CME Swiss Franc Future June 2017

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Trading Metrics calculated at close of trading on 13-Feb-2017
Day Change Summary Previous Current 10-Feb-2017 13-Feb-2017 Change Change % Previous Week Open 1.0054 1.0045 -0.0009 -0.1% 1.0115 High 1.0061 1.0052 -0.0009 -0.1% 1.0172 Low 1.0012 1.0004 -0.0008 -0.1% 1.0012 Close 1.0038 1.0016 -0.0022 -0.2% 1.0038 Range 0.0049 0.0048 -0.0001 -2.0% 0.0160 ATR 0.0072 0.0071 -0.0002 -2.4% 0.0000 Volume 76 23 -53 -69.7% 141
Daily Pivots for day following 13-Feb-2017 Classic Woodie Camarilla DeMark R4 1.0168 1.0140 1.0042 R3 1.0120 1.0092 1.0029 R2 1.0072 1.0072 1.0025 R1 1.0044 1.0044 1.0020 1.0034 PP 1.0024 1.0024 1.0024 1.0019 S1 0.9996 0.9996 1.0012 0.9986 S2 0.9976 0.9976 1.0007 S3 0.9928 0.9948 1.0003 S4 0.9880 0.9900 0.9990	Weekly Pivots for week ending 10-Feb-2017 Classic Woodie Camarilla DeMark R4 1.0554 1.0456 1.0126 R3 1.0394 1.0296 1.0082 R2 1.0234 1.0234 1.0067 R1 1.0136 1.0136 1.0053 1.0105 PP 1.0074 1.0074 1.0074 1.0059 S1 0.9976 0.9976 1.0023 0.9945 S2 0.9914 0.9914 1.0009 S3 0.9754 0.9816 0.9994 S4 0.9594 0.9656 0.9950
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0167 1.0004 0.0163 1.6% 0.0069 0.7% 7% False True 27 10 1.0220 1.0004 0.0216 2.2% 0.0066 0.7% 6% False True 23 20 1.0220 0.9961 0.0259 2.6% 0.0068 0.7% 21% False False 15 40 1.0220 0.9778 0.0442 4.4% 0.0067 0.7% 54% False False 13
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 0.0018 Narrowest range in 8 trading days	Fibonacci Retracements and Extensions 4.250 1.0256 2.618 1.0178 1.618 1.0130 1.000 1.0100 0.618 1.0082 HIGH 1.0052 0.618 1.0034 0.500 1.0028 0.382 1.0022 LOW 1.0004 0.618 0.9974 1.000 0.9956 1.618 0.9926 2.618 0.9878 4.250 0.9800
Fisher Pivots for day following 13-Feb-2017 Pivot 1 day 3 day R1 1.0028 1.0070 PP 1.0024 1.0052 S1 1.0020 1.0034

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