CME Swiss Franc Future December 2017

Trading Metrics calculated at close of trading on 26-Jul-2017

Day Change Summary
	Previous	Current
	25-Jul-2017	26-Jul-2017	Change	Change %	Previous Week
Open	1.0657	1.0596	-0.0061	-0.6%	1.0477
High	1.0675	1.0623	-0.0052	-0.5%	1.0696
Low	1.0598	1.0521	-0.0077	-0.7%	1.0456
Close	1.0611	1.0591	-0.0020	-0.2%	1.0696
Range	0.0077	0.0102	0.0025	32.5%	0.0240
ATR	0.0068	0.0070	0.0002	3.6%	0.0000
Volume	41	31	-10	-24.4%	156

Daily Pivots for day following 26-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0884	1.0840	1.0647
R3	1.0782	1.0738	1.0619
R2	1.0680	1.0680	1.0610
R1	1.0636	1.0636	1.0600	1.0607
PP	1.0578	1.0578	1.0578	1.0564
S1	1.0534	1.0534	1.0582	1.0505
S2	1.0476	1.0476	1.0572
S3	1.0374	1.0432	1.0563
S4	1.0272	1.0330	1.0535

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1336	1.1256	1.0828
R3	1.1096	1.1016	1.0762
R2	1.0856	1.0856	1.0740
R1	1.0776	1.0776	1.0718	1.0816
PP	1.0616	1.0616	1.0616	1.0636
S1	1.0536	1.0536	1.0674	1.0576
S2	1.0376	1.0376	1.0652
S3	1.0136	1.0296	1.0630
S4	0.9896	1.0056	1.0564

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0696	1.0466	0.0230	2.2%	0.0093	0.9%	54%	False	False	39
10	1.0696	1.0411	0.0285	2.7%	0.0083	0.8%	63%	False	False	25
20	1.0696	1.0411	0.0285	2.7%	0.0068	0.6%	63%	False	False	16
40	1.0696	1.0364	0.0332	3.1%	0.0053	0.5%	68%	False	False	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1057
2.618	1.0890
1.618	1.0788
1.000	1.0725
0.618	1.0686
HIGH	1.0623
0.618	1.0584
0.500	1.0572
0.382	1.0560
LOW	1.0521
0.618	1.0458
1.000	1.0419
1.618	1.0356
2.618	1.0254
4.250	1.0088

Fisher Pivots for day following 26-Jul-2017
Pivot	1 day	3 day
R1	1.0585	1.0604
PP	1.0578	1.0599
S1	1.0572	1.0595

Download as Excel Spreadsheet

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

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