CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 23-Oct-2017

Day Change Summary
	Previous	Current
	20-Oct-2017	23-Oct-2017	Change	Change %	Previous Week
Open	1.0324	1.0255	-0.0069	-0.7%	1.0367
High	1.0353	1.0274	-0.0079	-0.8%	1.0384
Low	1.0258	1.0226	-0.0032	-0.3%	1.0258
Close	1.0260	1.0241	-0.0019	-0.2%	1.0260
Range	0.0095	0.0048	-0.0047	-49.5%	0.0126
ATR	0.0063	0.0062	-0.0001	-1.7%	0.0000
Volume	19	13	-6	-31.6%	41

Daily Pivots for day following 23-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0391	1.0364	1.0267
R3	1.0343	1.0316	1.0254
R2	1.0295	1.0295	1.0250
R1	1.0268	1.0268	1.0245	1.0258
PP	1.0247	1.0247	1.0247	1.0242
S1	1.0220	1.0220	1.0237	1.0210
S2	1.0199	1.0199	1.0232
S3	1.0151	1.0172	1.0228
S4	1.0103	1.0124	1.0215

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0679	1.0595	1.0329
R3	1.0553	1.0469	1.0295
R2	1.0427	1.0427	1.0283
R1	1.0343	1.0343	1.0272	1.0322
PP	1.0301	1.0301	1.0301	1.0290
S1	1.0217	1.0217	1.0248	1.0196
S2	1.0175	1.0175	1.0237
S3	1.0049	1.0091	1.0225
S4	0.9923	0.9965	1.0191

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0373	1.0226	0.0147	1.4%	0.0066	0.6%	10%	False	True	10
10	1.0411	1.0226	0.0185	1.8%	0.0056	0.5%	8%	False	True	10
20	1.0484	1.0226	0.0258	2.5%	0.0055	0.5%	6%	False	True	8
40	1.0744	1.0226	0.0518	5.1%	0.0057	0.6%	3%	False	True	7

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0478
2.618	1.0400
1.618	1.0352
1.000	1.0322
0.618	1.0304
HIGH	1.0274
0.618	1.0256
0.500	1.0250
0.382	1.0244
LOW	1.0226
0.618	1.0196
1.000	1.0178
1.618	1.0148
2.618	1.0100
4.250	1.0022

Fisher Pivots for day following 23-Oct-2017
Pivot	1 day	3 day
R1	1.0250	1.0300
PP	1.0247	1.0280
S1	1.0244	1.0261

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

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