CME Swiss Franc Future September 2017

Trading Metrics calculated at close of trading on 01-May-2017

Day Change Summary
	Previous	Current
	28-Apr-2017	01-May-2017	Change	Change %	Previous Week
Open	1.0180	1.0132	-0.0048	-0.5%	1.0163
High	1.0194	1.0157	-0.0037	-0.4%	1.0194
Low	1.0133	1.0125	-0.0008	-0.1%	1.0115
Close	1.0148	1.0132	-0.0016	-0.2%	1.0148
Range	0.0061	0.0032	-0.0029	-47.5%	0.0079
ATR	0.0050	0.0049	-0.0001	-2.6%	0.0000
Volume	7	1	-6	-85.7%	17

Daily Pivots for day following 01-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0234	1.0215	1.0150
R3	1.0202	1.0183	1.0141
R2	1.0170	1.0170	1.0138
R1	1.0151	1.0151	1.0135	1.0148
PP	1.0138	1.0138	1.0138	1.0137
S1	1.0119	1.0119	1.0129	1.0116
S2	1.0106	1.0106	1.0126
S3	1.0074	1.0087	1.0123
S4	1.0042	1.0055	1.0114

Weekly Pivots for week ending 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0389	1.0348	1.0191
R3	1.0310	1.0269	1.0170
R2	1.0231	1.0231	1.0162
R1	1.0190	1.0190	1.0155	1.0171
PP	1.0152	1.0152	1.0152	1.0143
S1	1.0111	1.0111	1.0141	1.0092
S2	1.0073	1.0073	1.0134
S3	0.9994	1.0032	1.0126
S4	0.9915	0.9953	1.0105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0194	1.0122	0.0072	0.7%	0.0045	0.4%	14%	False	False	3
10	1.0194	1.0051	0.0143	1.4%	0.0049	0.5%	57%	False	False	6
20	1.0194	0.9996	0.0198	2.0%	0.0046	0.5%	69%	False	False	12
40	1.0301	0.9962	0.0339	3.3%	0.0046	0.5%	50%	False	False	9

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	0.0014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0293
2.618	1.0241
1.618	1.0209
1.000	1.0189
0.618	1.0177
HIGH	1.0157
0.618	1.0145
0.500	1.0141
0.382	1.0137
LOW	1.0125
0.618	1.0105
1.000	1.0093
1.618	1.0073
2.618	1.0041
4.250	0.9989

Fisher Pivots for day following 01-May-2017
Pivot	1 day	3 day
R1	1.0141	1.0160
PP	1.0138	1.0150
S1	1.0135	1.0141

Download as Excel Spreadsheet

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

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