CME Swiss Franc Future June 2017

Trading Metrics calculated at close of trading on 20-Jan-2017

Day Change Summary
	Previous	Current
	19-Jan-2017	20-Jan-2017	Change	Change %	Previous Week
Open	0.9997	1.0031	0.0034	0.3%	1.0072
High	1.0028	1.0073	0.0045	0.4%	1.0095
Low	0.9971	0.9997	0.0026	0.3%	0.9961
Close	1.0019	1.0073	0.0054	0.5%	1.0073
Range	0.0057	0.0076	0.0019	33.3%	0.0134
ATR	0.0081	0.0080	0.0000	-0.4%	0.0000
Volume	4	1	-3	-75.0%	20

Daily Pivots for day following 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0276	1.0250	1.0115
R3	1.0200	1.0174	1.0094
R2	1.0124	1.0124	1.0087
R1	1.0098	1.0098	1.0080	1.0111
PP	1.0048	1.0048	1.0048	1.0054
S1	1.0022	1.0022	1.0066	1.0035
S2	0.9972	0.9972	1.0059
S3	0.9896	0.9946	1.0052
S4	0.9820	0.9870	1.0031

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0445	1.0393	1.0147
R3	1.0311	1.0259	1.0110
R2	1.0177	1.0177	1.0098
R1	1.0125	1.0125	1.0085	1.0151
PP	1.0043	1.0043	1.0043	1.0056
S1	0.9991	0.9991	1.0061	1.0017
S2	0.9909	0.9909	1.0048
S3	0.9775	0.9857	1.0036
S4	0.9641	0.9723	0.9999

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0095	0.9961	0.0134	1.3%	0.0078	0.8%	84%	False	False	5
10	1.0095	0.9854	0.0241	2.4%	0.0081	0.8%	91%	False	False	8
20	1.0095	0.9778	0.0317	3.1%	0.0075	0.7%	93%	False	False	10

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	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0396
2.618	1.0272
1.618	1.0196
1.000	1.0149
0.618	1.0120
HIGH	1.0073
0.618	1.0044
0.500	1.0035
0.382	1.0026
LOW	0.9997
0.618	0.9950
1.000	0.9921
1.618	0.9874
2.618	0.9798
4.250	0.9674

Fisher Pivots for day following 20-Jan-2017
Pivot	1 day	3 day
R1	1.0060	1.0057
PP	1.0048	1.0041
S1	1.0035	1.0026

Download as Excel Spreadsheet

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

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