CME Swiss Franc Future March 2016

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	1.0321	1.0323	0.0002	0.0%	1.0253
High	1.0321	1.0342	0.0021	0.2%	1.0398
Low	1.0318	1.0323	0.0005	0.0%	1.0193
Close	1.0321	1.0323	0.0002	0.0%	1.0323
Range	0.0003	0.0019	0.0016	533.3%	0.0205
ATR	0.0061	0.0058	-0.0003	-4.7%	0.0000
Volume

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0386	1.0374	1.0333
R3	1.0367	1.0355	1.0328
R2	1.0348	1.0348	1.0326
R1	1.0336	1.0336	1.0325	1.0333
PP	1.0329	1.0329	1.0329	1.0328
S1	1.0317	1.0317	1.0321	1.0314
S2	1.0310	1.0310	1.0320
S3	1.0291	1.0298	1.0318
S4	1.0272	1.0279	1.0313

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0920	1.0826	1.0436
R3	1.0715	1.0621	1.0379
R2	1.0510	1.0510	1.0361
R1	1.0416	1.0416	1.0342	1.0463
PP	1.0305	1.0305	1.0305	1.0328
S1	1.0211	1.0211	1.0304	1.0258
S2	1.0100	1.0100	1.0285
S3	0.9895	1.0006	1.0267
S4	0.9690	0.9801	1.0210

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%	0.0029	0.3%	63%	False	False
10	1.0430	1.0193	0.0237	2.3%	0.0022	0.2%	55%	False	False
20	1.0547	1.0193	0.0354	3.4%	0.0023	0.2%	37%	False	False
40	1.1036	1.0193	0.0843	8.2%	0.0015	0.1%	15%	False	False

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0423
2.618	1.0392
1.618	1.0373
1.000	1.0361
0.618	1.0354
HIGH	1.0342
0.618	1.0335
0.500	1.0333
0.382	1.0330
LOW	1.0323
0.618	1.0311
1.000	1.0304
1.618	1.0292
2.618	1.0273
4.250	1.0242

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	1.0333	1.0358
PP	1.0329	1.0346
S1	1.0326	1.0335

Download as Excel Spreadsheet

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

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