CME Swiss Franc Future March 2017

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

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	1.0157	1.0145	-0.0012	-0.1%	1.0197
High	1.0175	1.0164	-0.0011	-0.1%	1.0239
Low	1.0124	1.0131	0.0007	0.1%	1.0122
Close	1.0146	1.0145	-0.0001	0.0%	1.0141
Range	0.0051	0.0033	-0.0018	-35.3%	0.0117
ATR	0.0055	0.0054	-0.0002	-2.9%	0.0000
Volume	5	0	-5	-100.0%	11

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0246	1.0228	1.0163
R3	1.0213	1.0195	1.0154
R2	1.0180	1.0180	1.0151
R1	1.0162	1.0162	1.0148	1.0162
PP	1.0147	1.0147	1.0147	1.0146
S1	1.0129	1.0129	1.0142	1.0129
S2	1.0114	1.0114	1.0139
S3	1.0081	1.0096	1.0136
S4	1.0048	1.0063	1.0127

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0518	1.0447	1.0205
R3	1.0401	1.0330	1.0173
R2	1.0284	1.0284	1.0162
R1	1.0213	1.0213	1.0152	1.0190
PP	1.0167	1.0167	1.0167	1.0156
S1	1.0096	1.0096	1.0130	1.0073
S2	1.0050	1.0050	1.0120
S3	0.9933	0.9979	1.0109
S4	0.9816	0.9862	1.0077

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0175	1.0084	0.0091	0.9%	0.0043	0.4%	67%	False	False	4
10	1.0239	1.0084	0.0155	1.5%	0.0045	0.4%	39%	False	False	2
20	1.0459	1.0084	0.0375	3.7%	0.0051	0.5%	16%	False	False	13
40	1.0472	1.0084	0.0388	3.8%	0.0049	0.5%	16%	False	False	7

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0304
2.618	1.0250
1.618	1.0217
1.000	1.0197
0.618	1.0184
HIGH	1.0164
0.618	1.0151
0.500	1.0148
0.382	1.0144
LOW	1.0131
0.618	1.0111
1.000	1.0098
1.618	1.0078
2.618	1.0045
4.250	0.9991

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	1.0148	1.0140
PP	1.0147	1.0135
S1	1.0146	1.0130

Download as Excel Spreadsheet

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

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