CME Swiss Franc Future June 2016

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Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary Previous Current 27-Nov-2015 30-Nov-2015 Change Change % Previous Week Open 0.9850 0.9842 -0.0008 -0.1% 0.9920 High 0.9851 0.9842 -0.0009 -0.1% 0.9961 Low 0.9825 0.9842 0.0017 0.2% 0.9825 Close 0.9825 0.9842 0.0017 0.2% 0.9825 Range 0.0026 0.0000 -0.0026 -100.0% 0.0136 ATR 0.0053 0.0050 -0.0003 -4.9% 0.0000 Volume 2 0 -2 -100.0% 2
Daily Pivots for day following 30-Nov-2015 Classic Woodie Camarilla DeMark R4 0.9842 0.9842 0.9842 R3 0.9842 0.9842 0.9842 R2 0.9842 0.9842 0.9842 R1 0.9842 0.9842 0.9842 0.9842 PP 0.9842 0.9842 0.9842 0.9842 S1 0.9842 0.9842 0.9842 0.9842 S2 0.9842 0.9842 0.9842 S3 0.9842 0.9842 0.9842 S4 0.9842 0.9842 0.9842	Weekly Pivots for week ending 27-Nov-2015 Classic Woodie Camarilla DeMark R4 1.0278 1.0188 0.9900 R3 1.0142 1.0052 0.9862 R2 1.0006 1.0006 0.9850 R1 0.9916 0.9916 0.9837 0.9893 PP 0.9870 0.9870 0.9870 0.9859 S1 0.9780 0.9780 0.9813 0.9757 S2 0.9734 0.9734 0.9800 S3 0.9598 0.9644 0.9788 S4 0.9462 0.9508 0.9750
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9961 0.9825 0.0136 1.4% 0.0005 0.1% 13% False False 10 1.0055 0.9825 0.0230 2.3% 0.0029 0.3% 7% False False 2 20 1.0247 0.9825 0.0422 4.3% 0.0037 0.4% 4% False False 1
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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0004 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9842 2.618 0.9842 1.618 0.9842 1.000 0.9842 0.618 0.9842 HIGH 0.9842 0.618 0.9842 0.500 0.9842 0.382 0.9842 LOW 0.9842 0.618 0.9842 1.000 0.9842 1.618 0.9842 2.618 0.9842 4.250 0.9842
Fisher Pivots for day following 30-Nov-2015 Pivot 1 day 3 day R1 0.9842 0.9861 PP 0.9842 0.9854 S1 0.9842 0.9848

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