CME Swiss Franc Future June 2016

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Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary Previous Current 18-Dec-2015 21-Dec-2015 Change Change % Previous Week Open 1.0125 1.0146 0.0021 0.2% 1.0298 High 1.0166 1.0175 0.0009 0.1% 1.0303 Low 1.0125 1.0146 0.0021 0.2% 1.0110 Close 1.0166 1.0175 0.0009 0.1% 1.0166 Range 0.0041 0.0029 -0.0012 -29.3% 0.0193 ATR 0.0072 0.0069 -0.0003 -4.3% 0.0000 Volume 3 3 0 0.0% 45
Daily Pivots for day following 21-Dec-2015 Classic Woodie Camarilla DeMark R4 1.0252 1.0243 1.0191 R3 1.0223 1.0214 1.0183 R2 1.0194 1.0194 1.0180 R1 1.0185 1.0185 1.0178 1.0190 PP 1.0165 1.0165 1.0165 1.0168 S1 1.0156 1.0156 1.0172 1.0161 S2 1.0136 1.0136 1.0170 S3 1.0107 1.0127 1.0167 S4 1.0078 1.0098 1.0159	Weekly Pivots for week ending 18-Dec-2015 Classic Woodie Camarilla DeMark R4 1.0772 1.0662 1.0272 R3 1.0579 1.0469 1.0219 R2 1.0386 1.0386 1.0201 R1 1.0276 1.0276 1.0184 1.0235 PP 1.0193 1.0193 1.0193 1.0172 S1 1.0083 1.0083 1.0148 1.0042 S2 1.0000 1.0000 1.0131 S3 0.9807 0.9890 1.0113 S4 0.9614 0.9697 1.0060
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0259 1.0110 0.0149 1.5% 0.0017 0.2% 44% False False 2 10 1.0303 1.0110 0.0193 1.9% 0.0024 0.2% 34% False False 10 20 1.0303 0.9825 0.0478 4.7% 0.0030 0.3% 73% False False 6
Crabel Price Patterns NR True NR4 False 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 0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0298 2.618 1.0251 1.618 1.0222 1.000 1.0204 0.618 1.0193 HIGH 1.0175 0.618 1.0164 0.500 1.0161 0.382 1.0157 LOW 1.0146 0.618 1.0128 1.000 1.0117 1.618 1.0099 2.618 1.0070 4.250 1.0023
Fisher Pivots for day following 21-Dec-2015 Pivot 1 day 3 day R1 1.0170 1.0164 PP 1.0165 1.0153 S1 1.0161 1.0143

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