CME Swiss Franc Future March 2016

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	0.9780	0.9801	0.0021	0.2%	0.9865
High	0.9813	0.9880	0.0067	0.7%	0.9909
Low	0.9768	0.9762	-0.0006	-0.1%	0.9751
Close	0.9793	0.9872	0.0079	0.8%	0.9774
Range	0.0045	0.0118	0.0073	162.2%	0.0158
ATR	0.0072	0.0076	0.0003	4.5%	0.0000
Volume	1,487	4,162	2,675	179.9%	937

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0192	1.0150	0.9937
R3	1.0074	1.0032	0.9904
R2	0.9956	0.9956	0.9894
R1	0.9914	0.9914	0.9883	0.9935
PP	0.9838	0.9838	0.9838	0.9849
S1	0.9796	0.9796	0.9861	0.9817
S2	0.9720	0.9720	0.9850
S3	0.9602	0.9678	0.9840
S4	0.9484	0.9560	0.9807

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	0.9903	0.9750	0.0153	1.5%	0.0080	0.8%	80%	False	False	1,583
10	0.9933	0.9750	0.0183	1.9%	0.0069	0.7%	67%	False	False	876
20	1.0165	0.9750	0.0415	4.2%	0.0071	0.7%	29%	False	False	521
40	1.0607	0.9750	0.0857	8.7%	0.0078	0.8%	14%	False	False	273
60	1.0607	0.9750	0.0857	8.7%	0.0080	0.8%	14%	False	False	185
80	1.0820	0.9750	0.1070	10.8%	0.0066	0.7%	11%	False	False	139
100	1.0820	0.9750	0.1070	10.8%	0.0057	0.6%	11%	False	False	111
120	1.1036	0.9750	0.1286	13.0%	0.0048	0.5%	9%	False	False	92

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.0382
2.618	1.0189
1.618	1.0071
1.000	0.9998
0.618	0.9953
HIGH	0.9880
0.618	0.9835
0.500	0.9821
0.382	0.9807
LOW	0.9762
0.618	0.9689
1.000	0.9644
1.618	0.9571
2.618	0.9453
4.250	0.9261

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	0.9855	0.9853
PP	0.9838	0.9834
S1	0.9821	0.9815

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

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