CME Swiss Franc Future December 2017

Trading Metrics calculated at close of trading on 31-Jul-2017

Day Change Summary
	Previous	Current
	28-Jul-2017	31-Jul-2017	Change	Change %	Previous Week
Open	1.0399	1.0424	0.0025	0.2%	1.0683
High	1.0473	1.0467	-0.0006	-0.1%	1.0686
Low	1.0375	1.0390	0.0015	0.1%	1.0375
Close	1.0423	1.0436	0.0013	0.1%	1.0423
Range	0.0098	0.0077	-0.0021	-21.4%	0.0311
ATR	0.0080	0.0079	0.0000	-0.2%	0.0000
Volume	19	13	-6	-31.6%	210

Daily Pivots for day following 31-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0662	1.0626	1.0478
R3	1.0585	1.0549	1.0457
R2	1.0508	1.0508	1.0450
R1	1.0472	1.0472	1.0443	1.0490
PP	1.0431	1.0431	1.0431	1.0440
S1	1.0395	1.0395	1.0429	1.0413
S2	1.0354	1.0354	1.0422
S3	1.0277	1.0318	1.0415
S4	1.0200	1.0241	1.0394

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1428	1.1236	1.0594
R3	1.1117	1.0925	1.0509
R2	1.0806	1.0806	1.0480
R1	1.0614	1.0614	1.0452	1.0555
PP	1.0495	1.0495	1.0495	1.0465
S1	1.0303	1.0303	1.0394	1.0244
S2	1.0184	1.0184	1.0366
S3	0.9873	0.9992	1.0337
S4	0.9562	0.9681	1.0252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0675	1.0375	0.0300	2.9%	0.0108	1.0%	20%	False	False	42
10	1.0696	1.0375	0.0321	3.1%	0.0098	0.9%	19%	False	False	36
20	1.0696	1.0375	0.0321	3.1%	0.0081	0.8%	19%	False	False	21
40	1.0696	1.0364	0.0332	3.2%	0.0060	0.6%	22%	False	False	19

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0794
2.618	1.0669
1.618	1.0592
1.000	1.0544
0.618	1.0515
HIGH	1.0467
0.618	1.0438
0.500	1.0429
0.382	1.0419
LOW	1.0390
0.618	1.0342
1.000	1.0313
1.618	1.0265
2.618	1.0188
4.250	1.0063

Fisher Pivots for day following 31-Jul-2017
Pivot	1 day	3 day
R1	1.0434	1.0503
PP	1.0431	1.0480
S1	1.0429	1.0458

Download as Excel Spreadsheet

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

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