CME Swiss Franc Future March 2016

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	1.0077	1.0043	-0.0034	-0.3%	0.9765
High	1.0080	1.0129	0.0049	0.5%	1.0172
Low	1.0018	1.0038	0.0020	0.2%	0.9750
Close	1.0053	1.0120	0.0067	0.7%	1.0083
Range	0.0062	0.0091	0.0029	46.8%	0.0422
ATR	0.0098	0.0098	-0.0001	-0.5%	0.0000
Volume	12,088	12,772	684	5.7%	14,462

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0369	1.0335	1.0170
R3	1.0278	1.0244	1.0145
R2	1.0187	1.0187	1.0137
R1	1.0153	1.0153	1.0128	1.0170
PP	1.0096	1.0096	1.0096	1.0104
S1	1.0062	1.0062	1.0112	1.0079
S2	1.0005	1.0005	1.0103
S3	0.9914	0.9971	1.0095
S4	0.9823	0.9880	1.0070

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1268	1.1097	1.0315
R3	1.0846	1.0675	1.0199
R2	1.0424	1.0424	1.0160
R1	1.0253	1.0253	1.0122	1.0339
PP	1.0002	1.0002	1.0002	1.0044
S1	0.9831	0.9831	1.0044	0.9917
S2	0.9580	0.9580	1.0006
S3	0.9158	0.9409	0.9967
S4	0.8736	0.8987	0.9851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0172	0.9762	0.0410	4.1%	0.0152	1.5%	87%	False	False	7,246
10	1.0172	0.9750	0.0422	4.2%	0.0108	1.1%	88%	False	False	4,015
20	1.0172	0.9750	0.0422	4.2%	0.0088	0.9%	88%	False	False	2,088
40	1.0607	0.9750	0.0857	8.5%	0.0086	0.8%	43%	False	False	1,073
60	1.0607	0.9750	0.0857	8.5%	0.0088	0.9%	43%	False	False	719
80	1.0820	0.9750	0.1070	10.6%	0.0072	0.7%	35%	False	False	540
100	1.0820	0.9750	0.1070	10.6%	0.0063	0.6%	35%	False	False	432
120	1.1036	0.9750	0.1286	12.7%	0.0053	0.5%	29%	False	False	360

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0516
2.618	1.0367
1.618	1.0276
1.000	1.0220
0.618	1.0185
HIGH	1.0129
0.618	1.0094
0.500	1.0084
0.382	1.0073
LOW	1.0038
0.618	0.9982
1.000	0.9947
1.618	0.9891
2.618	0.9800
4.250	0.9651

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	1.0108	1.0104
PP	1.0096	1.0088
S1	1.0084	1.0073

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

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