CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 13-Jan-2017

Day Change Summary
	Previous	Current
	12-Jan-2017	13-Jan-2017	Change	Change %	Previous Week
Open	0.9887	0.9925	0.0038	0.4%	0.9863
High	0.9974	0.9989	0.0015	0.2%	0.9989
Low	0.9883	0.9909	0.0026	0.3%	0.9789
Close	0.9927	0.9939	0.0012	0.1%	0.9939
Range	0.0091	0.0080	-0.0011	-12.1%	0.0200
ATR	0.0090	0.0089	-0.0001	-0.8%	0.0000
Volume	23,513	20,187	-3,326	-14.1%	117,301

Daily Pivots for day following 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0186	1.0142	0.9983
R3	1.0106	1.0062	0.9961
R2	1.0026	1.0026	0.9954
R1	0.9982	0.9982	0.9946	1.0004
PP	0.9946	0.9946	0.9946	0.9957
S1	0.9902	0.9902	0.9932	0.9924
S2	0.9866	0.9866	0.9924
S3	0.9786	0.9822	0.9917
S4	0.9706	0.9742	0.9895

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0506	1.0422	1.0049
R3	1.0306	1.0222	0.9994
R2	1.0106	1.0106	0.9976
R1	1.0022	1.0022	0.9957	1.0064
PP	0.9906	0.9906	0.9906	0.9927
S1	0.9822	0.9822	0.9921	0.9864
S2	0.9706	0.9706	0.9902
S3	0.9506	0.9622	0.9884
S4	0.9306	0.9422	0.9829

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9989	0.9789	0.0200	2.0%	0.0086	0.9%	75%	True	False	23,460
10	1.0029	0.9713	0.0316	3.2%	0.0107	1.1%	72%	False	False	24,917
20	1.0029	0.9713	0.0316	3.2%	0.0085	0.9%	72%	False	False	22,307
40	1.0085	0.9713	0.0372	3.7%	0.0081	0.8%	61%	False	False	12,344
60	1.0544	0.9713	0.0831	8.4%	0.0079	0.8%	27%	False	False	8,238
80	1.0544	0.9713	0.0831	8.4%	0.0073	0.7%	27%	False	False	6,182

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	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0329
2.618	1.0198
1.618	1.0118
1.000	1.0069
0.618	1.0038
HIGH	0.9989
0.618	0.9958
0.500	0.9949
0.382	0.9940
LOW	0.9909
0.618	0.9860
1.000	0.9829
1.618	0.9780
2.618	0.9700
4.250	0.9569

Fisher Pivots for day following 13-Jan-2017
Pivot	1 day	3 day
R1	0.9949	0.9922
PP	0.9946	0.9906
S1	0.9942	0.9889

Download as Excel Spreadsheet

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

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