CME Swiss Franc Future March 2016

Trading Metrics calculated at close of trading on 01-Jul-2015

Day Change Summary
	Previous	Current
	30-Jun-2015	01-Jul-2015	Change	Change %	Previous Week
Open	1.0818	1.0661	-0.0157	-1.5%	1.0983
High	1.0818	1.0661	-0.0157	-1.5%	1.0983
Low	1.0818	1.0661	-0.0157	-1.5%	1.0800
Close	1.0818	1.0661	-0.0157	-1.5%	1.0800
Range
ATR	0.0054	0.0061	0.0007	13.7%	0.0000
Volume

Daily Pivots for day following 01-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0661	1.0661	1.0661
R3	1.0661	1.0661	1.0661
R2	1.0661	1.0661	1.0661
R1	1.0661	1.0661	1.0661	1.0661
PP	1.0661	1.0661	1.0661	1.0661
S1	1.0661	1.0661	1.0661	1.0661
S2	1.0661	1.0661	1.0661
S3	1.0661	1.0661	1.0661
S4	1.0661	1.0661	1.0661

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1410	1.1288	1.0901
R3	1.1227	1.1105	1.0850
R2	1.1044	1.1044	1.0834
R1	1.0922	1.0922	1.0817	1.0892
PP	1.0861	1.0861	1.0861	1.0846
S1	1.0739	1.0739	1.0783	1.0709
S2	1.0678	1.0678	1.0766
S3	1.0495	1.0556	1.0750
S4	1.0312	1.0373	1.0699

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0930	1.0661	0.0269	2.5%	0.0000	0.0%	0%	False	True
10	1.1036	1.0661	0.0375	3.5%	0.0000	0.0%	0%	False	True

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	1.0661
2.618	1.0661
1.618	1.0661
1.000	1.0661
0.618	1.0661
HIGH	1.0661
0.618	1.0661
0.500	1.0661
0.382	1.0661
LOW	1.0661
0.618	1.0661
1.000	1.0661
1.618	1.0661
2.618	1.0661
4.250	1.0661

Fisher Pivots for day following 01-Jul-2015
Pivot	1 day	3 day
R1	1.0661	1.0796
PP	1.0661	1.0751
S1	1.0661	1.0706

Download as Excel Spreadsheet

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

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