CME Swiss Franc Future March 2016

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	1.0814	1.0833	0.0019	0.2%	1.0874
High	1.0814	1.0833	0.0019	0.2%	1.1036
Low	1.0814	1.0833	0.0019	0.2%	1.0863
Close	1.0814	1.0833	0.0019	0.2%	1.1036
Range
ATR
Volume

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0833	1.0833	1.0833
R3	1.0833	1.0833	1.0833
R2	1.0833	1.0833	1.0833
R1	1.0833	1.0833	1.0833	1.0833
PP	1.0833	1.0833	1.0833	1.0833
S1	1.0833	1.0833	1.0833	1.0833
S2	1.0833	1.0833	1.0833
S3	1.0833	1.0833	1.0833
S4	1.0833	1.0833	1.0833

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1497	1.1440	1.1131
R3	1.1324	1.1267	1.1084
R2	1.1151	1.1151	1.1068
R1	1.1094	1.1094	1.1052	1.1123
PP	1.0978	1.0978	1.0978	1.0993
S1	1.0921	1.0921	1.1020	1.0950
S2	1.0805	1.0805	1.1004
S3	1.0632	1.0748	1.0988
S4	1.0459	1.0575	1.0941

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1036	1.0814	0.0222	2.0%	0.0000	0.0%	9%	False	False
10	1.1036	1.0814	0.0222	2.0%	0.0000	0.0%	9%	False	False

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.0833
2.618	1.0833
1.618	1.0833
1.000	1.0833
0.618	1.0833
HIGH	1.0833
0.618	1.0833
0.500	1.0833
0.382	1.0833
LOW	1.0833
0.618	1.0833
1.000	1.0833
1.618	1.0833
2.618	1.0833
4.250	1.0833

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	1.0833	1.0899
PP	1.0833	1.0877
S1	1.0833	1.0855

Download as Excel Spreadsheet

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

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