CME Swiss Franc Future March 2016

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	1.0253	1.0193	-0.0060	-0.6%	1.0404
High	1.0253	1.0264	0.0011	0.1%	1.0430
Low	1.0249	1.0193	-0.0056	-0.5%	1.0255
Close	1.0253	1.0193	-0.0060	-0.6%	1.0258
Range	0.0004	0.0071	0.0067	1,675.0%	0.0175
ATR	0.0050	0.0052	0.0001	2.9%	0.0000
Volume

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0430	1.0382	1.0232
R3	1.0359	1.0311	1.0213
R2	1.0288	1.0288	1.0206
R1	1.0240	1.0240	1.0200	1.0229
PP	1.0217	1.0217	1.0217	1.0211
S1	1.0169	1.0169	1.0186	1.0158
S2	1.0146	1.0146	1.0180
S3	1.0075	1.0098	1.0173
S4	1.0004	1.0027	1.0154

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	1.0193	0.0121	1.2%	0.0024	0.2%	0%	False	True
10	1.0522	1.0193	0.0329	3.2%	0.0029	0.3%	0%	False	True
20	1.0608	1.0193	0.0415	4.1%	0.0020	0.2%	0%	False	True
40	1.1036	1.0193	0.0843	8.3%	0.0013	0.1%	0%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0566
2.618	1.0450
1.618	1.0379
1.000	1.0335
0.618	1.0308
HIGH	1.0264
0.618	1.0237
0.500	1.0229
0.382	1.0220
LOW	1.0193
0.618	1.0149
1.000	1.0122
1.618	1.0078
2.618	1.0007
4.250	0.9891

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	1.0229	1.0229
PP	1.0217	1.0217
S1	1.0205	1.0205

Download as Excel Spreadsheet

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

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