CME Swiss Franc Future December 2017

Trading Metrics calculated at close of trading on 18-Aug-2017

Day Change Summary
	Previous	Current
	17-Aug-2017	18-Aug-2017	Change	Change %	Previous Week
Open	1.0439	1.0468	0.0029	0.3%	1.0461
High	1.0490	1.0511	0.0021	0.2%	1.0511
Low	1.0392	1.0422	0.0030	0.3%	1.0322
Close	1.0475	1.0446	-0.0029	-0.3%	1.0446
Range	0.0098	0.0089	-0.0009	-9.2%	0.0189
ATR	0.0082	0.0082	0.0001	0.6%	0.0000
Volume	78	111	33	42.3%	445

Daily Pivots for day following 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0727	1.0675	1.0495
R3	1.0638	1.0586	1.0470
R2	1.0549	1.0549	1.0462
R1	1.0497	1.0497	1.0454	1.0479
PP	1.0460	1.0460	1.0460	1.0450
S1	1.0408	1.0408	1.0438	1.0390
S2	1.0371	1.0371	1.0430
S3	1.0282	1.0319	1.0422
S4	1.0193	1.0230	1.0397

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0993	1.0909	1.0550
R3	1.0804	1.0720	1.0498
R2	1.0615	1.0615	1.0481
R1	1.0531	1.0531	1.0463	1.0479
PP	1.0426	1.0426	1.0426	1.0400
S1	1.0342	1.0342	1.0429	1.0290
S2	1.0237	1.0237	1.0411
S3	1.0048	1.0153	1.0394
S4	0.9859	0.9964	1.0342

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0511	1.0322	0.0189	1.8%	0.0094	0.9%	66%	True	False	89
10	1.0517	1.0319	0.0198	1.9%	0.0082	0.8%	64%	False	False	112
20	1.0686	1.0319	0.0367	3.5%	0.0082	0.8%	35%	False	False	69
40	1.0696	1.0319	0.0377	3.6%	0.0076	0.7%	34%	False	False	41

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0889
2.618	1.0744
1.618	1.0655
1.000	1.0600
0.618	1.0566
HIGH	1.0511
0.618	1.0477
0.500	1.0467
0.382	1.0456
LOW	1.0422
0.618	1.0367
1.000	1.0333
1.618	1.0278
2.618	1.0189
4.250	1.0044

Fisher Pivots for day following 18-Aug-2017
Pivot	1 day	3 day
R1	1.0467	1.0436
PP	1.0460	1.0426
S1	1.0453	1.0417

Download as Excel Spreadsheet

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

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