CME Swiss Franc Future March 2016

Trading Metrics calculated at close of trading on 05-Aug-2015

Day Change Summary
	Previous	Current
	04-Aug-2015	05-Aug-2015	Change	Change %	Previous Week
Open	1.0308	1.0297	-0.0011	-0.1%	1.0481
High	1.0308	1.0314	0.0006	0.1%	1.0547
Low	1.0308	1.0294	-0.0014	-0.1%	1.0403
Close	1.0308	1.0297	-0.0011	-0.1%	1.0426
Range	0.0000	0.0020	0.0020		0.0144
ATR	0.0060	0.0057	-0.0003	-4.8%	0.0000
Volume

Daily Pivots for day following 05-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0362	1.0349	1.0308
R3	1.0342	1.0329	1.0303
R2	1.0322	1.0322	1.0301
R1	1.0309	1.0309	1.0299	1.0307
PP	1.0302	1.0302	1.0302	1.0301
S1	1.0289	1.0289	1.0295	1.0287
S2	1.0282	1.0282	1.0293
S3	1.0262	1.0269	1.0292
S4	1.0242	1.0249	1.0286

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0891	1.0802	1.0505
R3	1.0747	1.0658	1.0466
R2	1.0603	1.0603	1.0452
R1	1.0514	1.0514	1.0439	1.0487
PP	1.0459	1.0459	1.0459	1.0445
S1	1.0370	1.0370	1.0413	1.0343
S2	1.0315	1.0315	1.0400
S3	1.0171	1.0226	1.0386
S4	1.0027	1.0082	1.0347

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0522	1.0294	0.0228	2.2%	0.0028	0.3%	1%	False	True
10	1.0547	1.0294	0.0253	2.5%	0.0028	0.3%	1%	False	True
20	1.0735	1.0294	0.0441	4.3%	0.0017	0.2%	1%	False	True
40	1.1036	1.0294	0.0742	7.2%	0.0010	0.1%	0%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0399
2.618	1.0366
1.618	1.0346
1.000	1.0334
0.618	1.0326
HIGH	1.0314
0.618	1.0306
0.500	1.0304
0.382	1.0302
LOW	1.0294
0.618	1.0282
1.000	1.0274
1.618	1.0262
2.618	1.0242
4.250	1.0209

Fisher Pivots for day following 05-Aug-2015
Pivot	1 day	3 day
R1	1.0304	1.0362
PP	1.0302	1.0340
S1	1.0299	1.0319

Download as Excel Spreadsheet

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

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