CME Swiss Franc Future June 2016

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Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary Previous Current 21-Jan-2016 22-Jan-2016 Change Change % Previous Week Open 1.0007 0.9927 -0.0080 -0.8% 1.0010 High 1.0028 0.9942 -0.0086 -0.9% 1.0045 Low 0.9942 0.9902 -0.0040 -0.4% 0.9902 Close 0.9994 0.9902 -0.0092 -0.9% 0.9902 Range 0.0086 0.0040 -0.0046 -53.5% 0.0143 ATR 0.0062 0.0064 0.0002 3.4% 0.0000 Volume 50 18 -32 -64.0% 148
Daily Pivots for day following 22-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0035 1.0009 0.9924 R3 0.9995 0.9969 0.9913 R2 0.9955 0.9955 0.9909 R1 0.9929 0.9929 0.9906 0.9922 PP 0.9915 0.9915 0.9915 0.9912 S1 0.9889 0.9889 0.9898 0.9882 S2 0.9875 0.9875 0.9895 S3 0.9835 0.9849 0.9891 S4 0.9795 0.9809 0.9880	Weekly Pivots for week ending 22-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0379 1.0283 0.9981 R3 1.0236 1.0140 0.9941 R2 1.0093 1.0093 0.9928 R1 0.9997 0.9997 0.9915 0.9974 PP 0.9950 0.9950 0.9950 0.9938 S1 0.9854 0.9854 0.9889 0.9831 S2 0.9807 0.9807 0.9876 S3 0.9664 0.9711 0.9863 S4 0.9521 0.9568 0.9823
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0100 0.9902 0.0198 2.0% 0.0053 0.5% 0% False True 38 10 1.0140 0.9902 0.0238 2.4% 0.0039 0.4% 0% False True 26 20 1.0216 0.9902 0.0314 3.2% 0.0044 0.4% 0% False True 24 40 1.0303 0.9825 0.0478 4.8% 0.0038 0.4% 16% False False 15
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 0.0006 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0112 2.618 1.0047 1.618 1.0007 1.000 0.9982 0.618 0.9967 HIGH 0.9942 0.618 0.9927 0.500 0.9922 0.382 0.9917 LOW 0.9902 0.618 0.9877 1.000 0.9862 1.618 0.9837 2.618 0.9797 4.250 0.9732
Fisher Pivots for day following 22-Jan-2016 Pivot 1 day 3 day R1 0.9922 0.9969 PP 0.9915 0.9947 S1 0.9909 0.9924

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