CME Swiss Franc Future March 2016

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Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary Previous Current 03-Aug-2015 04-Aug-2015 Change Change % Previous Week Open 1.0404 1.0308 -0.0096 -0.9% 1.0481 High 1.0430 1.0308 -0.0122 -1.2% 1.0547 Low 1.0404 1.0308 -0.0096 -0.9% 1.0403 Close 1.0404 1.0308 -0.0096 -0.9% 1.0426 Range 0.0026 0.0000 -0.0026 -100.0% 0.0144 ATR 0.0057 0.0060 0.0003 4.9% 0.0000 Volume
Daily Pivots for day following 04-Aug-2015 Classic Woodie Camarilla DeMark R4 1.0308 1.0308 1.0308 R3 1.0308 1.0308 1.0308 R2 1.0308 1.0308 1.0308 R1 1.0308 1.0308 1.0308 1.0308 PP 1.0308 1.0308 1.0308 1.0308 S1 1.0308 1.0308 1.0308 1.0308 S2 1.0308 1.0308 1.0308 S3 1.0308 1.0308 1.0308 S4 1.0308 1.0308 1.0308	Weekly Pivots for week ending 31-Jul-2015 Classic Woodie Camarilla DeMark R4 1.0891 1.0802 1.0505 R3 1.0747 1.0658 1.0466 R2 1.0603 1.0603 1.0452 R1 1.0514 1.0514 1.0439 1.0487 PP 1.0459 1.0459 1.0459 1.0445 S1 1.0370 1.0370 1.0413 1.0343 S2 1.0315 1.0315 1.0400 S3 1.0171 1.0226 1.0386 S4 1.0027 1.0082 1.0347
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0522 1.0308 0.0214 2.1% 0.0035 0.3% 0% False True 10 1.0547 1.0308 0.0239 2.3% 0.0026 0.3% 0% False True 20 1.0735 1.0308 0.0427 4.1% 0.0016 0.2% 0% False True 40 1.1036 1.0308 0.0728 7.1% 0.0010 0.1% 0% False True
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 1.0308 2.618 1.0308 1.618 1.0308 1.000 1.0308 0.618 1.0308 HIGH 1.0308 0.618 1.0308 0.500 1.0308 0.382 1.0308 LOW 1.0308 0.618 1.0308 1.000 1.0308 1.618 1.0308 2.618 1.0308 4.250 1.0308
Fisher Pivots for day following 04-Aug-2015 Pivot 1 day 3 day R1 1.0308 1.0415 PP 1.0308 1.0379 S1 1.0308 1.0344

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