CME Swiss Franc Future March 2017

Trading Metrics calculated at close of trading on 13-Mar-2017

Day Change Summary
	Previous	Current
	10-Mar-2017	13-Mar-2017	Change	Change %	Previous Week
Open	0.9878	0.9902	0.0024	0.2%	0.9923
High	0.9922	0.9934	0.0012	0.1%	0.9930
Low	0.9850	0.9885	0.0035	0.4%	0.9833
Close	0.9908	0.9925	0.0017	0.2%	0.9908
Range	0.0072	0.0049	-0.0023	-31.9%	0.0097
ATR	0.0069	0.0068	-0.0001	-2.1%	0.0000
Volume	8,527	901	-7,626	-89.4%	120,986

Daily Pivots for day following 13-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0062	1.0042	0.9952
R3	1.0013	0.9993	0.9938
R2	0.9964	0.9964	0.9934
R1	0.9944	0.9944	0.9929	0.9954
PP	0.9915	0.9915	0.9915	0.9920
S1	0.9895	0.9895	0.9921	0.9905
S2	0.9866	0.9866	0.9916
S3	0.9817	0.9846	0.9912
S4	0.9768	0.9797	0.9898

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	0.9934	0.9833	0.0101	1.0%	0.0057	0.6%	91%	True	False	20,544
10	0.9997	0.9833	0.0164	1.7%	0.0063	0.6%	56%	False	False	21,820
20	1.0046	0.9833	0.0213	2.1%	0.0065	0.7%	43%	False	False	20,380
40	1.0163	0.9833	0.0330	3.3%	0.0072	0.7%	28%	False	False	20,821
60	1.0163	0.9713	0.0450	4.5%	0.0077	0.8%	47%	False	False	21,434
80	1.0163	0.9713	0.0450	4.5%	0.0077	0.8%	47%	False	False	16,332
100	1.0544	0.9713	0.0831	8.4%	0.0076	0.8%	26%	False	False	13,069
120	1.0544	0.9713	0.0831	8.4%	0.0072	0.7%	26%	False	False	10,893

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0142
2.618	1.0062
1.618	1.0013
1.000	0.9983
0.618	0.9964
HIGH	0.9934
0.618	0.9915
0.500	0.9910
0.382	0.9904
LOW	0.9885
0.618	0.9855
1.000	0.9836
1.618	0.9806
2.618	0.9757
4.250	0.9677

Fisher Pivots for day following 13-Mar-2017
Pivot	1 day	3 day
R1	0.9920	0.9912
PP	0.9915	0.9900
S1	0.9910	0.9887

Download as Excel Spreadsheet

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

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