CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	1.0204	1.0253	0.0049	0.5%	1.0144
High	1.0205	1.0355	0.0150	1.5%	1.0220
Low	1.0175	1.0251	0.0076	0.7%	1.0084
Close	1.0175	1.0342	0.0167	1.6%	1.0208
Range	0.0030	0.0104	0.0074	246.7%	0.0136
ATR	0.0054	0.0063	0.0009	16.5%	0.0000
Volume	4	8	4	100.0%	24

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0628	1.0589	1.0399
R3	1.0524	1.0485	1.0371
R2	1.0420	1.0420	1.0361
R1	1.0381	1.0381	1.0352	1.0401
PP	1.0316	1.0316	1.0316	1.0326
S1	1.0277	1.0277	1.0332	1.0297
S2	1.0212	1.0212	1.0323
S3	1.0108	1.0173	1.0313
S4	1.0004	1.0069	1.0285

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	1.0355	1.0124	0.0231	2.2%	0.0061	0.6%	94%	True	False	5
10	1.0355	1.0084	0.0271	2.6%	0.0055	0.5%	95%	True	False	4
20	1.0366	1.0084	0.0282	2.7%	0.0053	0.5%	91%	False	False	3
40	1.0472	1.0084	0.0388	3.8%	0.0049	0.5%	66%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.0797
2.618	1.0627
1.618	1.0523
1.000	1.0459
0.618	1.0419
HIGH	1.0355
0.618	1.0315
0.500	1.0303
0.382	1.0291
LOW	1.0251
0.618	1.0187
1.000	1.0147
1.618	1.0083
2.618	0.9979
4.250	0.9809

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	1.0329	1.0309
PP	1.0316	1.0276
S1	1.0303	1.0244

Download as Excel Spreadsheet

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

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