CME Swiss Franc Future September 2017

Trading Metrics calculated at close of trading on 15-May-2017

Day Change Summary
	Previous	Current
	12-May-2017	15-May-2017	Change	Change %	Previous Week
Open	0.9999	1.0070	0.0071	0.7%	1.0152
High	1.0088	1.0122	0.0034	0.3%	1.0154
Low	0.9995	1.0061	0.0066	0.7%	0.9977
Close	1.0059	1.0116	0.0057	0.6%	1.0059
Range	0.0093	0.0061	-0.0032	-34.4%	0.0177
ATR	0.0061	0.0061	0.0000	0.3%	0.0000
Volume	8	17	9	112.5%	49

Daily Pivots for day following 15-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0283	1.0260	1.0150
R3	1.0222	1.0199	1.0133
R2	1.0161	1.0161	1.0127
R1	1.0138	1.0138	1.0122	1.0150
PP	1.0100	1.0100	1.0100	1.0105
S1	1.0077	1.0077	1.0110	1.0089
S2	1.0039	1.0039	1.0105
S3	0.9978	1.0016	1.0099
S4	0.9917	0.9955	1.0082

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	1.0122	0.9977	0.0145	1.4%	0.0070	0.7%	96%	True	False	11
10	1.0227	0.9977	0.0250	2.5%	0.0065	0.6%	56%	False	False	11
20	1.0227	0.9977	0.0250	2.5%	0.0057	0.6%	56%	False	False	8
40	1.0301	0.9977	0.0324	3.2%	0.0053	0.5%	43%	False	False	10

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0381
2.618	1.0282
1.618	1.0221
1.000	1.0183
0.618	1.0160
HIGH	1.0122
0.618	1.0099
0.500	1.0092
0.382	1.0084
LOW	1.0061
0.618	1.0023
1.000	1.0000
1.618	0.9962
2.618	0.9901
4.250	0.9802

Fisher Pivots for day following 15-May-2017
Pivot	1 day	3 day
R1	1.0108	1.0094
PP	1.0100	1.0072
S1	1.0092	1.0050

Download as Excel Spreadsheet

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

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