CME Swiss Franc Future December 2017

Trading Metrics calculated at close of trading on 27-Jul-2017

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	1.0596	1.0623	0.0027	0.3%	1.0477
High	1.0623	1.0630	0.0007	0.1%	1.0696
Low	1.0521	1.0446	-0.0075	-0.7%	1.0456
Close	1.0591	1.0465	-0.0126	-1.2%	1.0696
Range	0.0102	0.0184	0.0082	80.4%	0.0240
ATR	0.0070	0.0078	0.0008	11.6%	0.0000
Volume	31	106	75	241.9%	156

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1066	1.0949	1.0566
R3	1.0882	1.0765	1.0516
R2	1.0698	1.0698	1.0499
R1	1.0581	1.0581	1.0482	1.0548
PP	1.0514	1.0514	1.0514	1.0497
S1	1.0397	1.0397	1.0448	1.0364
S2	1.0330	1.0330	1.0431
S3	1.0146	1.0213	1.0414
S4	0.9962	1.0029	1.0364

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	1.0446	0.0250	2.4%	0.0097	0.9%	8%	False	True	41
10	1.0696	1.0411	0.0285	2.7%	0.0094	0.9%	19%	False	False	35
20	1.0696	1.0411	0.0285	2.7%	0.0076	0.7%	19%	False	False	20
40	1.0696	1.0364	0.0332	3.2%	0.0056	0.5%	30%	False	False	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	1.1412
2.618	1.1112
1.618	1.0928
1.000	1.0814
0.618	1.0744
HIGH	1.0630
0.618	1.0560
0.500	1.0538
0.382	1.0516
LOW	1.0446
0.618	1.0332
1.000	1.0262
1.618	1.0148
2.618	0.9964
4.250	0.9664

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	1.0538	1.0561
PP	1.0514	1.0529
S1	1.0489	1.0497

Download as Excel Spreadsheet

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

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