CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 11-Nov-2016

Day Change Summary
	Previous	Current
	10-Nov-2016	11-Nov-2016	Change	Change %	Previous Week
Open	1.0192	1.0183	-0.0009	-0.1%	1.0326
High	1.0253	1.0240	-0.0013	-0.1%	1.0544
Low	1.0181	1.0181	0.0000	0.0%	1.0181
Close	1.0204	1.0187	-0.0017	-0.2%	1.0187
Range	0.0072	0.0059	-0.0013	-18.1%	0.0363
ATR	0.0082	0.0081	-0.0002	-2.0%	0.0000
Volume	8	6	-2	-25.0%	207

Daily Pivots for day following 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0380	1.0342	1.0219
R3	1.0321	1.0283	1.0203
R2	1.0262	1.0262	1.0198
R1	1.0224	1.0224	1.0192	1.0243
PP	1.0203	1.0203	1.0203	1.0212
S1	1.0165	1.0165	1.0182	1.0184
S2	1.0144	1.0144	1.0176
S3	1.0085	1.0106	1.0171
S4	1.0026	1.0047	1.0155

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1393	1.1153	1.0387
R3	1.1030	1.0790	1.0287
R2	1.0667	1.0667	1.0254
R1	1.0427	1.0427	1.0220	1.0366
PP	1.0304	1.0304	1.0304	1.0273
S1	1.0064	1.0064	1.0154	1.0003
S2	0.9941	0.9941	1.0120
S3	0.9578	0.9701	1.0087
S4	0.9215	0.9338	0.9987

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0544	1.0181	0.0363	3.6%	0.0111	1.1%	2%	False	True	41
10	1.0544	1.0175	0.0369	3.6%	0.0089	0.9%	3%	False	False	26
20	1.0544	1.0084	0.0460	4.5%	0.0069	0.7%	22%	False	False	15
40	1.0544	1.0084	0.0460	4.5%	0.0062	0.6%	22%	False	False	13

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0491
2.618	1.0394
1.618	1.0335
1.000	1.0299
0.618	1.0276
HIGH	1.0240
0.618	1.0217
0.500	1.0211
0.382	1.0204
LOW	1.0181
0.618	1.0145
1.000	1.0122
1.618	1.0086
2.618	1.0027
4.250	0.9930

Fisher Pivots for day following 11-Nov-2016
Pivot	1 day	3 day
R1	1.0211	1.0363
PP	1.0203	1.0304
S1	1.0195	1.0246

Download as Excel Spreadsheet

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

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