CME Swiss Franc Future September 2017

Trading Metrics calculated at close of trading on 11-Apr-2017

Day Change Summary
	Previous	Current
	10-Apr-2017	11-Apr-2017	Change	Change %	Previous Week
Open	1.0000	1.0037	0.0037	0.4%	1.0088
High	1.0027	1.0043	0.0016	0.2%	1.0091
Low	0.9996	1.0013	0.0017	0.2%	1.0008
Close	1.0016	1.0029	0.0013	0.1%	1.0012
Range	0.0031	0.0030	-0.0001	-3.2%	0.0083
ATR	0.0047	0.0046	-0.0001	-2.6%	0.0000
Volume	20	11	-9	-45.0%	108

Daily Pivots for day following 11-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0118	1.0104	1.0046
R3	1.0088	1.0074	1.0037
R2	1.0058	1.0058	1.0035
R1	1.0044	1.0044	1.0032	1.0036
PP	1.0028	1.0028	1.0028	1.0025
S1	1.0014	1.0014	1.0026	1.0006
S2	0.9998	0.9998	1.0024
S3	0.9968	0.9984	1.0021
S4	0.9938	0.9954	1.0013

Weekly Pivots for week ending 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0286	1.0232	1.0058
R3	1.0203	1.0149	1.0035
R2	1.0120	1.0120	1.0027
R1	1.0066	1.0066	1.0020	1.0052
PP	1.0037	1.0037	1.0037	1.0030
S1	0.9983	0.9983	1.0004	0.9969
S2	0.9954	0.9954	0.9997
S3	0.9871	0.9900	0.9989
S4	0.9788	0.9817	0.9966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0088	0.9996	0.0092	0.9%	0.0044	0.4%	36%	False	False	7
10	1.0196	0.9996	0.0200	2.0%	0.0041	0.4%	16%	False	False	14
20	1.0301	0.9996	0.0305	3.0%	0.0050	0.5%	11%	False	False	9

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0171
2.618	1.0122
1.618	1.0092
1.000	1.0073
0.618	1.0062
HIGH	1.0043
0.618	1.0032
0.500	1.0028
0.382	1.0024
LOW	1.0013
0.618	0.9994
1.000	0.9983
1.618	0.9964
2.618	0.9934
4.250	0.9886

Fisher Pivots for day following 11-Apr-2017
Pivot	1 day	3 day
R1	1.0029	1.0032
PP	1.0028	1.0031
S1	1.0028	1.0030

Download as Excel Spreadsheet

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

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