CME Swiss Franc Future December 2016

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Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary Previous Current 06-Jun-2016 07-Jun-2016 Change Change % Previous Week Open 1.0417 1.0465 0.0048 0.5% 1.0160 High 1.0417 1.0465 0.0048 0.5% 1.0339 Low 1.0417 1.0465 0.0048 0.5% 1.0160 Close 1.0417 1.0465 0.0048 0.5% 1.0339 Range ATR 0.0044 0.0044 0.0000 0.7% 0.0000 Volume 8 0 -8 -100.0% 1
Daily Pivots for day following 07-Jun-2016 Classic Woodie Camarilla DeMark R4 1.0465 1.0465 1.0465 R3 1.0465 1.0465 1.0465 R2 1.0465 1.0465 1.0465 R1 1.0465 1.0465 1.0465 1.0465 PP 1.0465 1.0465 1.0465 1.0465 S1 1.0465 1.0465 1.0465 1.0465 S2 1.0465 1.0465 1.0465 S3 1.0465 1.0465 1.0465 S4 1.0465 1.0465 1.0465	Weekly Pivots for week ending 03-Jun-2016 Classic Woodie Camarilla DeMark R4 1.0816 1.0757 1.0437 R3 1.0637 1.0578 1.0388 R2 1.0458 1.0458 1.0372 R1 1.0399 1.0399 1.0355 1.0429 PP 1.0279 1.0279 1.0279 1.0294 S1 1.0220 1.0220 1.0323 1.0250 S2 1.0100 1.0100 1.0306 S3 0.9921 1.0041 1.0290 S4 0.9742 0.9862 1.0241
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0465 1.0196 0.0269 2.6% 0.0017 0.2% 100% True False 1 10 1.0465 1.0160 0.0305 2.9% 0.0009 0.1% 100% True False 20 1.0465 1.0160 0.0305 2.9% 0.0004 0.0% 100% True False 40 1.0603 1.0160 0.0443 4.2% 0.0008 0.1% 69% False False 60 1.0618 1.0160 0.0458 4.4% 0.0005 0.1% 67% False False
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 1.0465 2.618 1.0465 1.618 1.0465 1.000 1.0465 0.618 1.0465 HIGH 1.0465 0.618 1.0465 0.500 1.0465 0.382 1.0465 LOW 1.0465 0.618 1.0465 1.000 1.0465 1.618 1.0465 2.618 1.0465 4.250 1.0465
Fisher Pivots for day following 07-Jun-2016 Pivot 1 day 3 day R1 1.0465 1.0430 PP 1.0465 1.0394 S1 1.0465 1.0359

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