CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 09-Nov-2016

Day Change Summary
	Previous	Current
	08-Nov-2016	09-Nov-2016	Change	Change %	Previous Week
Open	1.0338	1.0252	-0.0086	-0.8%	1.0204
High	1.0348	1.0544	0.0196	1.9%	1.0405
Low	1.0294	1.0230	-0.0064	-0.6%	1.0175
Close	1.0316	1.0234	-0.0082	-0.8%	1.0385
Range	0.0054	0.0314	0.0260	481.5%	0.0230
ATR	0.0065	0.0083	0.0018	27.2%	0.0000
Volume	118	55	-63	-53.4%	58

Daily Pivots for day following 09-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1278	1.1070	1.0407
R3	1.0964	1.0756	1.0320
R2	1.0650	1.0650	1.0292
R1	1.0442	1.0442	1.0263	1.0389
PP	1.0336	1.0336	1.0336	1.0310
S1	1.0128	1.0128	1.0205	1.0075
S2	1.0022	1.0022	1.0176
S3	0.9708	0.9814	1.0148
S4	0.9394	0.9500	1.0061

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1012	1.0928	1.0512
R3	1.0782	1.0698	1.0448
R2	1.0552	1.0552	1.0427
R1	1.0468	1.0468	1.0406	1.0510
PP	1.0322	1.0322	1.0322	1.0343
S1	1.0238	1.0238	1.0364	1.0280
S2	1.0092	1.0092	1.0343
S3	0.9862	1.0008	1.0322
S4	0.9632	0.9778	1.0259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0544	1.0230	0.0314	3.1%	0.0113	1.1%	1%	True	True	45
10	1.0544	1.0131	0.0413	4.0%	0.0088	0.9%	25%	True	False	26
20	1.0544	1.0084	0.0460	4.5%	0.0067	0.7%	33%	True	False	14
40	1.0544	1.0084	0.0460	4.5%	0.0060	0.6%	33%	True	False	13

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	0.0011
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	1.1879
2.618	1.1366
1.618	1.1052
1.000	1.0858
0.618	1.0738
HIGH	1.0544
0.618	1.0424
0.500	1.0387
0.382	1.0350
LOW	1.0230
0.618	1.0036
1.000	0.9916
1.618	0.9722
2.618	0.9408
4.250	0.8896

Fisher Pivots for day following 09-Nov-2016
Pivot	1 day	3 day
R1	1.0387	1.0387
PP	1.0336	1.0336
S1	1.0285	1.0285

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

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