CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 13-Sep-2017

Day Change Summary
	Previous	Current
	12-Sep-2017	13-Sep-2017	Change	Change %	Previous Week
Open	1.0543	1.0483	-0.0060	-0.6%	1.0617
High	1.0543	1.0554	0.0011	0.1%	1.0737
Low	1.0536	1.0483	-0.0053	-0.5%	1.0561
Close	1.0543	1.0483	-0.0060	-0.6%	1.0718
Range	0.0007	0.0071	0.0064	914.3%	0.0176
ATR
Volume

Daily Pivots for day following 13-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0720	1.0672	1.0522
R3	1.0649	1.0601	1.0503
R2	1.0578	1.0578	1.0496
R1	1.0530	1.0530	1.0490	1.0519
PP	1.0507	1.0507	1.0507	1.0501
S1	1.0459	1.0459	1.0476	1.0448
S2	1.0436	1.0436	1.0470
S3	1.0365	1.0388	1.0463
S4	1.0294	1.0317	1.0444

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1200	1.1135	1.0815
R3	1.1024	1.0959	1.0766
R2	1.0848	1.0848	1.0750
R1	1.0783	1.0783	1.0734	1.0816
PP	1.0672	1.0672	1.0672	1.0688
S1	1.0607	1.0607	1.0702	1.0640
S2	1.0496	1.0496	1.0686
S3	1.0320	1.0431	1.0670
S4	1.0144	1.0255	1.0621

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0737	1.0483	0.0254	2.4%	0.0042	0.4%	0%	False	True	1
10	1.0737	1.0479	0.0258	2.5%	0.0048	0.5%	2%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0856
2.618	1.0740
1.618	1.0669
1.000	1.0625
0.618	1.0598
HIGH	1.0554
0.618	1.0527
0.500	1.0519
0.382	1.0510
LOW	1.0483
0.618	1.0439
1.000	1.0412
1.618	1.0368
2.618	1.0297
4.250	1.0181

Fisher Pivots for day following 13-Sep-2017
Pivot	1 day	3 day
R1	1.0519	1.0548
PP	1.0507	1.0526
S1	1.0495	1.0505

Download as Excel Spreadsheet

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

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