CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 09-Mar-2017

Day Change Summary
	Previous	Current
	08-Mar-2017	09-Mar-2017	Change	Change %	Previous Week
Open	0.9867	0.9853	-0.0014	-0.1%	0.9932
High	0.9881	0.9910	0.0029	0.3%	0.9997
Low	0.9850	0.9840	-0.0010	-0.1%	0.9859
Close	0.9859	0.9902	0.0043	0.4%	0.9909
Range	0.0031	0.0070	0.0039	125.8%	0.0138
ATR	0.0069	0.0069	0.0000	0.1%	0.0000
Volume	33,276	39,519	6,243	18.8%	113,104

Daily Pivots for day following 09-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0094	1.0068	0.9941
R3	1.0024	0.9998	0.9921
R2	0.9954	0.9954	0.9915
R1	0.9928	0.9928	0.9908	0.9941
PP	0.9884	0.9884	0.9884	0.9891
S1	0.9858	0.9858	0.9896	0.9871
S2	0.9814	0.9814	0.9889
S3	0.9744	0.9788	0.9883
S4	0.9674	0.9718	0.9863

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%	0.0056	0.6%	71%	False	False	27,491
10	0.9997	0.9833	0.0164	1.7%	0.0062	0.6%	42%	False	False	24,342
20	1.0079	0.9833	0.0246	2.5%	0.0066	0.7%	28%	False	False	21,927
40	1.0163	0.9789	0.0374	3.8%	0.0075	0.8%	30%	False	False	22,135
60	1.0163	0.9713	0.0450	4.5%	0.0077	0.8%	42%	False	False	21,469
80	1.0240	0.9713	0.0527	5.3%	0.0077	0.8%	36%	False	False	16,215
100	1.0544	0.9713	0.0831	8.4%	0.0075	0.8%	23%	False	False	12,975
120	1.0544	0.9713	0.0831	8.4%	0.0072	0.7%	23%	False	False	10,815

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0208
2.618	1.0093
1.618	1.0023
1.000	0.9980
0.618	0.9953
HIGH	0.9910
0.618	0.9883
0.500	0.9875
0.382	0.9867
LOW	0.9840
0.618	0.9797
1.000	0.9770
1.618	0.9727
2.618	0.9657
4.250	0.9542

Fisher Pivots for day following 09-Mar-2017
Pivot	1 day	3 day
R1	0.9893	0.9892
PP	0.9884	0.9882
S1	0.9875	0.9872

Download as Excel Spreadsheet

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

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