CME Swiss Franc Future March 2016

Trading Metrics calculated at close of trading on 10-Aug-2015

Day Change Summary
	Previous	Current
	07-Aug-2015	10-Aug-2015	Change	Change %	Previous Week
Open	1.0258	1.0253	-0.0005	0.0%	1.0404
High	1.0258	1.0253	-0.0005	0.0%	1.0430
Low	1.0258	1.0249	-0.0009	-0.1%	1.0255
Close	1.0258	1.0253	-0.0005	0.0%	1.0258
Range	0.0000	0.0004	0.0004		0.0175
ATR	0.0053	0.0050	-0.0003	-5.9%	0.0000
Volume

Daily Pivots for day following 10-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0264	1.0262	1.0255
R3	1.0260	1.0258	1.0254
R2	1.0256	1.0256	1.0254
R1	1.0254	1.0254	1.0253	1.0255
PP	1.0252	1.0252	1.0252	1.0252
S1	1.0250	1.0250	1.0253	1.0251
S2	1.0248	1.0248	1.0252
S3	1.0244	1.0246	1.0252
S4	1.0240	1.0242	1.0251

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	1.0314	1.0249	0.0065	0.6%	0.0010	0.1%	6%	False	True
10	1.0522	1.0249	0.0273	2.7%	0.0025	0.2%	1%	False	True
20	1.0732	1.0249	0.0483	4.7%	0.0018	0.2%	1%	False	True
40	1.1036	1.0249	0.0787	7.7%	0.0011	0.1%	1%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
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	1.0270
2.618	1.0263
1.618	1.0259
1.000	1.0257
0.618	1.0255
HIGH	1.0253
0.618	1.0251
0.500	1.0251
0.382	1.0251
LOW	1.0249
0.618	1.0247
1.000	1.0245
1.618	1.0243
2.618	1.0239
4.250	1.0232

Fisher Pivots for day following 10-Aug-2015
Pivot	1 day	3 day
R1	1.0252	1.0265
PP	1.0252	1.0261
S1	1.0251	1.0257

Download as Excel Spreadsheet

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

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