CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 08-Nov-2016

Day Change Summary
	Previous	Current
	07-Nov-2016	08-Nov-2016	Change	Change %	Previous Week
Open	1.0326	1.0338	0.0012	0.1%	1.0204
High	1.0347	1.0348	0.0001	0.0%	1.0405
Low	1.0293	1.0294	0.0001	0.0%	1.0175
Close	1.0337	1.0316	-0.0021	-0.2%	1.0385
Range	0.0054	0.0054	0.0000	0.0%	0.0230
ATR	0.0066	0.0065	-0.0001	-1.3%	0.0000
Volume	20	118	98	490.0%	58

Daily Pivots for day following 08-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0481	1.0453	1.0346
R3	1.0427	1.0399	1.0331
R2	1.0373	1.0373	1.0326
R1	1.0345	1.0345	1.0321	1.0332
PP	1.0319	1.0319	1.0319	1.0313
S1	1.0291	1.0291	1.0311	1.0278
S2	1.0265	1.0265	1.0306
S3	1.0211	1.0237	1.0301
S4	1.0157	1.0183	1.0286

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1012	1.0928	1.0512
R3	1.0782	1.0698	1.0448
R2	1.0552	1.0552	1.0427
R1	1.0468	1.0468	1.0406	1.0510
PP	1.0322	1.0322	1.0322	1.0343
S1	1.0238	1.0238	1.0364	1.0280
S2	1.0092	1.0092	1.0343
S3	0.9862	1.0008	1.0322
S4	0.9632	0.9778	1.0259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0405	1.0293	0.0112	1.1%	0.0062	0.6%	21%	False	False	36
10	1.0405	1.0124	0.0281	2.7%	0.0061	0.6%	68%	False	False	21
20	1.0405	1.0084	0.0321	3.1%	0.0053	0.5%	72%	False	False	11
40	1.0472	1.0084	0.0388	3.8%	0.0052	0.5%	60%	False	False	12

Crabel Price Patterns
NR	False
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	0.0010

Fibonacci Retracements and Extensions
4.250	1.0578
2.618	1.0489
1.618	1.0435
1.000	1.0402
0.618	1.0381
HIGH	1.0348
0.618	1.0327
0.500	1.0321
0.382	1.0315
LOW	1.0294
0.618	1.0261
1.000	1.0240
1.618	1.0207
2.618	1.0153
4.250	1.0065

Fisher Pivots for day following 08-Nov-2016
Pivot	1 day	3 day
R1	1.0321	1.0349
PP	1.0319	1.0338
S1	1.0318	1.0327

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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