CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 20-Oct-2016

Day Change Summary
	Previous	Current
	19-Oct-2016	20-Oct-2016	Change	Change %	Previous Week
Open	1.0188	1.0151	-0.0037	-0.4%	1.0264
High	1.0208	1.0239	0.0031	0.3%	1.0322
Low	1.0181	1.0151	-0.0030	-0.3%	1.0179
Close	1.0190	1.0151	-0.0039	-0.4%	1.0191
Range	0.0027	0.0088	0.0061	225.9%	0.0143
ATR	0.0056	0.0058	0.0002	4.0%	0.0000
Volume	1	0	-1	-100.0%	12

Daily Pivots for day following 20-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0444	1.0386	1.0199
R3	1.0356	1.0298	1.0175
R2	1.0268	1.0268	1.0167
R1	1.0210	1.0210	1.0159	1.0195
PP	1.0180	1.0180	1.0180	1.0173
S1	1.0122	1.0122	1.0143	1.0107
S2	1.0092	1.0092	1.0135
S3	1.0004	1.0034	1.0127
S4	0.9916	0.9946	1.0103

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0660	1.0568	1.0270
R3	1.0517	1.0425	1.0230
R2	1.0374	1.0374	1.0217
R1	1.0282	1.0282	1.0204	1.0257
PP	1.0231	1.0231	1.0231	1.0218
S1	1.0139	1.0139	1.0178	1.0114
S2	1.0088	1.0088	1.0165
S3	0.9945	0.9996	1.0152
S4	0.9802	0.9853	1.0112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0239	1.0151	0.0088	0.9%	0.0047	0.5%	0%	True	True
10	1.0327	1.0151	0.0176	1.7%	0.0053	0.5%	0%	False	True	1
20	1.0472	1.0151	0.0321	3.2%	0.0055	0.5%	0%	False	True	12

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	0.0008
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.0613
2.618	1.0469
1.618	1.0381
1.000	1.0327
0.618	1.0293
HIGH	1.0239
0.618	1.0205
0.500	1.0195
0.382	1.0185
LOW	1.0151
0.618	1.0097
1.000	1.0063
1.618	1.0009
2.618	0.9921
4.250	0.9777

Fisher Pivots for day following 20-Oct-2016
Pivot	1 day	3 day
R1	1.0195	1.0195
PP	1.0180	1.0180
S1	1.0166	1.0166

Download as Excel Spreadsheet

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

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