CME Swiss Franc Future September 2017

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Trading Metrics calculated at close of trading on 11-May-2017
Day Change Summary Previous Current 10-May-2017 11-May-2017 Change Change % Previous Week Open 1.0014 1.0000 -0.0014 -0.1% 1.0132 High 1.0030 1.0020 -0.0010 -0.1% 1.0227 Low 0.9987 0.9977 -0.0010 -0.1% 1.0125 Close 0.9989 1.0007 0.0018 0.2% 1.0212 Range 0.0043 0.0043 0.0000 0.0% 0.0102 ATR 0.0059 0.0058 -0.0001 -2.0% 0.0000 Volume 18 4 -14 -77.8% 51
Daily Pivots for day following 11-May-2017 Classic Woodie Camarilla DeMark R4 1.0130 1.0112 1.0031 R3 1.0087 1.0069 1.0019 R2 1.0044 1.0044 1.0015 R1 1.0026 1.0026 1.0011 1.0035 PP 1.0001 1.0001 1.0001 1.0006 S1 0.9983 0.9983 1.0003 0.9992 S2 0.9958 0.9958 0.9999 S3 0.9915 0.9940 0.9995 S4 0.9872 0.9897 0.9983	Weekly Pivots for week ending 05-May-2017 Classic Woodie Camarilla DeMark R4 1.0494 1.0455 1.0268 R3 1.0392 1.0353 1.0240 R2 1.0290 1.0290 1.0231 R1 1.0251 1.0251 1.0221 1.0271 PP 1.0188 1.0188 1.0188 1.0198 S1 1.0149 1.0149 1.0203 1.0169 S2 1.0086 1.0086 1.0193 S3 0.9984 1.0047 1.0184 S4 0.9882 0.9945 1.0156
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0227 0.9977 0.0250 2.5% 0.0060 0.6% 12% False True 16 10 1.0227 0.9977 0.0250 2.5% 0.0059 0.6% 12% False True 9 20 1.0227 0.9977 0.0250 2.5% 0.0055 0.5% 12% False True 9 40 1.0301 0.9977 0.0324 3.2% 0.0051 0.5% 9% False True 10
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 1.0203 2.618 1.0133 1.618 1.0090 1.000 1.0063 0.618 1.0047 HIGH 1.0020 0.618 1.0004 0.500 0.9999 0.382 0.9993 LOW 0.9977 0.618 0.9950 1.000 0.9934 1.618 0.9907 2.618 0.9864 4.250 0.9794
Fisher Pivots for day following 11-May-2017 Pivot 1 day 3 day R1 1.0004 1.0040 PP 1.0001 1.0029 S1 0.9999 1.0018

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