CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 07-Oct-2016

Day Change Summary
	Previous	Current
	06-Oct-2016	07-Oct-2016	Change	Change %	Previous Week
Open	1.0317	1.0273	-0.0044	-0.4%	1.0384
High	1.0362	1.0327	-0.0035	-0.3%	1.0393
Low	1.0276	1.0256	-0.0020	-0.2%	1.0256
Close	1.0278	1.0307	0.0029	0.3%	1.0307
Range	0.0086	0.0071	-0.0015	-17.4%	0.0137
ATR	0.0066	0.0066	0.0000	0.6%	0.0000
Volume	5	2	-3	-60.0%	26

Daily Pivots for day following 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0510	1.0479	1.0346
R3	1.0439	1.0408	1.0327
R2	1.0368	1.0368	1.0320
R1	1.0337	1.0337	1.0314	1.0353
PP	1.0297	1.0297	1.0297	1.0304
S1	1.0266	1.0266	1.0300	1.0282
S2	1.0226	1.0226	1.0294
S3	1.0155	1.0195	1.0287
S4	1.0084	1.0124	1.0268

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0730	1.0655	1.0382
R3	1.0593	1.0518	1.0345
R2	1.0456	1.0456	1.0332
R1	1.0381	1.0381	1.0320	1.0350
PP	1.0319	1.0319	1.0319	1.0303
S1	1.0244	1.0244	1.0294	1.0213
S2	1.0182	1.0182	1.0282
S3	1.0045	1.0107	1.0269
S4	0.9908	0.9970	1.0232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0393	1.0256	0.0137	1.3%	0.0045	0.4%	37%	False	True	5
10	1.0472	1.0256	0.0216	2.1%	0.0059	0.6%	24%	False	True	24
20	1.0472	1.0256	0.0216	2.1%	0.0048	0.5%	24%	False	True	12

Crabel Price Patterns
NR	True
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	True
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0629
2.618	1.0513
1.618	1.0442
1.000	1.0398
0.618	1.0371
HIGH	1.0327
0.618	1.0300
0.500	1.0292
0.382	1.0283
LOW	1.0256
0.618	1.0212
1.000	1.0185
1.618	1.0141
2.618	1.0070
4.250	0.9954

Fisher Pivots for day following 07-Oct-2016
Pivot	1 day	3 day
R1	1.0302	1.0311
PP	1.0297	1.0310
S1	1.0292	1.0308

Download as Excel Spreadsheet

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

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