CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 04-Jan-2017

Day Change Summary
	Previous	Current
	03-Jan-2017	04-Jan-2017	Change	Change %	Previous Week
Open	0.9813	0.9777	-0.0036	-0.4%	0.9786
High	0.9833	0.9840	0.0007	0.1%	1.0029
Low	0.9713	0.9755	0.0042	0.4%	0.9738
Close	0.9775	0.9811	0.0036	0.4%	0.9866
Range	0.0120	0.0085	-0.0035	-29.2%	0.0291
ATR	0.0086	0.0086	0.0000	-0.1%	0.0000
Volume	30,219	20,688	-9,531	-31.5%	59,363

Daily Pivots for day following 04-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0057	1.0019	0.9858
R3	0.9972	0.9934	0.9834
R2	0.9887	0.9887	0.9827
R1	0.9849	0.9849	0.9819	0.9868
PP	0.9802	0.9802	0.9802	0.9812
S1	0.9764	0.9764	0.9803	0.9783
S2	0.9717	0.9717	0.9795
S3	0.9632	0.9679	0.9788
S4	0.9547	0.9594	0.9764

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0751	1.0599	1.0026
R3	1.0460	1.0308	0.9946
R2	1.0169	1.0169	0.9919
R1	1.0017	1.0017	0.9893	1.0093
PP	0.9878	0.9878	0.9878	0.9916
S1	0.9726	0.9726	0.9839	0.9802
S2	0.9587	0.9587	0.9813
S3	0.9296	0.9435	0.9786
S4	0.9005	0.9144	0.9706

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0029	0.9713	0.0316	3.2%	0.0110	1.1%	31%	False	False	20,585
10	1.0029	0.9713	0.0316	3.2%	0.0078	0.8%	31%	False	False	18,809
20	1.0035	0.9713	0.0322	3.3%	0.0081	0.8%	30%	False	False	15,819
40	1.0544	0.9713	0.0831	8.5%	0.0083	0.8%	12%	False	False	7,998
60	1.0544	0.9713	0.0831	8.5%	0.0074	0.8%	12%	False	False	5,333
80	1.0544	0.9713	0.0831	8.5%	0.0067	0.7%	12%	False	False	4,003

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0201
2.618	1.0063
1.618	0.9978
1.000	0.9925
0.618	0.9893
HIGH	0.9840
0.618	0.9808
0.500	0.9798
0.382	0.9787
LOW	0.9755
0.618	0.9702
1.000	0.9670
1.618	0.9617
2.618	0.9532
4.250	0.9394

Fisher Pivots for day following 04-Jan-2017
Pivot	1 day	3 day
R1	0.9807	0.9871
PP	0.9802	0.9851
S1	0.9798	0.9831

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

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