CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	1.0430	1.0409	-0.0021	-0.2%	1.0311
High	1.0451	1.0448	-0.0003	0.0%	1.0454
Low	1.0402	1.0385	-0.0017	-0.2%	1.0293
Close	1.0425	1.0409	-0.0016	-0.2%	1.0414
Range	0.0049	0.0063	0.0014	28.6%	0.0161
ATR	0.0055	0.0056	0.0001	1.0%	0.0000
Volume	6	0	-6	-100.0%	2

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0603	1.0569	1.0444
R3	1.0540	1.0506	1.0426
R2	1.0477	1.0477	1.0421
R1	1.0443	1.0443	1.0415	1.0441
PP	1.0414	1.0414	1.0414	1.0413
S1	1.0380	1.0380	1.0403	1.0378
S2	1.0351	1.0351	1.0397
S3	1.0288	1.0317	1.0392
S4	1.0225	1.0254	1.0374

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0870	1.0803	1.0503
R3	1.0709	1.0642	1.0458
R2	1.0548	1.0548	1.0444
R1	1.0481	1.0481	1.0429	1.0515
PP	1.0387	1.0387	1.0387	1.0404
S1	1.0320	1.0320	1.0399	1.0354
S2	1.0226	1.0226	1.0384
S3	1.0065	1.0159	1.0370
S4	0.9904	0.9998	1.0325

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0454	1.0293	0.0161	1.5%	0.0061	0.6%	72%	False	False	1
10	1.0454	1.0293	0.0161	1.5%	0.0040	0.4%	72%	False	False	1
20	1.0454	1.0253	0.0201	1.9%	0.0041	0.4%	78%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0716
2.618	1.0613
1.618	1.0550
1.000	1.0511
0.618	1.0487
HIGH	1.0448
0.618	1.0424
0.500	1.0417
0.382	1.0409
LOW	1.0385
0.618	1.0346
1.000	1.0322
1.618	1.0283
2.618	1.0220
4.250	1.0117

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	1.0417	1.0409
PP	1.0414	1.0409
S1	1.0412	1.0409

Download as Excel Spreadsheet

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

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