CME Swiss Franc Future June 2017

Trading Metrics calculated at close of trading on 16-Feb-2017

Day Change Summary
	Previous	Current
	15-Feb-2017	16-Feb-2017	Change	Change %	Previous Week
Open	0.9984	1.0030	0.0046	0.5%	1.0115
High	1.0025	1.0103	0.0078	0.8%	1.0172
Low	0.9955	1.0022	0.0067	0.7%	1.0012
Close	1.0005	1.0100	0.0095	0.9%	1.0038
Range	0.0070	0.0081	0.0011	15.7%	0.0160
ATR	0.0069	0.0071	0.0002	3.0%	0.0000
Volume	66	99	33	50.0%	141

Daily Pivots for day following 16-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0318	1.0290	1.0145
R3	1.0237	1.0209	1.0122
R2	1.0156	1.0156	1.0115
R1	1.0128	1.0128	1.0107	1.0142
PP	1.0075	1.0075	1.0075	1.0082
S1	1.0047	1.0047	1.0093	1.0061
S2	0.9994	0.9994	1.0085
S3	0.9913	0.9966	1.0078
S4	0.9832	0.9885	1.0055

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	1.0103	0.9955	0.0148	1.5%	0.0059	0.6%	98%	True	False	70
10	1.0172	0.9955	0.0217	2.1%	0.0066	0.7%	67%	False	False	42
20	1.0220	0.9955	0.0265	2.6%	0.0065	0.6%	55%	False	False	27
40	1.0220	0.9778	0.0442	4.4%	0.0069	0.7%	73%	False	False	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0447
2.618	1.0315
1.618	1.0234
1.000	1.0184
0.618	1.0153
HIGH	1.0103
0.618	1.0072
0.500	1.0063
0.382	1.0053
LOW	1.0022
0.618	0.9972
1.000	0.9941
1.618	0.9891
2.618	0.9810
4.250	0.9678

Fisher Pivots for day following 16-Feb-2017
Pivot	1 day	3 day
R1	1.0088	1.0076
PP	1.0075	1.0053
S1	1.0063	1.0029

Download as Excel Spreadsheet

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

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