CME Swiss Franc Future March 2016

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Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary Previous Current 20-Aug-2015 21-Aug-2015 Change Change % Previous Week Open 1.0482 1.0631 0.0149 1.4% 1.0317 High 1.0487 1.0631 0.0144 1.4% 1.0631 Low 1.0482 1.0631 0.0149 1.4% 1.0313 Close 1.0482 1.0631 0.0149 1.4% 1.0631 Range 0.0005 0.0000 -0.0005 -100.0% 0.0318 ATR 0.0055 0.0062 0.0007 12.1% 0.0000 Volume
Daily Pivots for day following 21-Aug-2015 Classic Woodie Camarilla DeMark R4 1.0631 1.0631 1.0631 R3 1.0631 1.0631 1.0631 R2 1.0631 1.0631 1.0631 R1 1.0631 1.0631 1.0631 1.0631 PP 1.0631 1.0631 1.0631 1.0631 S1 1.0631 1.0631 1.0631 1.0631 S2 1.0631 1.0631 1.0631 S3 1.0631 1.0631 1.0631 S4 1.0631 1.0631 1.0631	Weekly Pivots for week ending 21-Aug-2015 Classic Woodie Camarilla DeMark R4 1.1479 1.1373 1.0806 R3 1.1161 1.1055 1.0718 R2 1.0843 1.0843 1.0689 R1 1.0737 1.0737 1.0660 1.0790 PP 1.0525 1.0525 1.0525 1.0552 S1 1.0419 1.0419 1.0602 1.0472 S2 1.0207 1.0207 1.0573 S3 0.9889 1.0101 1.0544 S4 0.9571 0.9783 1.0456
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0631 1.0313 0.0318 3.0% 0.0002 0.0% 100% True False 10 1.0631 1.0193 0.0438 4.1% 0.0015 0.1% 100% True False 20 1.0631 1.0193 0.0438 4.1% 0.0023 0.2% 100% True False 40 1.0930 1.0193 0.0737 6.9% 0.0015 0.1% 59% 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 1.0631 2.618 1.0631 1.618 1.0631 1.000 1.0631 0.618 1.0631 HIGH 1.0631 0.618 1.0631 0.500 1.0631 0.382 1.0631 LOW 1.0631 0.618 1.0631 1.000 1.0631 1.618 1.0631 2.618 1.0631 4.250 1.0631
Fisher Pivots for day following 21-Aug-2015 Pivot 1 day 3 day R1 1.0631 1.0600 PP 1.0631 1.0569 S1 1.0631 1.0538

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