CME Swiss Franc Future September 2016

Trading Metrics calculated at close of trading on 28-Jan-2016

Day Change Summary
	Previous	Current
	27-Jan-2016	28-Jan-2016	Change	Change %	Previous Week
Open	0.9974	0.9974	0.0000	0.0%	1.0099
High	0.9974	0.9978	0.0004	0.0%	1.0099
Low	0.9974	0.9970	-0.0004	0.0%	0.9956
Close	0.9974	0.9978	0.0004	0.0%	0.9956
Range	0.0000	0.0008	0.0008		0.0143
ATR	0.0046	0.0044	-0.0003	-5.9%	0.0000
Volume	0	2	2		0

Daily Pivots for day following 28-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9999	0.9997	0.9982
R3	0.9991	0.9989	0.9980
R2	0.9983	0.9983	0.9979
R1	0.9981	0.9981	0.9979	0.9982
PP	0.9975	0.9975	0.9975	0.9976
S1	0.9973	0.9973	0.9977	0.9974
S2	0.9967	0.9967	0.9977
S3	0.9959	0.9965	0.9976
S4	0.9951	0.9957	0.9974

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0433	1.0337	1.0035
R3	1.0290	1.0194	0.9995
R2	1.0147	1.0147	0.9982
R1	1.0051	1.0051	0.9969	1.0028
PP	1.0004	1.0004	1.0004	0.9992
S1	0.9908	0.9908	0.9943	0.9885
S2	0.9861	0.9861	0.9930
S3	0.9718	0.9765	0.9917
S4	0.9575	0.9622	0.9877

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9978	0.9944	0.0034	0.3%	0.0002	0.0%	100%	True	False
10	1.0100	0.9944	0.0156	1.6%	0.0001	0.0%	22%	False	False
20	1.0263	0.9944	0.0319	3.2%	0.0009	0.1%	11%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.0012
2.618	0.9999
1.618	0.9991
1.000	0.9986
0.618	0.9983
HIGH	0.9978
0.618	0.9975
0.500	0.9974
0.382	0.9973
LOW	0.9970
0.618	0.9965
1.000	0.9962
1.618	0.9957
2.618	0.9949
4.250	0.9936

Fisher Pivots for day following 28-Jan-2016
Pivot	1 day	3 day
R1	0.9977	0.9972
PP	0.9975	0.9967
S1	0.9974	0.9961

Download as Excel Spreadsheet

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

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