CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 10-Mar-2017

Day Change Summary
	Previous	Current
	09-Mar-2017	10-Mar-2017	Change	Change %	Previous Week
Open	0.9853	0.9878	0.0025	0.3%	0.9923
High	0.9910	0.9922	0.0012	0.1%	0.9930
Low	0.9840	0.9850	0.0010	0.1%	0.9833
Close	0.9902	0.9908	0.0006	0.1%	0.9908
Range	0.0070	0.0072	0.0002	2.9%	0.0097
ATR	0.0069	0.0069	0.0000	0.3%	0.0000
Volume	39,519	8,527	-30,992	-78.4%	120,986

Daily Pivots for day following 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0109	1.0081	0.9948
R3	1.0037	1.0009	0.9928
R2	0.9965	0.9965	0.9921
R1	0.9937	0.9937	0.9915	0.9951
PP	0.9893	0.9893	0.9893	0.9901
S1	0.9865	0.9865	0.9901	0.9879
S2	0.9821	0.9821	0.9895
S3	0.9749	0.9793	0.9888
S4	0.9677	0.9721	0.9868

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0181	1.0142	0.9961
R3	1.0084	1.0045	0.9935
R2	0.9987	0.9987	0.9926
R1	0.9948	0.9948	0.9917	0.9919
PP	0.9890	0.9890	0.9890	0.9876
S1	0.9851	0.9851	0.9899	0.9822
S2	0.9793	0.9793	0.9890
S3	0.9696	0.9754	0.9881
S4	0.9599	0.9657	0.9855

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%	0.0058	0.6%	77%	False	False	24,197
10	0.9997	0.9833	0.0164	1.7%	0.0063	0.6%	46%	False	False	23,409
20	1.0046	0.9833	0.0213	2.1%	0.0065	0.7%	35%	False	False	21,247
40	1.0163	0.9833	0.0330	3.3%	0.0073	0.7%	23%	False	False	21,387
60	1.0163	0.9713	0.0450	4.5%	0.0077	0.8%	43%	False	False	21,537
80	1.0168	0.9713	0.0455	4.6%	0.0077	0.8%	43%	False	False	16,322
100	1.0544	0.9713	0.0831	8.4%	0.0075	0.8%	23%	False	False	13,060
120	1.0544	0.9713	0.0831	8.4%	0.0072	0.7%	23%	False	False	10,886

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0228
2.618	1.0110
1.618	1.0038
1.000	0.9994
0.618	0.9966
HIGH	0.9922
0.618	0.9894
0.500	0.9886
0.382	0.9878
LOW	0.9850
0.618	0.9806
1.000	0.9778
1.618	0.9734
2.618	0.9662
4.250	0.9544

Fisher Pivots for day following 10-Mar-2017
Pivot	1 day	3 day
R1	0.9901	0.9899
PP	0.9893	0.9890
S1	0.9886	0.9881

Download as Excel Spreadsheet

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

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