CME Swiss Franc Future March 2016

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Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary Previous Current 21-Aug-2015 24-Aug-2015 Change Change % Previous Week Open 1.0631 1.0820 0.0189 1.8% 1.0317 High 1.0631 1.0820 0.0189 1.8% 1.0631 Low 1.0631 1.0820 0.0189 1.8% 1.0313 Close 1.0631 1.0820 0.0189 1.8% 1.0631 Range ATR 0.0062 0.0071 0.0009 14.6% 0.0000 Volume
Daily Pivots for day following 24-Aug-2015 Classic Woodie Camarilla DeMark R4 1.0820 1.0820 1.0820 R3 1.0820 1.0820 1.0820 R2 1.0820 1.0820 1.0820 R1 1.0820 1.0820 1.0820 1.0820 PP 1.0820 1.0820 1.0820 1.0820 S1 1.0820 1.0820 1.0820 1.0820 S2 1.0820 1.0820 1.0820 S3 1.0820 1.0820 1.0820 S4 1.0820 1.0820 1.0820	Weekly Pivots for week ending 21-Aug-2015 Classic Woodie Camarilla DeMark R4 1.1479 1.1373 1.0806 R3 1.1161 1.1055 1.0718 R2 1.0843 1.0843 1.0689 R1 1.0737 1.0737 1.0660 1.0790 PP 1.0525 1.0525 1.0525 1.0552 S1 1.0419 1.0419 1.0602 1.0472 S2 1.0207 1.0207 1.0573 S3 0.9889 1.0101 1.0544 S4 0.9571 0.9783 1.0456
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0820 1.0314 0.0506 4.7% 0.0001 0.0% 100% True False 10 1.0820 1.0193 0.0627 5.8% 0.0015 0.1% 100% True False 20 1.0820 1.0193 0.0627 5.8% 0.0020 0.2% 100% True False 40 1.0930 1.0193 0.0737 6.8% 0.0015 0.1% 85% False False
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 1.0820 2.618 1.0820 1.618 1.0820 1.000 1.0820 0.618 1.0820 HIGH 1.0820 0.618 1.0820 0.500 1.0820 0.382 1.0820 LOW 1.0820 0.618 1.0820 1.000 1.0820 1.618 1.0820 2.618 1.0820 4.250 1.0820
Fisher Pivots for day following 24-Aug-2015 Pivot 1 day 3 day R1 1.0820 1.0764 PP 1.0820 1.0707 S1 1.0820 1.0651

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