CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 14-Feb-2017

Day Change Summary
	Previous	Current
	13-Feb-2017	14-Feb-2017	Change	Change %	Previous Week
Open	0.9974	0.9951	-0.0023	-0.2%	1.0098
High	0.9994	0.9981	-0.0013	-0.1%	1.0115
Low	0.9944	0.9929	-0.0015	-0.2%	0.9952
Close	0.9957	0.9944	-0.0013	-0.1%	0.9979
Range	0.0050	0.0052	0.0002	4.0%	0.0163
ATR	0.0078	0.0076	-0.0002	-2.4%	0.0000
Volume	12,982	17,249	4,267	32.9%	91,191

Daily Pivots for day following 14-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0107	1.0078	0.9973
R3	1.0055	1.0026	0.9958
R2	1.0003	1.0003	0.9954
R1	0.9974	0.9974	0.9949	0.9963
PP	0.9951	0.9951	0.9951	0.9946
S1	0.9922	0.9922	0.9939	0.9911
S2	0.9899	0.9899	0.9934
S3	0.9847	0.9870	0.9930
S4	0.9795	0.9818	0.9915

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0504	1.0405	1.0069
R3	1.0341	1.0242	1.0024
R2	1.0178	1.0178	1.0009
R1	1.0079	1.0079	0.9994	1.0047
PP	1.0015	1.0015	1.0015	1.0000
S1	0.9916	0.9916	0.9964	0.9884
S2	0.9852	0.9852	0.9949
S3	0.9689	0.9753	0.9934
S4	0.9526	0.9590	0.9889

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0086	0.9929	0.0157	1.6%	0.0062	0.6%	10%	False	True	17,651
10	1.0151	0.9929	0.0222	2.2%	0.0070	0.7%	7%	False	True	18,641
20	1.0163	0.9906	0.0257	2.6%	0.0072	0.7%	15%	False	False	20,003
40	1.0163	0.9713	0.0450	4.5%	0.0079	0.8%	51%	False	False	21,448
60	1.0163	0.9713	0.0450	4.5%	0.0079	0.8%	51%	False	False	15,483
80	1.0544	0.9713	0.0831	8.4%	0.0079	0.8%	28%	False	False	11,620
100	1.0544	0.9713	0.0831	8.4%	0.0074	0.7%	28%	False	False	9,298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0202
2.618	1.0117
1.618	1.0065
1.000	1.0033
0.618	1.0013
HIGH	0.9981
0.618	0.9961
0.500	0.9955
0.382	0.9949
LOW	0.9929
0.618	0.9897
1.000	0.9877
1.618	0.9845
2.618	0.9793
4.250	0.9708

Fisher Pivots for day following 14-Feb-2017
Pivot	1 day	3 day
R1	0.9955	0.9967
PP	0.9951	0.9959
S1	0.9948	0.9952

Download as Excel Spreadsheet

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

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