CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 08-Mar-2017

Day Change Summary
	Previous	Current
	07-Mar-2017	08-Mar-2017	Change	Change %	Previous Week
Open	0.9881	0.9867	-0.0014	-0.1%	0.9932
High	0.9896	0.9881	-0.0015	-0.2%	0.9997
Low	0.9833	0.9850	0.0017	0.2%	0.9859
Close	0.9870	0.9859	-0.0011	-0.1%	0.9909
Range	0.0063	0.0031	-0.0032	-50.8%	0.0138
ATR	0.0071	0.0069	-0.0003	-4.0%	0.0000
Volume	20,497	33,276	12,779	62.3%	113,104

Daily Pivots for day following 08-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9956	0.9939	0.9876
R3	0.9925	0.9908	0.9868
R2	0.9894	0.9894	0.9865
R1	0.9877	0.9877	0.9862	0.9870
PP	0.9863	0.9863	0.9863	0.9860
S1	0.9846	0.9846	0.9856	0.9839
S2	0.9832	0.9832	0.9853
S3	0.9801	0.9815	0.9850
S4	0.9770	0.9784	0.9842

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	0.9930	0.9833	0.0097	1.0%	0.0054	0.5%	27%	False	False	23,421
10	0.9997	0.9833	0.0164	1.7%	0.0061	0.6%	16%	False	False	21,974
20	1.0086	0.9833	0.0253	2.6%	0.0066	0.7%	10%	False	False	20,834
40	1.0163	0.9789	0.0374	3.8%	0.0074	0.8%	19%	False	False	21,553
60	1.0163	0.9713	0.0450	4.6%	0.0077	0.8%	32%	False	False	20,834
80	1.0253	0.9713	0.0540	5.5%	0.0077	0.8%	27%	False	False	15,722
100	1.0544	0.9713	0.0831	8.4%	0.0075	0.8%	18%	False	False	12,580
120	1.0544	0.9713	0.0831	8.4%	0.0071	0.7%	18%	False	False	10,485

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	1.0013
2.618	0.9962
1.618	0.9931
1.000	0.9912
0.618	0.9900
HIGH	0.9881
0.618	0.9869
0.500	0.9866
0.382	0.9862
LOW	0.9850
0.618	0.9831
1.000	0.9819
1.618	0.9800
2.618	0.9769
4.250	0.9718

Fisher Pivots for day following 08-Mar-2017
Pivot	1 day	3 day
R1	0.9866	0.9882
PP	0.9863	0.9874
S1	0.9861	0.9867

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

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