CME Swiss Franc Future March 2016

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	0.9879	0.9894	0.0015	0.2%	0.9980
High	0.9909	0.9903	-0.0006	-0.1%	1.0010
Low	0.9871	0.9805	-0.0066	-0.7%	0.9842
Close	0.9909	0.9843	-0.0066	-0.7%	0.9873
Range	0.0038	0.0098	0.0060	157.9%	0.0168
ATR	0.0073	0.0075	0.0002	3.1%	0.0000
Volume	170	531	361	212.4%	908

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0144	1.0092	0.9897
R3	1.0046	0.9994	0.9870
R2	0.9948	0.9948	0.9861
R1	0.9896	0.9896	0.9852	0.9873
PP	0.9850	0.9850	0.9850	0.9839
S1	0.9798	0.9798	0.9834	0.9775
S2	0.9752	0.9752	0.9825
S3	0.9654	0.9700	0.9816
S4	0.9556	0.9602	0.9789

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0412	1.0311	0.9965
R3	1.0244	1.0143	0.9919
R2	1.0076	1.0076	0.9904
R1	0.9975	0.9975	0.9888	0.9942
PP	0.9908	0.9908	0.9908	0.9892
S1	0.9807	0.9807	0.9858	0.9774
S2	0.9740	0.9740	0.9842
S3	0.9572	0.9639	0.9827
S4	0.9404	0.9471	0.9781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9933	0.9805	0.0128	1.3%	0.0061	0.6%	30%	False	True	220
10	1.0063	0.9805	0.0258	2.6%	0.0071	0.7%	15%	False	True	198
20	1.0216	0.9805	0.0411	4.2%	0.0069	0.7%	9%	False	True	159
40	1.0607	0.9805	0.0802	8.1%	0.0081	0.8%	5%	False	True	91
60	1.0607	0.9805	0.0802	8.1%	0.0078	0.8%	5%	False	True	62
80	1.0820	0.9805	0.1015	10.3%	0.0063	0.6%	4%	False	True	46
100	1.0820	0.9805	0.1015	10.3%	0.0054	0.5%	4%	False	True	37
120	1.1036	0.9805	0.1231	12.5%	0.0045	0.5%	3%	False	True	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.0320
2.618	1.0160
1.618	1.0062
1.000	1.0001
0.618	0.9964
HIGH	0.9903
0.618	0.9866
0.500	0.9854
0.382	0.9842
LOW	0.9805
0.618	0.9744
1.000	0.9707
1.618	0.9646
2.618	0.9548
4.250	0.9388

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	0.9854	0.9857
PP	0.9850	0.9852
S1	0.9847	0.9848

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

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