CME Swiss Franc Future March 2016

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Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary Previous Current 29-Jul-2015 30-Jul-2015 Change Change % Previous Week Open 1.0446 1.0403 -0.0043 -0.4% 1.0472 High 1.0488 1.0403 -0.0085 -0.8% 1.0541 Low 1.0437 1.0403 -0.0034 -0.3% 1.0472 Close 1.0446 1.0403 -0.0043 -0.4% 1.0488 Range 0.0051 0.0000 -0.0051 -100.0% 0.0069 ATR 0.0056 0.0055 -0.0001 -1.6% 0.0000 Volume
Daily Pivots for day following 30-Jul-2015 Classic Woodie Camarilla DeMark R4 1.0403 1.0403 1.0403 R3 1.0403 1.0403 1.0403 R2 1.0403 1.0403 1.0403 R1 1.0403 1.0403 1.0403 1.0403 PP 1.0403 1.0403 1.0403 1.0403 S1 1.0403 1.0403 1.0403 1.0403 S2 1.0403 1.0403 1.0403 S3 1.0403 1.0403 1.0403 S4 1.0403 1.0403 1.0403	Weekly Pivots for week ending 24-Jul-2015 Classic Woodie Camarilla DeMark R4 1.0707 1.0667 1.0526 R3 1.0638 1.0598 1.0507 R2 1.0569 1.0569 1.0501 R1 1.0529 1.0529 1.0494 1.0549 PP 1.0500 1.0500 1.0500 1.0511 S1 1.0460 1.0460 1.0482 1.0480 S2 1.0431 1.0431 1.0475 S3 1.0362 1.0391 1.0469 S4 1.0293 1.0322 1.0450
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0547 1.0403 0.0144 1.4% 0.0028 0.3% 0% False True 10 1.0547 1.0403 0.0144 1.4% 0.0014 0.1% 0% False True 20 1.0737 1.0403 0.0334 3.2% 0.0014 0.1% 0% False True
Crabel Price Patterns NR True NR4 True 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 0.0001 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.0403 2.618 1.0403 1.618 1.0403 1.000 1.0403 0.618 1.0403 HIGH 1.0403 0.618 1.0403 0.500 1.0403 0.382 1.0403 LOW 1.0403 0.618 1.0403 1.000 1.0403 1.618 1.0403 2.618 1.0403 4.250 1.0403
Fisher Pivots for day following 30-Jul-2015 Pivot 1 day 3 day R1 1.0403 1.0446 PP 1.0403 1.0431 S1 1.0403 1.0417

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