CME Swiss Franc Future March 2016

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Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary Previous Current 07-Jul-2015 08-Jul-2015 Change Change % Previous Week Open 1.0690 1.0693 0.0003 0.0% 1.0930 High 1.0690 1.0693 0.0003 0.0% 1.0930 Low 1.0652 1.0693 0.0041 0.4% 1.0661 Close 1.0690 1.0693 0.0003 0.0% 1.0717 Range 0.0038 0.0000 -0.0038 -100.0% 0.0269 ATR 0.0061 0.0056 -0.0004 -6.8% 0.0000 Volume
Daily Pivots for day following 08-Jul-2015 Classic Woodie Camarilla DeMark R4 1.0693 1.0693 1.0693 R3 1.0693 1.0693 1.0693 R2 1.0693 1.0693 1.0693 R1 1.0693 1.0693 1.0693 1.0693 PP 1.0693 1.0693 1.0693 1.0693 S1 1.0693 1.0693 1.0693 1.0693 S2 1.0693 1.0693 1.0693 S3 1.0693 1.0693 1.0693 S4 1.0693 1.0693 1.0693	Weekly Pivots for week ending 03-Jul-2015 Classic Woodie Camarilla DeMark R4 1.1576 1.1416 1.0865 R3 1.1307 1.1147 1.0791 R2 1.1038 1.1038 1.0766 R1 1.0878 1.0878 1.0742 1.0824 PP 1.0769 1.0769 1.0769 1.0742 S1 1.0609 1.0609 1.0692 1.0555 S2 1.0500 1.0500 1.0668 S3 1.0231 1.0340 1.0643 S4 0.9962 1.0071 1.0569
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0737 1.0652 0.0085 0.8% 0.0016 0.1% 48% False False 10 1.0930 1.0652 0.0278 2.6% 0.0008 0.1% 15% False False 20 1.1036 1.0652 0.0384 3.6% 0.0004 0.0% 11% 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 0.0001 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.0693 2.618 1.0693 1.618 1.0693 1.000 1.0693 0.618 1.0693 HIGH 1.0693 0.618 1.0693 0.500 1.0693 0.382 1.0693 LOW 1.0693 0.618 1.0693 1.000 1.0693 1.618 1.0693 2.618 1.0693 4.250 1.0693
Fisher Pivots for day following 08-Jul-2015 Pivot 1 day 3 day R1 1.0693 1.0695 PP 1.0693 1.0694 S1 1.0693 1.0694

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