CME Swiss Franc Future September 2016

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Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary Previous Current 14-Dec-2015 15-Dec-2015 Change Change % Previous Week Open 1.0286 1.0239 -0.0047 -0.5% 1.0166 High 1.0295 1.0239 -0.0056 -0.5% 1.0321 Low 1.0286 1.0239 -0.0047 -0.5% 1.0166 Close 1.0295 1.0239 -0.0056 -0.5% 1.0320 Range 0.0009 0.0000 -0.0009 -100.0% 0.0155 ATR Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 15-Dec-2015 Classic Woodie Camarilla DeMark R4 1.0239 1.0239 1.0239 R3 1.0239 1.0239 1.0239 R2 1.0239 1.0239 1.0239 R1 1.0239 1.0239 1.0239 1.0239 PP 1.0239 1.0239 1.0239 1.0239 S1 1.0239 1.0239 1.0239 1.0239 S2 1.0239 1.0239 1.0239 S3 1.0239 1.0239 1.0239 S4 1.0239 1.0239 1.0239	Weekly Pivots for week ending 11-Dec-2015 Classic Woodie Camarilla DeMark R4 1.0734 1.0682 1.0405 R3 1.0579 1.0527 1.0363 R2 1.0424 1.0424 1.0348 R1 1.0372 1.0372 1.0334 1.0398 PP 1.0269 1.0269 1.0269 1.0282 S1 1.0217 1.0217 1.0306 1.0243 S2 1.0114 1.0114 1.0292 S3 0.9959 1.0062 1.0277 S4 0.9804 0.9907 1.0235
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0321 1.0239 0.0082 0.8% 0.0002 0.0% 0% False True 10 1.0321 0.9989 0.0332 3.2% 0.0001 0.0% 75% False False
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0239 2.618 1.0239 1.618 1.0239 1.000 1.0239 0.618 1.0239 HIGH 1.0239 0.618 1.0239 0.500 1.0239 0.382 1.0239 LOW 1.0239 0.618 1.0239 1.000 1.0239 1.618 1.0239 2.618 1.0239 4.250 1.0239
Fisher Pivots for day following 15-Dec-2015 Pivot 1 day 3 day R1 1.0239 1.0280 PP 1.0239 1.0266 S1 1.0239 1.0253

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