CME Swiss Franc Future June 2016

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Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary Previous Current 03-Dec-2015 04-Dec-2015 Change Change % Previous Week Open 0.9884 1.0130 0.0246 2.5% 0.9842 High 1.0214 1.0130 -0.0084 -0.8% 1.0214 Low 0.9884 1.0130 0.0246 2.5% 0.9842 Close 1.0214 1.0130 -0.0084 -0.8% 1.0130 Range 0.0330 0.0000 -0.0330 -100.0% 0.0372 ATR 0.0069 0.0071 0.0001 1.5% 0.0000 Volume 18 0 -18 -100.0% 18
Daily Pivots for day following 04-Dec-2015 Classic Woodie Camarilla DeMark R4 1.0130 1.0130 1.0130 R3 1.0130 1.0130 1.0130 R2 1.0130 1.0130 1.0130 R1 1.0130 1.0130 1.0130 1.0130 PP 1.0130 1.0130 1.0130 1.0130 S1 1.0130 1.0130 1.0130 1.0130 S2 1.0130 1.0130 1.0130 S3 1.0130 1.0130 1.0130 S4 1.0130 1.0130 1.0130	Weekly Pivots for week ending 04-Dec-2015 Classic Woodie Camarilla DeMark R4 1.1178 1.1026 1.0335 R3 1.0806 1.0654 1.0232 R2 1.0434 1.0434 1.0198 R1 1.0282 1.0282 1.0164 1.0358 PP 1.0062 1.0062 1.0062 1.0100 S1 0.9910 0.9910 1.0096 0.9986 S2 0.9690 0.9690 1.0062 S3 0.9318 0.9538 1.0028 S4 0.8946 0.9166 0.9925
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0214 0.9842 0.0372 3.7% 0.0066 0.7% 77% False False 3 10 1.0214 0.9825 0.0389 3.8% 0.0041 0.4% 78% False False 2 20 1.0214 0.9825 0.0389 3.8% 0.0046 0.5% 78% False False 2
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 False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0130 2.618 1.0130 1.618 1.0130 1.000 1.0130 0.618 1.0130 HIGH 1.0130 0.618 1.0130 0.500 1.0130 0.382 1.0130 LOW 1.0130 0.618 1.0130 1.000 1.0130 1.618 1.0130 2.618 1.0130 4.250 1.0130
Fisher Pivots for day following 04-Dec-2015 Pivot 1 day 3 day R1 1.0130 1.0103 PP 1.0130 1.0076 S1 1.0130 1.0049

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