CME Swiss Franc Future June 2017

Trading Metrics calculated at close of trading on 13-Dec-2016

Day Change Summary
	Previous	Current
	12-Dec-2016	13-Dec-2016	Change	Change %	Previous Week
Open	0.9977	1.0000	0.0023	0.2%	1.0061
High	0.9977	1.0009	0.0032	0.3%	1.0078
Low	0.9977	0.9993	0.0016	0.2%	0.9921
Close	0.9977	0.9993	0.0016	0.2%	0.9945
Range	0.0000	0.0016	0.0016		0.0157
ATR
Volume	0	26	26		0

Daily Pivots for day following 13-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0046	1.0036	1.0002
R3	1.0030	1.0020	0.9997
R2	1.0014	1.0014	0.9996
R1	1.0004	1.0004	0.9994	1.0001
PP	0.9998	0.9998	0.9998	0.9997
S1	0.9988	0.9988	0.9992	0.9985
S2	0.9982	0.9982	0.9990
S3	0.9966	0.9972	0.9989
S4	0.9950	0.9956	0.9984

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0452	1.0356	1.0031
R3	1.0295	1.0199	0.9988
R2	1.0138	1.0138	0.9974
R1	1.0042	1.0042	0.9959	1.0012
PP	0.9981	0.9981	0.9981	0.9966
S1	0.9885	0.9885	0.9931	0.9855
S2	0.9824	0.9824	0.9916
S3	0.9667	0.9728	0.9902
S4	0.9510	0.9571	0.9859

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0078	0.9921	0.0157	1.6%	0.0033	0.3%	46%	False	False	5
10	1.0078	0.9921	0.0157	1.6%	0.0031	0.3%	46%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0077
2.618	1.0051
1.618	1.0035
1.000	1.0025
0.618	1.0019
HIGH	1.0009
0.618	1.0003
0.500	1.0001
0.382	0.9999
LOW	0.9993
0.618	0.9983
1.000	0.9977
1.618	0.9967
2.618	0.9951
4.250	0.9925

Fisher Pivots for day following 13-Dec-2016
Pivot	1 day	3 day
R1	1.0001	0.9984
PP	0.9998	0.9974
S1	0.9996	0.9965

Download as Excel Spreadsheet

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

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