CME Swiss Franc Future March 2016

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	1.0193	1.0351	0.0158	1.6%	1.0404
High	1.0264	1.0398	0.0134	1.3%	1.0430
Low	1.0193	1.0351	0.0158	1.6%	1.0255
Close	1.0193	1.0351	0.0158	1.6%	1.0258
Range	0.0071	0.0047	-0.0024	-33.8%	0.0175
ATR	0.0052	0.0063	0.0011	21.1%	0.0000
Volume

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0508	1.0476	1.0377
R3	1.0461	1.0429	1.0364
R2	1.0414	1.0414	1.0360
R1	1.0382	1.0382	1.0355	1.0375
PP	1.0367	1.0367	1.0367	1.0363
S1	1.0335	1.0335	1.0347	1.0328
S2	1.0320	1.0320	1.0342
S3	1.0273	1.0288	1.0338
S4	1.0226	1.0241	1.0325

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	1.0398	1.0193	0.0205	2.0%	0.0030	0.3%	77%	True	False
10	1.0522	1.0193	0.0329	3.2%	0.0029	0.3%	48%	False	False
20	1.0547	1.0193	0.0354	3.4%	0.0022	0.2%	45%	False	False
40	1.1036	1.0193	0.0843	8.1%	0.0014	0.1%	19%	False	False

Crabel Price Patterns
NR	True
NR4	False
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	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0598
2.618	1.0521
1.618	1.0474
1.000	1.0445
0.618	1.0427
HIGH	1.0398
0.618	1.0380
0.500	1.0375
0.382	1.0369
LOW	1.0351
0.618	1.0322
1.000	1.0304
1.618	1.0275
2.618	1.0228
4.250	1.0151

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	1.0375	1.0333
PP	1.0367	1.0314
S1	1.0359	1.0296

Download as Excel Spreadsheet

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

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