CME Swiss Franc Future June 2016

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Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary Previous Current 19-Jan-2016 20-Jan-2016 Change Change % Previous Week Open 1.0010 1.0019 0.0009 0.1% 1.0140 High 1.0045 1.0036 -0.0009 -0.1% 1.0140 Low 0.9996 1.0010 0.0014 0.1% 0.9988 Close 1.0045 1.0019 -0.0026 -0.3% 1.0047 Range 0.0049 0.0026 -0.0023 -46.9% 0.0152 ATR 0.0062 0.0060 -0.0002 -3.1% 0.0000 Volume 56 24 -32 -57.1% 90
Daily Pivots for day following 20-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0100 1.0085 1.0033 R3 1.0074 1.0059 1.0026 R2 1.0048 1.0048 1.0024 R1 1.0033 1.0033 1.0021 1.0032 PP 1.0022 1.0022 1.0022 1.0021 S1 1.0007 1.0007 1.0017 1.0006 S2 0.9996 0.9996 1.0014 S3 0.9970 0.9981 1.0012 S4 0.9944 0.9955 1.0005	Weekly Pivots for week ending 15-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0514 1.0433 1.0131 R3 1.0362 1.0281 1.0089 R2 1.0210 1.0210 1.0075 R1 1.0129 1.0129 1.0061 1.0094 PP 1.0058 1.0058 1.0058 1.0041 S1 0.9977 0.9977 1.0033 0.9942 S2 0.9906 0.9906 1.0019 S3 0.9754 0.9825 1.0005 S4 0.9602 0.9673 0.9963
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0100 0.9988 0.0112 1.1% 0.0033 0.3% 28% False False 26 10 1.0144 0.9978 0.0166 1.7% 0.0043 0.4% 25% False False 25 20 1.0216 0.9959 0.0257 2.6% 0.0041 0.4% 23% False False 21 40 1.0303 0.9825 0.0478 4.8% 0.0036 0.4% 41% False False 13
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0006 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.0147 2.618 1.0104 1.618 1.0078 1.000 1.0062 0.618 1.0052 HIGH 1.0036 0.618 1.0026 0.500 1.0023 0.382 1.0020 LOW 1.0010 0.618 0.9994 1.000 0.9984 1.618 0.9968 2.618 0.9942 4.250 0.9900
Fisher Pivots for day following 20-Jan-2016 Pivot 1 day 3 day R1 1.0023 1.0048 PP 1.0022 1.0038 S1 1.0020 1.0029

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