CME Swiss Franc Future June 2017

Trading Metrics calculated at close of trading on 03-Feb-2017

Day Change Summary
	Previous	Current
	02-Feb-2017	03-Feb-2017	Change	Change %	Previous Week
Open	1.0195	1.0149	-0.0046	-0.5%	1.0048
High	1.0209	1.0165	-0.0044	-0.4%	1.0220
Low	1.0145	1.0107	-0.0038	-0.4%	1.0040
Close	1.0154	1.0142	-0.0012	-0.1%	1.0142
Range	0.0064	0.0058	-0.0006	-9.4%	0.0180
ATR	0.0075	0.0074	-0.0001	-1.6%	0.0000
Volume	16	6	-10	-62.5%	103

Daily Pivots for day following 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0312	1.0285	1.0174
R3	1.0254	1.0227	1.0158
R2	1.0196	1.0196	1.0153
R1	1.0169	1.0169	1.0147	1.0154
PP	1.0138	1.0138	1.0138	1.0130
S1	1.0111	1.0111	1.0137	1.0096
S2	1.0080	1.0080	1.0131
S3	1.0022	1.0053	1.0126
S4	0.9964	0.9995	1.0110

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0674	1.0588	1.0241
R3	1.0494	1.0408	1.0192
R2	1.0314	1.0314	1.0175
R1	1.0228	1.0228	1.0159	1.0271
PP	1.0134	1.0134	1.0134	1.0156
S1	1.0048	1.0048	1.0126	1.0091
S2	0.9954	0.9954	1.0109
S3	0.9774	0.9868	1.0093
S4	0.9594	0.9688	1.0043

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%	0.0073	0.7%	57%	False	False	20
10	1.0220	1.0040	0.0180	1.8%	0.0063	0.6%	57%	False	False	12
20	1.0220	0.9854	0.0366	3.6%	0.0072	0.7%	79%	False	False	10
40	1.0220	0.9778	0.0442	4.4%	0.0064	0.6%	82%	False	False	10

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0412
2.618	1.0317
1.618	1.0259
1.000	1.0223
0.618	1.0201
HIGH	1.0165
0.618	1.0143
0.500	1.0136
0.382	1.0129
LOW	1.0107
0.618	1.0071
1.000	1.0049
1.618	1.0013
2.618	0.9955
4.250	0.9861

Fisher Pivots for day following 03-Feb-2017
Pivot	1 day	3 day
R1	1.0140	1.0158
PP	1.0138	1.0153
S1	1.0136	1.0147

Download as Excel Spreadsheet

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

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