CME Swiss Franc Future December 2017

Trading Metrics calculated at close of trading on 03-Aug-2017

Day Change Summary
	Previous	Current
	02-Aug-2017	03-Aug-2017	Change	Change %	Previous Week
Open	1.0440	1.0405	-0.0035	-0.3%	1.0683
High	1.0454	1.0426	-0.0028	-0.3%	1.0686
Low	1.0388	1.0381	-0.0007	-0.1%	1.0375
Close	1.0400	1.0405	0.0005	0.0%	1.0423
Range	0.0066	0.0045	-0.0021	-31.8%	0.0311
ATR	0.0076	0.0074	-0.0002	-2.9%	0.0000
Volume	8	0	-8	-100.0%	210

Daily Pivots for day following 03-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0539	1.0517	1.0430
R3	1.0494	1.0472	1.0417
R2	1.0449	1.0449	1.0413
R1	1.0427	1.0427	1.0409	1.0428
PP	1.0404	1.0404	1.0404	1.0404
S1	1.0382	1.0382	1.0401	1.0383
S2	1.0359	1.0359	1.0397
S3	1.0314	1.0337	1.0393
S4	1.0269	1.0292	1.0380

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	1.0473	1.0375	0.0098	0.9%	0.0067	0.6%	31%	False	False	10
10	1.0696	1.0375	0.0321	3.1%	0.0082	0.8%	9%	False	False	25
20	1.0696	1.0375	0.0321	3.1%	0.0079	0.8%	9%	False	False	20
40	1.0696	1.0364	0.0332	3.2%	0.0063	0.6%	12%	False	False	19

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0018
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0617
2.618	1.0544
1.618	1.0499
1.000	1.0471
0.618	1.0454
HIGH	1.0426
0.618	1.0409
0.500	1.0404
0.382	1.0398
LOW	1.0381
0.618	1.0353
1.000	1.0336
1.618	1.0308
2.618	1.0263
4.250	1.0190

Fisher Pivots for day following 03-Aug-2017
Pivot	1 day	3 day
R1	1.0405	1.0427
PP	1.0404	1.0419
S1	1.0404	1.0412

Download as Excel Spreadsheet

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

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