CME Swiss Franc Future June 2017

Trading Metrics calculated at close of trading on 31-Jan-2017

Day Change Summary
	Previous	Current
	30-Jan-2017	31-Jan-2017	Change	Change %	Previous Week
Open	1.0048	1.0124	0.0076	0.8%	1.0089
High	1.0148	1.0220	0.0072	0.7%	1.0125
Low	1.0040	1.0119	0.0079	0.8%	1.0058
Close	1.0133	1.0198	0.0065	0.6%	1.0096
Range	0.0108	0.0101	-0.0007	-6.5%	0.0067
ATR	0.0074	0.0076	0.0002	2.5%	0.0000
Volume	29	40	11	37.9%	21

Daily Pivots for day following 31-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0482	1.0441	1.0254
R3	1.0381	1.0340	1.0226
R2	1.0280	1.0280	1.0217
R1	1.0239	1.0239	1.0207	1.0260
PP	1.0179	1.0179	1.0179	1.0189
S1	1.0138	1.0138	1.0189	1.0159
S2	1.0078	1.0078	1.0179
S3	0.9977	1.0037	1.0170
S4	0.9876	0.9936	1.0142

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0294	1.0262	1.0133
R3	1.0227	1.0195	1.0114
R2	1.0160	1.0160	1.0108
R1	1.0128	1.0128	1.0102	1.0144
PP	1.0093	1.0093	1.0093	1.0101
S1	1.0061	1.0061	1.0090	1.0077
S2	1.0026	1.0026	1.0084
S3	0.9959	0.9994	1.0078
S4	0.9892	0.9927	1.0059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0220	1.0040	0.0180	1.8%	0.0074	0.7%	88%	True	False	16
10	1.0220	0.9971	0.0249	2.4%	0.0067	0.7%	91%	True	False	11
20	1.0220	0.9778	0.0442	4.3%	0.0076	0.7%	95%	True	False	11
40	1.0220	0.9778	0.0442	4.3%	0.0063	0.6%	95%	True	False	9

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0649
2.618	1.0484
1.618	1.0383
1.000	1.0321
0.618	1.0282
HIGH	1.0220
0.618	1.0181
0.500	1.0170
0.382	1.0158
LOW	1.0119
0.618	1.0057
1.000	1.0018
1.618	0.9956
2.618	0.9855
4.250	0.9690

Fisher Pivots for day following 31-Jan-2017
Pivot	1 day	3 day
R1	1.0189	1.0175
PP	1.0179	1.0153
S1	1.0170	1.0130

Download as Excel Spreadsheet

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

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