CME Swiss Franc Future June 2017

Trading Metrics calculated at close of trading on 21-Feb-2017

Day Change Summary
	Previous	Current
	17-Feb-2017	21-Feb-2017	Change	Change %	Previous Week
Open	1.0088	1.0051	-0.0037	-0.4%	1.0045
High	1.0100	1.0056	-0.0044	-0.4%	1.0103
Low	1.0038	0.9966	-0.0072	-0.7%	0.9955
Close	1.0038	0.9985	-0.0053	-0.5%	1.0038
Range	0.0062	0.0090	0.0028	45.2%	0.0148
ATR	0.0071	0.0072	0.0001	2.0%	0.0000
Volume	47	71	24	51.1%	322

Daily Pivots for day following 21-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0272	1.0219	1.0035
R3	1.0182	1.0129	1.0010
R2	1.0092	1.0092	1.0002
R1	1.0039	1.0039	0.9993	1.0021
PP	1.0002	1.0002	1.0002	0.9993
S1	0.9949	0.9949	0.9977	0.9931
S2	0.9912	0.9912	0.9969
S3	0.9822	0.9859	0.9960
S4	0.9732	0.9769	0.9936

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0476	1.0405	1.0119
R3	1.0328	1.0257	1.0079
R2	1.0180	1.0180	1.0065
R1	1.0109	1.0109	1.0052	1.0071
PP	1.0032	1.0032	1.0032	1.0013
S1	0.9961	0.9961	1.0024	0.9923
S2	0.9884	0.9884	1.0011
S3	0.9736	0.9813	0.9997
S4	0.9588	0.9665	0.9957

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%	0.0070	0.7%	20%	False	False	74
10	1.0167	0.9955	0.0212	2.1%	0.0069	0.7%	14%	False	False	50
20	1.0220	0.9955	0.0265	2.7%	0.0067	0.7%	11%	False	False	32
40	1.0220	0.9778	0.0442	4.4%	0.0070	0.7%	47%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0439
2.618	1.0292
1.618	1.0202
1.000	1.0146
0.618	1.0112
HIGH	1.0056
0.618	1.0022
0.500	1.0011
0.382	1.0000
LOW	0.9966
0.618	0.9910
1.000	0.9876
1.618	0.9820
2.618	0.9730
4.250	0.9584

Fisher Pivots for day following 21-Feb-2017
Pivot	1 day	3 day
R1	1.0011	1.0035
PP	1.0002	1.0018
S1	0.9994	1.0002

Download as Excel Spreadsheet

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

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