CME Swiss Franc Future September 2017

Trading Metrics calculated at close of trading on 19-Apr-2017

Day Change Summary
	Previous	Current
	18-Apr-2017	19-Apr-2017	Change	Change %	Previous Week
Open	1.0105	1.0123	0.0018	0.2%	1.0000
High	1.0140	1.0138	-0.0002	0.0%	1.0088
Low	1.0051	1.0106	0.0055	0.5%	0.9996
Close	1.0135	1.0121	-0.0014	-0.1%	1.0048
Range	0.0089	0.0032	-0.0057	-64.0%	0.0092
ATR	0.0052	0.0051	-0.0001	-2.8%	0.0000
Volume	6	38	32	533.3%	61

Daily Pivots for day following 19-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0218	1.0201	1.0139
R3	1.0186	1.0169	1.0130
R2	1.0154	1.0154	1.0127
R1	1.0137	1.0137	1.0124	1.0130
PP	1.0122	1.0122	1.0122	1.0118
S1	1.0105	1.0105	1.0118	1.0098
S2	1.0090	1.0090	1.0115
S3	1.0058	1.0073	1.0112
S4	1.0026	1.0041	1.0103

Weekly Pivots for week ending 14-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0320	1.0276	1.0099
R3	1.0228	1.0184	1.0073
R2	1.0136	1.0136	1.0065
R1	1.0092	1.0092	1.0056	1.0114
PP	1.0044	1.0044	1.0044	1.0055
S1	1.0000	1.0000	1.0040	1.0022
S2	0.9952	0.9952	1.0031
S3	0.9860	0.9908	1.0023
S4	0.9768	0.9816	0.9997

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0140	1.0012	0.0128	1.3%	0.0058	0.6%	85%	False	False	19
10	1.0140	0.9996	0.0144	1.4%	0.0051	0.5%	87%	False	False	13
20	1.0301	0.9996	0.0305	3.0%	0.0049	0.5%	41%	False	False	12

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0274
2.618	1.0222
1.618	1.0190
1.000	1.0170
0.618	1.0158
HIGH	1.0138
0.618	1.0126
0.500	1.0122
0.382	1.0118
LOW	1.0106
0.618	1.0086
1.000	1.0074
1.618	1.0054
2.618	1.0022
4.250	0.9970

Fisher Pivots for day following 19-Apr-2017
Pivot	1 day	3 day
R1	1.0122	1.0109
PP	1.0122	1.0097
S1	1.0121	1.0085

Download as Excel Spreadsheet

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

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