CME Swiss Franc Future June 2017

Trading Metrics calculated at close of trading on 13-Feb-2017

Day Change Summary
	Previous	Current
	10-Feb-2017	13-Feb-2017	Change	Change %	Previous Week
Open	1.0054	1.0045	-0.0009	-0.1%	1.0115
High	1.0061	1.0052	-0.0009	-0.1%	1.0172
Low	1.0012	1.0004	-0.0008	-0.1%	1.0012
Close	1.0038	1.0016	-0.0022	-0.2%	1.0038
Range	0.0049	0.0048	-0.0001	-2.0%	0.0160
ATR	0.0072	0.0071	-0.0002	-2.4%	0.0000
Volume	76	23	-53	-69.7%	141

Daily Pivots for day following 13-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0168	1.0140	1.0042
R3	1.0120	1.0092	1.0029
R2	1.0072	1.0072	1.0025
R1	1.0044	1.0044	1.0020	1.0034
PP	1.0024	1.0024	1.0024	1.0019
S1	0.9996	0.9996	1.0012	0.9986
S2	0.9976	0.9976	1.0007
S3	0.9928	0.9948	1.0003
S4	0.9880	0.9900	0.9990

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0554	1.0456	1.0126
R3	1.0394	1.0296	1.0082
R2	1.0234	1.0234	1.0067
R1	1.0136	1.0136	1.0053	1.0105
PP	1.0074	1.0074	1.0074	1.0059
S1	0.9976	0.9976	1.0023	0.9945
S2	0.9914	0.9914	1.0009
S3	0.9754	0.9816	0.9994
S4	0.9594	0.9656	0.9950

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0167	1.0004	0.0163	1.6%	0.0069	0.7%	7%	False	True	27
10	1.0220	1.0004	0.0216	2.2%	0.0066	0.7%	6%	False	True	23
20	1.0220	0.9961	0.0259	2.6%	0.0068	0.7%	21%	False	False	15
40	1.0220	0.9778	0.0442	4.4%	0.0067	0.7%	54%	False	False	13

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	0.0018
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0256
2.618	1.0178
1.618	1.0130
1.000	1.0100
0.618	1.0082
HIGH	1.0052
0.618	1.0034
0.500	1.0028
0.382	1.0022
LOW	1.0004
0.618	0.9974
1.000	0.9956
1.618	0.9926
2.618	0.9878
4.250	0.9800

Fisher Pivots for day following 13-Feb-2017
Pivot	1 day	3 day
R1	1.0028	1.0070
PP	1.0024	1.0052
S1	1.0020	1.0034

Download as Excel Spreadsheet

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

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