CME Swiss Franc Future June 2017

Trading Metrics calculated at close of trading on 18-Jan-2017

Day Change Summary
	Previous	Current
	17-Jan-2017	18-Jan-2017	Change	Change %	Previous Week
Open	1.0072	1.0051	-0.0021	-0.2%	0.9918
High	1.0095	1.0080	-0.0015	-0.1%	1.0034
Low	0.9961	1.0018	0.0057	0.6%	0.9854
Close	1.0072	1.0051	-0.0021	-0.2%	1.0004
Range	0.0134	0.0062	-0.0072	-53.7%	0.0180
ATR	0.0082	0.0081	-0.0001	-1.7%	0.0000
Volume	0	15	15		27

Daily Pivots for day following 18-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0236	1.0205	1.0085
R3	1.0174	1.0143	1.0068
R2	1.0112	1.0112	1.0062
R1	1.0081	1.0081	1.0057	1.0082
PP	1.0050	1.0050	1.0050	1.0050
S1	1.0019	1.0019	1.0045	1.0020
S2	0.9988	0.9988	1.0040
S3	0.9926	0.9957	1.0034
S4	0.9864	0.9895	1.0017

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0504	1.0434	1.0103
R3	1.0324	1.0254	1.0053
R2	1.0144	1.0144	1.0037
R1	1.0074	1.0074	1.0020	1.0109
PP	0.9964	0.9964	0.9964	0.9982
S1	0.9894	0.9894	0.9988	0.9929
S2	0.9784	0.9784	0.9971
S3	0.9604	0.9714	0.9955
S4	0.9424	0.9534	0.9905

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0095	0.9854	0.0241	2.4%	0.0096	1.0%	82%	False	False	6
10	1.0095	0.9819	0.0276	2.7%	0.0080	0.8%	84%	False	False	8
20	1.0095	0.9778	0.0317	3.2%	0.0073	0.7%	86%	False	False	10

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0344
2.618	1.0242
1.618	1.0180
1.000	1.0142
0.618	1.0118
HIGH	1.0080
0.618	1.0056
0.500	1.0049
0.382	1.0042
LOW	1.0018
0.618	0.9980
1.000	0.9956
1.618	0.9918
2.618	0.9856
4.250	0.9755

Fisher Pivots for day following 18-Jan-2017
Pivot	1 day	3 day
R1	1.0050	1.0043
PP	1.0050	1.0036
S1	1.0049	1.0028

Download as Excel Spreadsheet

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

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