CME Swiss Franc Future March 2016

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	0.9765	0.9780	0.0015	0.2%	0.9865
High	0.9802	0.9813	0.0011	0.1%	0.9909
Low	0.9750	0.9768	0.0018	0.2%	0.9751
Close	0.9789	0.9793	0.0004	0.0%	0.9774
Range	0.0052	0.0045	-0.0007	-13.5%	0.0158
ATR	0.0074	0.0072	-0.0002	-2.8%	0.0000
Volume	1,605	1,487	-118	-7.4%	937

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9926	0.9905	0.9818
R3	0.9881	0.9860	0.9805
R2	0.9836	0.9836	0.9801
R1	0.9815	0.9815	0.9797	0.9826
PP	0.9791	0.9791	0.9791	0.9797
S1	0.9770	0.9770	0.9789	0.9781
S2	0.9746	0.9746	0.9785
S3	0.9701	0.9725	0.9781
S4	0.9656	0.9680	0.9768

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0285	1.0188	0.9861
R3	1.0127	1.0030	0.9817
R2	0.9969	0.9969	0.9803
R1	0.9872	0.9872	0.9788	0.9842
PP	0.9811	0.9811	0.9811	0.9796
S1	0.9714	0.9714	0.9760	0.9684
S2	0.9653	0.9653	0.9745
S3	0.9495	0.9556	0.9731
S4	0.9337	0.9398	0.9687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9909	0.9750	0.0159	1.6%	0.0064	0.6%	27%	False	False	785
10	0.9962	0.9750	0.0212	2.2%	0.0065	0.7%	20%	False	False	471
20	1.0208	0.9750	0.0458	4.7%	0.0069	0.7%	9%	False	False	315
40	1.0607	0.9750	0.0857	8.8%	0.0078	0.8%	5%	False	False	170
60	1.0607	0.9750	0.0857	8.8%	0.0078	0.8%	5%	False	False	116
80	1.0820	0.9750	0.1070	10.9%	0.0065	0.7%	4%	False	False	87
100	1.0820	0.9750	0.1070	10.9%	0.0055	0.6%	4%	False	False	69
120	1.1036	0.9750	0.1286	13.1%	0.0047	0.5%	3%	False	False	58

Crabel Price Patterns
NR	True
NR4	True
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0004
2.618	0.9931
1.618	0.9886
1.000	0.9858
0.618	0.9841
HIGH	0.9813
0.618	0.9796
0.500	0.9791
0.382	0.9785
LOW	0.9768
0.618	0.9740
1.000	0.9723
1.618	0.9695
2.618	0.9650
4.250	0.9577

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	0.9792	0.9793
PP	0.9791	0.9793
S1	0.9791	0.9793

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

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