CME Swiss Franc Future June 2017

Trading Metrics calculated at close of trading on 08-Feb-2017

Day Change Summary
	Previous	Current
	07-Feb-2017	08-Feb-2017	Change	Change %	Previous Week
Open	1.0114	1.0106	-0.0008	-0.1%	1.0048
High	1.0167	1.0144	-0.0023	-0.2%	1.0220
Low	1.0070	1.0076	0.0006	0.1%	1.0040
Close	1.0110	1.0122	0.0012	0.1%	1.0142
Range	0.0097	0.0068	-0.0029	-29.9%	0.0180
ATR	0.0074	0.0074	0.0000	-0.6%	0.0000
Volume	20	12	-8	-40.0%	103

Daily Pivots for day following 08-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0318	1.0288	1.0159
R3	1.0250	1.0220	1.0141
R2	1.0182	1.0182	1.0134
R1	1.0152	1.0152	1.0128	1.0167
PP	1.0114	1.0114	1.0114	1.0122
S1	1.0084	1.0084	1.0116	1.0099
S2	1.0046	1.0046	1.0110
S3	0.9978	1.0016	1.0103
S4	0.9910	0.9948	1.0085

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	1.0209	1.0070	0.0139	1.4%	0.0069	0.7%	37%	False	False	16
10	1.0220	1.0040	0.0180	1.8%	0.0070	0.7%	46%	False	False	17
20	1.0220	0.9854	0.0366	3.6%	0.0073	0.7%	73%	False	False	11
40	1.0220	0.9778	0.0442	4.4%	0.0066	0.6%	78%	False	False	11

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0433
2.618	1.0322
1.618	1.0254
1.000	1.0212
0.618	1.0186
HIGH	1.0144
0.618	1.0118
0.500	1.0110
0.382	1.0102
LOW	1.0076
0.618	1.0034
1.000	1.0008
1.618	0.9966
2.618	0.9898
4.250	0.9787

Fisher Pivots for day following 08-Feb-2017
Pivot	1 day	3 day
R1	1.0118	1.0122
PP	1.0114	1.0121
S1	1.0110	1.0121

Download as Excel Spreadsheet

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

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