CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 07-Mar-2017

Day Change Summary
	Previous	Current
	06-Mar-2017	07-Mar-2017	Change	Change %	Previous Week
Open	0.9923	0.9881	-0.0042	-0.4%	0.9932
High	0.9930	0.9896	-0.0034	-0.3%	0.9997
Low	0.9875	0.9833	-0.0042	-0.4%	0.9859
Close	0.9887	0.9870	-0.0017	-0.2%	0.9909
Range	0.0055	0.0063	0.0008	14.5%	0.0138
ATR	0.0072	0.0071	-0.0001	-0.9%	0.0000
Volume	19,167	20,497	1,330	6.9%	113,104

Daily Pivots for day following 07-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0055	1.0026	0.9905
R3	0.9992	0.9963	0.9887
R2	0.9929	0.9929	0.9882
R1	0.9900	0.9900	0.9876	0.9883
PP	0.9866	0.9866	0.9866	0.9858
S1	0.9837	0.9837	0.9864	0.9820
S2	0.9803	0.9803	0.9858
S3	0.9740	0.9774	0.9853
S4	0.9677	0.9711	0.9835

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0336	1.0260	0.9985
R3	1.0198	1.0122	0.9947
R2	1.0060	1.0060	0.9934
R1	0.9984	0.9984	0.9922	0.9953
PP	0.9922	0.9922	0.9922	0.9906
S1	0.9846	0.9846	0.9896	0.9815
S2	0.9784	0.9784	0.9884
S3	0.9646	0.9708	0.9871
S4	0.9508	0.9570	0.9833

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9952	0.9833	0.0119	1.2%	0.0063	0.6%	31%	False	True	22,267
10	0.9997	0.9833	0.0164	1.7%	0.0064	0.6%	23%	False	True	20,962
20	1.0109	0.9833	0.0276	2.8%	0.0069	0.7%	13%	False	True	20,178
40	1.0163	0.9789	0.0374	3.8%	0.0075	0.8%	22%	False	False	21,193
60	1.0163	0.9713	0.0450	4.6%	0.0079	0.8%	35%	False	False	20,302
80	1.0544	0.9713	0.0831	8.4%	0.0081	0.8%	19%	False	False	15,306
100	1.0544	0.9713	0.0831	8.4%	0.0075	0.8%	19%	False	False	12,247
120	1.0544	0.9713	0.0831	8.4%	0.0071	0.7%	19%	False	False	10,208

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0164
2.618	1.0061
1.618	0.9998
1.000	0.9959
0.618	0.9935
HIGH	0.9896
0.618	0.9872
0.500	0.9865
0.382	0.9857
LOW	0.9833
0.618	0.9794
1.000	0.9770
1.618	0.9731
2.618	0.9668
4.250	0.9565

Fisher Pivots for day following 07-Mar-2017
Pivot	1 day	3 day
R1	0.9868	0.9882
PP	0.9866	0.9878
S1	0.9865	0.9874

Download as Excel Spreadsheet

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

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