CME Swiss Franc Future March 2016

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Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary Previous Current 31-Aug-2015 01-Sep-2015 Change Change % Previous Week Open 1.0431 1.0487 0.0056 0.5% 1.0820 High 1.0464 1.0487 0.0023 0.2% 1.0820 Low 1.0415 1.0487 0.0072 0.7% 1.0406 Close 1.0431 1.0487 0.0056 0.5% 1.0462 Range 0.0049 0.0000 -0.0049 -100.0% 0.0414 ATR 0.0083 0.0081 -0.0002 -2.3% 0.0000 Volume
Daily Pivots for day following 01-Sep-2015 Classic Woodie Camarilla DeMark R4 1.0487 1.0487 1.0487 R3 1.0487 1.0487 1.0487 R2 1.0487 1.0487 1.0487 R1 1.0487 1.0487 1.0487 1.0487 PP 1.0487 1.0487 1.0487 1.0487 S1 1.0487 1.0487 1.0487 1.0487 S2 1.0487 1.0487 1.0487 S3 1.0487 1.0487 1.0487 S4 1.0487 1.0487 1.0487	Weekly Pivots for week ending 28-Aug-2015 Classic Woodie Camarilla DeMark R4 1.1805 1.1547 1.0690 R3 1.1391 1.1133 1.0576 R2 1.0977 1.0977 1.0538 R1 1.0719 1.0719 1.0500 1.0641 PP 1.0563 1.0563 1.0563 1.0524 S1 1.0305 1.0305 1.0424 1.0227 S2 1.0149 1.0149 1.0386 S3 0.9735 0.9891 1.0348 S4 0.9321 0.9477 1.0234
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0583 1.0406 0.0177 1.7% 0.0027 0.3% 46% False False 10 1.0820 1.0406 0.0414 3.9% 0.0020 0.2% 20% False False 20 1.0820 1.0193 0.0627 6.0% 0.0020 0.2% 47% False False 40 1.0820 1.0193 0.0627 6.0% 0.0018 0.2% 47% False False 60 1.1036 1.0193 0.0843 8.0% 0.0013 0.1% 35% False False
Crabel Price Patterns NR True NR4 True 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 0.0002 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.0487 2.618 1.0487 1.618 1.0487 1.000 1.0487 0.618 1.0487 HIGH 1.0487 0.618 1.0487 0.500 1.0487 0.382 1.0487 LOW 1.0487 0.618 1.0487 1.000 1.0487 1.618 1.0487 2.618 1.0487 4.250 1.0487
Fisher Pivots for day following 01-Sep-2015 Pivot 1 day 3 day R1 1.0487 1.0474 PP 1.0487 1.0461 S1 1.0487 1.0448

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