc Future June 2017

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Trading Metrics calculated at close of trading on 04-Jan-2017
Day Change Summary Previous Current 03-Jan-2017 04-Jan-2017 Change Change % Previous Week Open 0.9892 0.9874 -0.0018 -0.2% 0.9840 High 0.9892 0.9900 0.0008 0.1% 1.0053 Low 0.9778 0.9819 0.0041 0.4% 0.9801 Close 0.9838 0.9874 0.0036 0.4% 0.9929 Range 0.0114 0.0081 -0.0033 -28.9% 0.0252 ATR 0.0072 0.0073 0.0001 0.9% 0.0000 Volume 52 0 -52 -100.0% 54
Daily Pivots for day following 04-Jan-2017 Classic Woodie Camarilla DeMark R4 1.0107 1.0072 0.9919 R3 1.0026 0.9991 0.9896 R2 0.9945 0.9945 0.9889 R1 0.9910 0.9910 0.9881 0.9915 PP 0.9864 0.9864 0.9864 0.9867 S1 0.9829 0.9829 0.9867 0.9834 S2 0.9783 0.9783 0.9859 S3 0.9702 0.9748 0.9852 S4 0.9621 0.9667 0.9829	Weekly Pivots for week ending 30-Dec-2016 Classic Woodie Camarilla DeMark R4 1.0684 1.0558 1.0068 R3 1.0432 1.0306 0.9998 R2 1.0180 1.0180 0.9975 R1 1.0054 1.0054 0.9952 1.0117 PP 0.9928 0.9928 0.9928 0.9959 S1 0.9802 0.9802 0.9906 0.9865 S2 0.9676 0.9676 0.9883 S3 0.9424 0.9550 0.9860 S4 0.9172 0.9298 0.9790
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0053 0.9778 0.0275 2.8% 0.0097 1.0% 35% False False 21 10 1.0053 0.9778 0.0275 2.8% 0.0069 0.7% 35% False False 11 20 1.0078 0.9778 0.0300 3.0% 0.0053 0.5% 32% False False 10
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 0.0022 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0244 2.618 1.0112 1.618 1.0031 1.000 0.9981 0.618 0.9950 HIGH 0.9900 0.618 0.9869 0.500 0.9860 0.382 0.9850 LOW 0.9819 0.618 0.9769 1.000 0.9738 1.618 0.9688 2.618 0.9607 4.250 0.9475
Fisher Pivots for day following 04-Jan-2017 Pivot 1 day 3 day R1 0.9869 0.9916 PP 0.9864 0.9902 S1 0.9860 0.9888

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