CME Swiss Franc Future September 2016

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Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary Previous Current 01-Feb-2016 02-Feb-2016 Change Change % Previous Week Open 0.9913 0.9907 -0.0006 -0.1% 0.9967 High 0.9919 0.9911 -0.0008 -0.1% 0.9978 Low 0.9913 0.9907 -0.0006 -0.1% 0.9868 Close 0.9919 0.9911 -0.0008 -0.1% 0.9868 Range 0.0006 0.0004 -0.0002 -33.4% 0.0110 ATR 0.0049 0.0046 -0.0003 -5.4% 0.0000 Volume 1 3 2 200.0% 2
Daily Pivots for day following 02-Feb-2016 Classic Woodie Camarilla DeMark R4 0.9922 0.9920 0.9913 R3 0.9918 0.9916 0.9912 R2 0.9914 0.9914 0.9912 R1 0.9912 0.9912 0.9911 0.9913 PP 0.9910 0.9910 0.9910 0.9910 S1 0.9908 0.9908 0.9911 0.9909 S2 0.9906 0.9906 0.9910 S3 0.9902 0.9904 0.9910 S4 0.9898 0.9900 0.9909	Weekly Pivots for week ending 29-Jan-2016 Classic Woodie Camarilla DeMark R4 1.0235 1.0161 0.9929 R3 1.0125 1.0051 0.9898 R2 1.0015 1.0015 0.9888 R1 0.9941 0.9941 0.9878 0.9923 PP 0.9905 0.9905 0.9905 0.9896 S1 0.9831 0.9831 0.9858 0.9813 S2 0.9795 0.9795 0.9848 S3 0.9685 0.9721 0.9838 S4 0.9575 0.9611 0.9807
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9978 0.9868 0.0110 1.1% 0.0004 0.0% 39% False False 1 10 1.0073 0.9868 0.0205 2.1% 0.0002 0.0% 21% False False 20 1.0198 0.9868 0.0330 3.3% 0.0006 0.1% 13% False False 40 1.0321 0.9868 0.0453 4.6% 0.0005 0.1% 9% 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 0.9928 2.618 0.9921 1.618 0.9917 1.000 0.9915 0.618 0.9913 HIGH 0.9911 0.618 0.9909 0.500 0.9909 0.382 0.9909 LOW 0.9907 0.618 0.9905 1.000 0.9903 1.618 0.9901 2.618 0.9897 4.250 0.9890
Fisher Pivots for day following 02-Feb-2016 Pivot 1 day 3 day R1 0.9910 0.9905 PP 0.9910 0.9899 S1 0.9909 0.9894

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