CME Swiss Franc Future June 2017

Trading Metrics calculated at close of trading on 23-Jan-2017

Day Change Summary
	Previous	Current
	20-Jan-2017	23-Jan-2017	Change	Change %	Previous Week
Open	1.0031	1.0089	0.0058	0.6%	1.0072
High	1.0073	1.0123	0.0050	0.5%	1.0095
Low	0.9997	1.0073	0.0076	0.8%	0.9961
Close	1.0073	1.0105	0.0032	0.3%	1.0073
Range	0.0076	0.0050	-0.0026	-34.2%	0.0134
ATR	0.0080	0.0078	-0.0002	-2.7%	0.0000
Volume	1	5	4	400.0%	20

Daily Pivots for day following 23-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0250	1.0228	1.0133
R3	1.0200	1.0178	1.0119
R2	1.0150	1.0150	1.0114
R1	1.0128	1.0128	1.0110	1.0139
PP	1.0100	1.0100	1.0100	1.0106
S1	1.0078	1.0078	1.0100	1.0089
S2	1.0050	1.0050	1.0096
S3	1.0000	1.0028	1.0091
S4	0.9950	0.9978	1.0078

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	1.0123	0.9961	0.0162	1.6%	0.0076	0.8%	89%	True	False	5
10	1.0123	0.9854	0.0269	2.7%	0.0077	0.8%	93%	True	False	5
20	1.0123	0.9778	0.0345	3.4%	0.0074	0.7%	95%	True	False	10

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0024
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.0336
2.618	1.0254
1.618	1.0204
1.000	1.0173
0.618	1.0154
HIGH	1.0123
0.618	1.0104
0.500	1.0098
0.382	1.0092
LOW	1.0073
0.618	1.0042
1.000	1.0023
1.618	0.9992
2.618	0.9942
4.250	0.9861

Fisher Pivots for day following 23-Jan-2017
Pivot	1 day	3 day
R1	1.0103	1.0086
PP	1.0100	1.0066
S1	1.0098	1.0047

Download as Excel Spreadsheet

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

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