CME Swiss Franc Future March 2016

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	1.0407	1.0431	0.0024	0.2%	1.0820
High	1.0490	1.0464	-0.0026	-0.2%	1.0820
Low	1.0406	1.0415	0.0009	0.1%	1.0406
Close	1.0462	1.0431	-0.0031	-0.3%	1.0462
Range	0.0084	0.0049	-0.0035	-41.7%	0.0414
ATR	0.0086	0.0083	-0.0003	-3.1%	0.0000
Volume	4	0	-4	-100.0%	4

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0584	1.0556	1.0458
R3	1.0535	1.0507	1.0444
R2	1.0486	1.0486	1.0440
R1	1.0458	1.0458	1.0435	1.0456
PP	1.0437	1.0437	1.0437	1.0435
S1	1.0409	1.0409	1.0427	1.0407
S2	1.0388	1.0388	1.0422
S3	1.0339	1.0360	1.0418
S4	1.0290	1.0311	1.0404

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1805	1.1547	1.0690
R3	1.1391	1.1133	1.0576
R2	1.0977	1.0977	1.0538
R1	1.0719	1.0719	1.0500	1.0641
PP	1.0563	1.0563	1.0563	1.0524
S1	1.0305	1.0305	1.0424	1.0227
S2	1.0149	1.0149	1.0386
S3	0.9735	0.9891	1.0348
S4	0.9321	0.9477	1.0234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0681	1.0406	0.0275	2.6%	0.0039	0.4%	9%	False	False
10	1.0820	1.0314	0.0506	4.9%	0.0020	0.2%	23%	False	False
20	1.0820	1.0193	0.0627	6.0%	0.0020	0.2%	38%	False	False
40	1.0820	1.0193	0.0627	6.0%	0.0019	0.2%	38%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0672
2.618	1.0592
1.618	1.0543
1.000	1.0513
0.618	1.0494
HIGH	1.0464
0.618	1.0445
0.500	1.0440
0.382	1.0434
LOW	1.0415
0.618	1.0385
1.000	1.0366
1.618	1.0336
2.618	1.0287
4.250	1.0207

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	1.0440	1.0448
PP	1.0437	1.0442
S1	1.0434	1.0437

Download as Excel Spreadsheet

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

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