CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 31-Oct-2016

Day Change Summary
	Previous	Current
	28-Oct-2016	31-Oct-2016	Change	Change %	Previous Week
Open	1.0150	1.0204	0.0054	0.5%	1.0144
High	1.0220	1.0205	-0.0015	-0.1%	1.0220
Low	1.0132	1.0175	0.0043	0.4%	1.0084
Close	1.0208	1.0175	-0.0033	-0.3%	1.0208
Range	0.0088	0.0030	-0.0058	-65.9%	0.0136
ATR	0.0056	0.0054	-0.0002	-2.9%	0.0000
Volume	10	4	-6	-60.0%	24

Daily Pivots for day following 31-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0275	1.0255	1.0192
R3	1.0245	1.0225	1.0183
R2	1.0215	1.0215	1.0181
R1	1.0195	1.0195	1.0178	1.0190
PP	1.0185	1.0185	1.0185	1.0183
S1	1.0165	1.0165	1.0172	1.0160
S2	1.0155	1.0155	1.0170
S3	1.0125	1.0135	1.0167
S4	1.0095	1.0105	1.0159

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0579	1.0529	1.0283
R3	1.0443	1.0393	1.0245
R2	1.0307	1.0307	1.0233
R1	1.0257	1.0257	1.0220	1.0282
PP	1.0171	1.0171	1.0171	1.0183
S1	1.0121	1.0121	1.0196	1.0146
S2	1.0035	1.0035	1.0183
S3	0.9899	0.9985	1.0171
S4	0.9763	0.9849	1.0133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0220	1.0084	0.0136	1.3%	0.0053	0.5%	67%	False	False	5
10	1.0239	1.0084	0.0155	1.5%	0.0049	0.5%	59%	False	False	3
20	1.0366	1.0084	0.0282	2.8%	0.0049	0.5%	32%	False	False	3
40	1.0472	1.0084	0.0388	3.8%	0.0049	0.5%	23%	False	False	7

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0333
2.618	1.0284
1.618	1.0254
1.000	1.0235
0.618	1.0224
HIGH	1.0205
0.618	1.0194
0.500	1.0190
0.382	1.0186
LOW	1.0175
0.618	1.0156
1.000	1.0145
1.618	1.0126
2.618	1.0096
4.250	1.0048

Fisher Pivots for day following 31-Oct-2016
Pivot	1 day	3 day
R1	1.0190	1.0176
PP	1.0185	1.0175
S1	1.0180	1.0175

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

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