CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 23-Feb-2017

Day Change Summary
	Previous	Current
	22-Feb-2017	23-Feb-2017	Change	Change %	Previous Week
Open	0.9913	0.9901	-0.0012	-0.1%	0.9974
High	0.9931	0.9954	0.0023	0.2%	1.0046
Low	0.9870	0.9893	0.0023	0.2%	0.9880
Close	0.9916	0.9937	0.0021	0.2%	0.9978
Range	0.0061	0.0061	0.0000	0.0%	0.0166
ATR	0.0077	0.0076	-0.0001	-1.5%	0.0000
Volume	23,157	15,838	-7,319	-31.6%	90,484

Daily Pivots for day following 23-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0111	1.0085	0.9971
R3	1.0050	1.0024	0.9954
R2	0.9989	0.9989	0.9948
R1	0.9963	0.9963	0.9943	0.9976
PP	0.9928	0.9928	0.9928	0.9935
S1	0.9902	0.9902	0.9931	0.9915
S2	0.9867	0.9867	0.9926
S3	0.9806	0.9841	0.9920
S4	0.9745	0.9780	0.9903

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0466	1.0388	1.0069
R3	1.0300	1.0222	1.0024
R2	1.0134	1.0134	1.0008
R1	1.0056	1.0056	0.9993	1.0095
PP	0.9968	0.9968	0.9968	0.9988
S1	0.9890	0.9890	0.9963	0.9929
S2	0.9802	0.9802	0.9948
S3	0.9636	0.9724	0.9932
S4	0.9470	0.9558	0.9887

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0046	0.9870	0.0176	1.8%	0.0076	0.8%	38%	False	False	20,362
10	1.0079	0.9870	0.0209	2.1%	0.0070	0.7%	32%	False	False	19,513
20	1.0163	0.9870	0.0293	2.9%	0.0075	0.8%	23%	False	False	20,610
40	1.0163	0.9713	0.0450	4.5%	0.0082	0.8%	50%	False	False	21,109
60	1.0163	0.9713	0.0450	4.5%	0.0080	0.8%	50%	False	False	17,552
80	1.0544	0.9713	0.0831	8.4%	0.0081	0.8%	27%	False	False	13,176
100	1.0544	0.9713	0.0831	8.4%	0.0075	0.8%	27%	False	False	10,543
120	1.0544	0.9713	0.0831	8.4%	0.0070	0.7%	27%	False	False	8,786

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0213
2.618	1.0114
1.618	1.0053
1.000	1.0015
0.618	0.9992
HIGH	0.9954
0.618	0.9931
0.500	0.9924
0.382	0.9916
LOW	0.9893
0.618	0.9855
1.000	0.9832
1.618	0.9794
2.618	0.9733
4.250	0.9634

Fisher Pivots for day following 23-Feb-2017
Pivot	1 day	3 day
R1	0.9933	0.9936
PP	0.9928	0.9935
S1	0.9924	0.9934

Download as Excel Spreadsheet

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

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