CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 01-Mar-2017

Day Change Summary
	Previous	Current
	28-Feb-2017	01-Mar-2017	Change	Change %	Previous Week
Open	0.9916	0.9945	0.0029	0.3%	0.9988
High	0.9997	0.9952	-0.0045	-0.5%	0.9998
Low	0.9904	0.9876	-0.0028	-0.3%	0.9870
Close	0.9960	0.9915	-0.0045	-0.5%	0.9935
Range	0.0093	0.0076	-0.0017	-18.3%	0.0128
ATR	0.0075	0.0075	0.0001	0.9%	0.0000
Volume	24,650	27,503	2,853	11.6%	82,131

Daily Pivots for day following 01-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0142	1.0105	0.9957
R3	1.0066	1.0029	0.9936
R2	0.9990	0.9990	0.9929
R1	0.9953	0.9953	0.9922	0.9934
PP	0.9914	0.9914	0.9914	0.9905
S1	0.9877	0.9877	0.9908	0.9858
S2	0.9838	0.9838	0.9901
S3	0.9762	0.9801	0.9894
S4	0.9686	0.9725	0.9873

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0318	1.0255	1.0005
R3	1.0190	1.0127	0.9970
R2	1.0062	1.0062	0.9958
R1	0.9999	0.9999	0.9947	0.9967
PP	0.9934	0.9934	0.9934	0.9918
S1	0.9871	0.9871	0.9923	0.9839
S2	0.9806	0.9806	0.9912
S3	0.9678	0.9743	0.9900
S4	0.9550	0.9615	0.9865

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9997	0.9876	0.0121	1.2%	0.0068	0.7%	32%	False	True	20,527
10	1.0046	0.9870	0.0176	1.8%	0.0074	0.7%	26%	False	False	21,132
20	1.0151	0.9870	0.0281	2.8%	0.0072	0.7%	16%	False	False	19,886
40	1.0163	0.9713	0.0450	4.5%	0.0080	0.8%	45%	False	False	21,795
60	1.0163	0.9713	0.0450	4.5%	0.0080	0.8%	45%	False	False	18,979
80	1.0544	0.9713	0.0831	8.4%	0.0081	0.8%	24%	False	False	14,261
100	1.0544	0.9713	0.0831	8.4%	0.0076	0.8%	24%	False	False	11,409
120	1.0544	0.9713	0.0831	8.4%	0.0070	0.7%	24%	False	False	9,510

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0275
2.618	1.0151
1.618	1.0075
1.000	1.0028
0.618	0.9999
HIGH	0.9952
0.618	0.9923
0.500	0.9914
0.382	0.9905
LOW	0.9876
0.618	0.9829
1.000	0.9800
1.618	0.9753
2.618	0.9677
4.250	0.9553

Fisher Pivots for day following 01-Mar-2017
Pivot	1 day	3 day
R1	0.9915	0.9937
PP	0.9914	0.9929
S1	0.9914	0.9922

Download as Excel Spreadsheet

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

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