CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 05-Oct-2016

Day Change Summary
	Previous	Current
	04-Oct-2016	05-Oct-2016	Change	Change %	Previous Week
Open	1.0303	1.0359	0.0056	0.5%	1.0430
High	1.0303	1.0366	0.0063	0.6%	1.0472
Low	1.0272	1.0359	0.0087	0.8%	1.0332
Close	1.0303	1.0359	0.0056	0.5%	1.0406
Range	0.0031	0.0007	-0.0024	-77.4%	0.0140
ATR	0.0064	0.0064	0.0000	-0.1%	0.0000
Volume	2	3	1	50.0%	215

Daily Pivots for day following 05-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0382	1.0378	1.0363
R3	1.0375	1.0371	1.0361
R2	1.0368	1.0368	1.0360
R1	1.0364	1.0364	1.0360	1.0363
PP	1.0361	1.0361	1.0361	1.0361
S1	1.0357	1.0357	1.0358	1.0356
S2	1.0354	1.0354	1.0358
S3	1.0347	1.0350	1.0357
S4	1.0340	1.0343	1.0355

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0823	1.0755	1.0483
R3	1.0683	1.0615	1.0445
R2	1.0543	1.0543	1.0432
R1	1.0475	1.0475	1.0419	1.0439
PP	1.0403	1.0403	1.0403	1.0386
S1	1.0335	1.0335	1.0393	1.0299
S2	1.0263	1.0263	1.0380
S3	1.0123	1.0195	1.0368
S4	0.9983	1.0055	1.0329

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0472	1.0272	0.0200	1.9%	0.0056	0.5%	44%	False	False	45
10	1.0472	1.0272	0.0200	1.9%	0.0053	0.5%	44%	False	False	23
20	1.0472	1.0272	0.0200	1.9%	0.0044	0.4%	44%	False	False	12

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.0396
2.618	1.0384
1.618	1.0377
1.000	1.0373
0.618	1.0370
HIGH	1.0366
0.618	1.0363
0.500	1.0363
0.382	1.0362
LOW	1.0359
0.618	1.0355
1.000	1.0352
1.618	1.0348
2.618	1.0341
4.250	1.0329

Fisher Pivots for day following 05-Oct-2016
Pivot	1 day	3 day
R1	1.0363	1.0350
PP	1.0361	1.0341
S1	1.0360	1.0333

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

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