CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 18-Nov-2016

Day Change Summary
	Previous	Current
	17-Nov-2016	18-Nov-2016	Change	Change %	Previous Week
Open	1.0037	0.9977	-0.0060	-0.6%	1.0168
High	1.0073	1.0007	-0.0066	-0.7%	1.0168
Low	0.9996	0.9948	-0.0048	-0.5%	0.9948
Close	0.9998	0.9973	-0.0025	-0.3%	0.9973
Range	0.0077	0.0059	-0.0018	-23.4%	0.0220
ATR	0.0083	0.0081	-0.0002	-2.0%	0.0000
Volume	18	85	67	372.2%	437

Daily Pivots for day following 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0153	1.0122	1.0005
R3	1.0094	1.0063	0.9989
R2	1.0035	1.0035	0.9984
R1	1.0004	1.0004	0.9978	0.9990
PP	0.9976	0.9976	0.9976	0.9969
S1	0.9945	0.9945	0.9968	0.9931
S2	0.9917	0.9917	0.9962
S3	0.9858	0.9886	0.9957
S4	0.9799	0.9827	0.9941

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0690	1.0551	1.0094
R3	1.0470	1.0331	1.0034
R2	1.0250	1.0250	1.0013
R1	1.0111	1.0111	0.9993	1.0071
PP	1.0030	1.0030	1.0030	1.0009
S1	0.9891	0.9891	0.9953	0.9851
S2	0.9810	0.9810	0.9933
S3	0.9590	0.9671	0.9913
S4	0.9370	0.9451	0.9852

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0168	0.9948	0.0220	2.2%	0.0080	0.8%	11%	False	True	87
10	1.0544	0.9948	0.0596	6.0%	0.0095	1.0%	4%	False	True	64
20	1.0544	0.9948	0.0596	6.0%	0.0078	0.8%	4%	False	True	36
40	1.0544	0.9948	0.0596	6.0%	0.0066	0.7%	4%	False	True	24

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0258
2.618	1.0161
1.618	1.0102
1.000	1.0066
0.618	1.0043
HIGH	1.0007
0.618	0.9984
0.500	0.9978
0.382	0.9971
LOW	0.9948
0.618	0.9912
1.000	0.9889
1.618	0.9853
2.618	0.9794
4.250	0.9697

Fisher Pivots for day following 18-Nov-2016
Pivot	1 day	3 day
R1	0.9978	1.0017
PP	0.9976	1.0002
S1	0.9975	0.9988

Download as Excel Spreadsheet

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

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