CME Swiss Franc Future June 2017

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Trading Metrics calculated at close of trading on 09-Jan-2017
Day Change Summary Previous Current 06-Jan-2017 09-Jan-2017 Change Change % Previous Week Open 0.9994 0.9918 -0.0076 -0.8% 0.9892 High 0.9999 0.9954 -0.0045 -0.5% 1.0007 Low 0.9915 0.9903 -0.0012 -0.1% 0.9778 Close 0.9919 0.9954 0.0035 0.4% 0.9919 Range 0.0084 0.0051 -0.0033 -39.3% 0.0229 ATR 0.0077 0.0076 -0.0002 -2.4% 0.0000 Volume 39 10 -29 -74.4% 95
Daily Pivots for day following 09-Jan-2017 Classic Woodie Camarilla DeMark R4 1.0090 1.0073 0.9982 R3 1.0039 1.0022 0.9968 R2 0.9988 0.9988 0.9963 R1 0.9971 0.9971 0.9959 0.9980 PP 0.9937 0.9937 0.9937 0.9941 S1 0.9920 0.9920 0.9949 0.9929 S2 0.9886 0.9886 0.9945 S3 0.9835 0.9869 0.9940 S4 0.9784 0.9818 0.9926	Weekly Pivots for week ending 06-Jan-2017 Classic Woodie Camarilla DeMark R4 1.0588 1.0483 1.0045 R3 1.0359 1.0254 0.9982 R2 1.0130 1.0130 0.9961 R1 1.0025 1.0025 0.9940 1.0078 PP 0.9901 0.9901 0.9901 0.9928 S1 0.9796 0.9796 0.9898 0.9849 S2 0.9672 0.9672 0.9877 S3 0.9443 0.9567 0.9856 S4 0.9214 0.9338 0.9793
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0007 0.9778 0.0229 2.3% 0.0076 0.8% 77% False False 21 10 1.0053 0.9778 0.0275 2.8% 0.0072 0.7% 64% False False 16 20 1.0053 0.9778 0.0275 2.8% 0.0056 0.6% 64% False False 12
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 0.0019 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0171 2.618 1.0088 1.618 1.0037 1.000 1.0005 0.618 0.9986 HIGH 0.9954 0.618 0.9935 0.500 0.9929 0.382 0.9922 LOW 0.9903 0.618 0.9871 1.000 0.9852 1.618 0.9820 2.618 0.9769 4.250 0.9686
Fisher Pivots for day following 09-Jan-2017 Pivot 1 day 3 day R1 0.9946 0.9955 PP 0.9937 0.9955 S1 0.9929 0.9954

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