CME Swiss Franc Future September 2017

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

Day Change Summary
	Previous	Current
	31-Mar-2017	03-Apr-2017	Change	Change %	Previous Week
Open	1.0096	1.0088	-0.0008	-0.1%	1.0265
High	1.0108	1.0088	-0.0020	-0.2%	1.0301
Low	1.0077	1.0070	-0.0007	-0.1%	1.0077
Close	1.0101	1.0088	-0.0013	-0.1%	1.0101
Range	0.0031	0.0018	-0.0013	-41.9%	0.0224
ATR	0.0051	0.0049	-0.0001	-2.8%	0.0000
Volume	1	0	-1	-100.0%	9

Daily Pivots for day following 03-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0136	1.0130	1.0098
R3	1.0118	1.0112	1.0093
R2	1.0100	1.0100	1.0091
R1	1.0094	1.0094	1.0090	1.0097
PP	1.0082	1.0082	1.0082	1.0084
S1	1.0076	1.0076	1.0086	1.0079
S2	1.0064	1.0064	1.0085
S3	1.0046	1.0058	1.0083
S4	1.0028	1.0040	1.0078

Weekly Pivots for week ending 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0832	1.0690	1.0224
R3	1.0608	1.0466	1.0163
R2	1.0384	1.0384	1.0142
R1	1.0242	1.0242	1.0122	1.0201
PP	1.0160	1.0160	1.0160	1.0139
S1	1.0018	1.0018	1.0080	0.9977
S2	0.9936	0.9936	1.0060
S3	0.9712	0.9794	1.0039
S4	0.9488	0.9570	0.9978

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0280	1.0070	0.0210	2.1%	0.0054	0.5%	9%	False	True	1
10	1.0301	1.0070	0.0231	2.3%	0.0052	0.5%	8%	False	True	2
20	1.0301	0.9962	0.0339	3.4%	0.0046	0.5%	37%	False	False	5

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	0.0008
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.0165
2.618	1.0135
1.618	1.0117
1.000	1.0106
0.618	1.0099
HIGH	1.0088
0.618	1.0081
0.500	1.0079
0.382	1.0077
LOW	1.0070
0.618	1.0059
1.000	1.0052
1.618	1.0041
2.618	1.0023
4.250	0.9994

Fisher Pivots for day following 03-Apr-2017
Pivot	1 day	3 day
R1	1.0085	1.0112
PP	1.0082	1.0104
S1	1.0079	1.0096

Download as Excel Spreadsheet

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

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