CME Swiss Franc Future December 2017

Trading Metrics calculated at close of trading on 16-Aug-2017

Day Change Summary
	Previous	Current
	15-Aug-2017	16-Aug-2017	Change	Change %	Previous Week
Open	1.0346	1.0357	0.0011	0.1%	1.0380
High	1.0388	1.0446	0.0058	0.6%	1.0517
Low	1.0331	1.0322	-0.0009	-0.1%	1.0319
Close	1.0359	1.0428	0.0069	0.7%	1.0488
Range	0.0057	0.0124	0.0067	117.5%	0.0198
ATR	0.0077	0.0081	0.0003	4.3%	0.0000
Volume	53	63	10	18.9%	679

Daily Pivots for day following 16-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0771	1.0723	1.0496
R3	1.0647	1.0599	1.0462
R2	1.0523	1.0523	1.0451
R1	1.0475	1.0475	1.0439	1.0499
PP	1.0399	1.0399	1.0399	1.0411
S1	1.0351	1.0351	1.0417	1.0375
S2	1.0275	1.0275	1.0405
S3	1.0151	1.0227	1.0394
S4	1.0027	1.0103	1.0360

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1035	1.0960	1.0597
R3	1.0837	1.0762	1.0542
R2	1.0639	1.0639	1.0524
R1	1.0564	1.0564	1.0506	1.0602
PP	1.0441	1.0441	1.0441	1.0460
S1	1.0366	1.0366	1.0470	1.0404
S2	1.0243	1.0243	1.0452
S3	1.0045	1.0168	1.0434
S4	0.9847	0.9970	1.0379

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0517	1.0322	0.0195	1.9%	0.0080	0.8%	54%	False	True	137
10	1.0517	1.0319	0.0198	1.9%	0.0077	0.7%	55%	False	False	94
20	1.0696	1.0319	0.0377	3.6%	0.0086	0.8%	29%	False	False	65
40	1.0696	1.0319	0.0377	3.6%	0.0073	0.7%	29%	False	False	36

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0973
2.618	1.0771
1.618	1.0647
1.000	1.0570
0.618	1.0523
HIGH	1.0446
0.618	1.0399
0.500	1.0384
0.382	1.0369
LOW	1.0322
0.618	1.0245
1.000	1.0198
1.618	1.0121
2.618	0.9997
4.250	0.9795

Fisher Pivots for day following 16-Aug-2017
Pivot	1 day	3 day
R1	1.0413	1.0416
PP	1.0399	1.0404
S1	1.0384	1.0393

Download as Excel Spreadsheet

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

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