CME Swiss Franc Future September 2017

Trading Metrics calculated at close of trading on 12-May-2017

Day Change Summary
	Previous	Current
	11-May-2017	12-May-2017	Change	Change %	Previous Week
Open	1.0000	0.9999	-0.0001	0.0%	1.0152
High	1.0020	1.0088	0.0068	0.7%	1.0154
Low	0.9977	0.9995	0.0018	0.2%	0.9977
Close	1.0007	1.0059	0.0052	0.5%	1.0059
Range	0.0043	0.0093	0.0050	116.3%	0.0177
ATR	0.0058	0.0061	0.0002	4.3%	0.0000
Volume	4	8	4	100.0%	49

Daily Pivots for day following 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0326	1.0286	1.0110
R3	1.0233	1.0193	1.0085
R2	1.0140	1.0140	1.0076
R1	1.0100	1.0100	1.0068	1.0120
PP	1.0047	1.0047	1.0047	1.0058
S1	1.0007	1.0007	1.0050	1.0027
S2	0.9954	0.9954	1.0042
S3	0.9861	0.9914	1.0033
S4	0.9768	0.9821	1.0008

Weekly Pivots for week ending 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0594	1.0504	1.0156
R3	1.0417	1.0327	1.0108
R2	1.0240	1.0240	1.0091
R1	1.0150	1.0150	1.0075	1.0107
PP	1.0063	1.0063	1.0063	1.0042
S1	0.9973	0.9973	1.0043	0.9930
S2	0.9886	0.9886	1.0027
S3	0.9709	0.9796	1.0010
S4	0.9532	0.9619	0.9962

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0154	0.9977	0.0177	1.8%	0.0070	0.7%	46%	False	False	9
10	1.0227	0.9977	0.0250	2.5%	0.0062	0.6%	33%	False	False	10
20	1.0227	0.9977	0.0250	2.5%	0.0057	0.6%	33%	False	False	9
40	1.0301	0.9977	0.0324	3.2%	0.0052	0.5%	25%	False	False	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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0483
2.618	1.0331
1.618	1.0238
1.000	1.0181
0.618	1.0145
HIGH	1.0088
0.618	1.0052
0.500	1.0042
0.382	1.0031
LOW	0.9995
0.618	0.9938
1.000	0.9902
1.618	0.9845
2.618	0.9752
4.250	0.9600

Fisher Pivots for day following 12-May-2017
Pivot	1 day	3 day
R1	1.0053	1.0050
PP	1.0047	1.0041
S1	1.0042	1.0033

Download as Excel Spreadsheet

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

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