CME Swiss Franc Future June 2017

Trading Metrics calculated at close of trading on 01-Feb-2017

Day Change Summary
	Previous	Current
	31-Jan-2017	01-Feb-2017	Change	Change %	Previous Week
Open	1.0124	1.0153	0.0029	0.3%	1.0089
High	1.0220	1.0169	-0.0051	-0.5%	1.0125
Low	1.0119	1.0133	0.0014	0.1%	1.0058
Close	1.0198	1.0163	-0.0035	-0.3%	1.0096
Range	0.0101	0.0036	-0.0065	-64.4%	0.0067
ATR	0.0076	0.0076	-0.0001	-1.1%	0.0000
Volume	40	12	-28	-70.0%	21

Daily Pivots for day following 01-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0263	1.0249	1.0183
R3	1.0227	1.0213	1.0173
R2	1.0191	1.0191	1.0170
R1	1.0177	1.0177	1.0166	1.0184
PP	1.0155	1.0155	1.0155	1.0159
S1	1.0141	1.0141	1.0160	1.0148
S2	1.0119	1.0119	1.0156
S3	1.0083	1.0105	1.0153
S4	1.0047	1.0069	1.0143

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%	0.0070	0.7%	68%	False	False	18
10	1.0220	0.9971	0.0249	2.5%	0.0064	0.6%	77%	False	False	10
20	1.0220	0.9819	0.0401	3.9%	0.0072	0.7%	86%	False	False	9
40	1.0220	0.9778	0.0442	4.3%	0.0063	0.6%	87%	False	False	9

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.0322
2.618	1.0263
1.618	1.0227
1.000	1.0205
0.618	1.0191
HIGH	1.0169
0.618	1.0155
0.500	1.0151
0.382	1.0147
LOW	1.0133
0.618	1.0111
1.000	1.0097
1.618	1.0075
2.618	1.0039
4.250	0.9980

Fisher Pivots for day following 01-Feb-2017
Pivot	1 day	3 day
R1	1.0159	1.0152
PP	1.0155	1.0141
S1	1.0151	1.0130

Download as Excel Spreadsheet

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

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