CME Swiss Franc Future December 2017

Trading Metrics calculated at close of trading on 10-Jul-2017

Day Change Summary
	Previous	Current
	07-Jul-2017	10-Jul-2017	Change	Change %	Previous Week
Open	1.0480	1.0466	-0.0014	-0.1%	1.0535
High	1.0521	1.0488	-0.0033	-0.3%	1.0543
Low	1.0468	1.0444	-0.0024	-0.2%	1.0433
Close	1.0480	1.0466	-0.0014	-0.1%	1.0480
Range	0.0053	0.0044	-0.0009	-17.0%	0.0110
ATR	0.0052	0.0052	-0.0001	-1.1%	0.0000
Volume

Daily Pivots for day following 10-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0598	1.0576	1.0490
R3	1.0554	1.0532	1.0478
R2	1.0510	1.0510	1.0474
R1	1.0488	1.0488	1.0470	1.0488
PP	1.0466	1.0466	1.0466	1.0466
S1	1.0444	1.0444	1.0462	1.0444
S2	1.0422	1.0422	1.0458
S3	1.0378	1.0400	1.0454
S4	1.0334	1.0356	1.0442

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0815	1.0758	1.0541
R3	1.0705	1.0648	1.0510
R2	1.0595	1.0595	1.0500
R1	1.0538	1.0538	1.0490	1.0512
PP	1.0485	1.0485	1.0485	1.0472
S1	1.0428	1.0428	1.0470	1.0402
S2	1.0375	1.0375	1.0460
S3	1.0265	1.0318	1.0450
S4	1.0155	1.0208	1.0420

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0543	1.0433	0.0110	1.1%	0.0057	0.5%	30%	False	False	7
10	1.0579	1.0388	0.0191	1.8%	0.0061	0.6%	41%	False	False	9
20	1.0579	1.0364	0.0215	2.1%	0.0048	0.5%	47%	False	False	18

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0675
2.618	1.0603
1.618	1.0559
1.000	1.0532
0.618	1.0515
HIGH	1.0488
0.618	1.0471
0.500	1.0466
0.382	1.0461
LOW	1.0444
0.618	1.0417
1.000	1.0400
1.618	1.0373
2.618	1.0329
4.250	1.0257

Fisher Pivots for day following 10-Jul-2017
Pivot	1 day	3 day
R1	1.0466	1.0483
PP	1.0466	1.0477
S1	1.0466	1.0472

Download as Excel Spreadsheet

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

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