CME Swiss Franc Future March 2016

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Trading Metrics calculated at close of trading on 07-Aug-2015
Day Change Summary Previous Current 06-Aug-2015 07-Aug-2015 Change Change % Previous Week Open 1.0281 1.0258 -0.0023 -0.2% 1.0404 High 1.0281 1.0258 -0.0023 -0.2% 1.0430 Low 1.0255 1.0258 0.0003 0.0% 1.0255 Close 1.0281 1.0258 -0.0023 -0.2% 1.0258 Range 0.0026 0.0000 -0.0026 -100.0% 0.0175 ATR 0.0056 0.0053 -0.0002 -4.2% 0.0000 Volume
Daily Pivots for day following 07-Aug-2015 Classic Woodie Camarilla DeMark R4 1.0258 1.0258 1.0258 R3 1.0258 1.0258 1.0258 R2 1.0258 1.0258 1.0258 R1 1.0258 1.0258 1.0258 1.0258 PP 1.0258 1.0258 1.0258 1.0258 S1 1.0258 1.0258 1.0258 1.0258 S2 1.0258 1.0258 1.0258 S3 1.0258 1.0258 1.0258 S4 1.0258 1.0258 1.0258	Weekly Pivots for week ending 07-Aug-2015 Classic Woodie Camarilla DeMark R4 1.0839 1.0724 1.0354 R3 1.0664 1.0549 1.0306 R2 1.0489 1.0489 1.0290 R1 1.0374 1.0374 1.0274 1.0344 PP 1.0314 1.0314 1.0314 1.0300 S1 1.0199 1.0199 1.0242 1.0169 S2 1.0139 1.0139 1.0226 S3 0.9964 1.0024 1.0210 S4 0.9789 0.9849 1.0162
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0430 1.0255 0.0175 1.7% 0.0014 0.1% 2% False False 10 1.0547 1.0255 0.0292 2.8% 0.0031 0.3% 1% False False 20 1.0732 1.0255 0.0477 4.7% 0.0018 0.2% 1% False False 40 1.1036 1.0255 0.0781 7.6% 0.0011 0.1% 0% False False
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0258 2.618 1.0258 1.618 1.0258 1.000 1.0258 0.618 1.0258 HIGH 1.0258 0.618 1.0258 0.500 1.0258 0.382 1.0258 LOW 1.0258 0.618 1.0258 1.000 1.0258 1.618 1.0258 2.618 1.0258 4.250 1.0258
Fisher Pivots for day following 07-Aug-2015 Pivot 1 day 3 day R1 1.0258 1.0285 PP 1.0258 1.0276 S1 1.0258 1.0267

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