CME Swiss Franc Future September 2017

Trading Metrics calculated at close of trading on 20-Apr-2017

Day Change Summary
	Previous	Current
	19-Apr-2017	20-Apr-2017	Change	Change %	Previous Week
Open	1.0123	1.0151	0.0028	0.3%	1.0000
High	1.0138	1.0152	0.0014	0.1%	1.0088
Low	1.0106	1.0108	0.0002	0.0%	0.9996
Close	1.0121	1.0111	-0.0010	-0.1%	1.0048
Range	0.0032	0.0044	0.0012	37.5%	0.0092
ATR	0.0051	0.0050	0.0000	-1.0%	0.0000
Volume	38	1	-37	-97.4%	61

Daily Pivots for day following 20-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0256	1.0227	1.0135
R3	1.0212	1.0183	1.0123
R2	1.0168	1.0168	1.0119
R1	1.0139	1.0139	1.0115	1.0132
PP	1.0124	1.0124	1.0124	1.0120
S1	1.0095	1.0095	1.0107	1.0088
S2	1.0080	1.0080	1.0103
S3	1.0036	1.0051	1.0099
S4	0.9992	1.0007	1.0087

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	1.0152	1.0029	0.0123	1.2%	0.0055	0.5%	67%	True	False	16
10	1.0152	0.9996	0.0156	1.5%	0.0049	0.5%	74%	True	False	13
20	1.0301	0.9996	0.0305	3.0%	0.0048	0.5%	38%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0339
2.618	1.0267
1.618	1.0223
1.000	1.0196
0.618	1.0179
HIGH	1.0152
0.618	1.0135
0.500	1.0130
0.382	1.0125
LOW	1.0108
0.618	1.0081
1.000	1.0064
1.618	1.0037
2.618	0.9993
4.250	0.9921

Fisher Pivots for day following 20-Apr-2017
Pivot	1 day	3 day
R1	1.0130	1.0108
PP	1.0124	1.0105
S1	1.0117	1.0102

Download as Excel Spreadsheet

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

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