CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 02-Oct-2017

Day Change Summary
	Previous	Current
	29-Sep-2017	02-Oct-2017	Change	Change %	Previous Week
Open	1.0447	1.0415	-0.0032	-0.3%	1.0399
High	1.0457	1.0442	-0.0015	-0.1%	1.0490
Low	1.0408	1.0375	-0.0033	-0.3%	1.0365
Close	1.0447	1.0380	-0.0067	-0.6%	1.0447
Range	0.0049	0.0067	0.0018	36.7%	0.0125
ATR	0.0075	0.0075	0.0000	-0.3%	0.0000
Volume	40	2	-38	-95.0%	51

Daily Pivots for day following 02-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0600	1.0557	1.0417
R3	1.0533	1.0490	1.0398
R2	1.0466	1.0466	1.0392
R1	1.0423	1.0423	1.0386	1.0411
PP	1.0399	1.0399	1.0399	1.0393
S1	1.0356	1.0356	1.0374	1.0344
S2	1.0332	1.0332	1.0368
S3	1.0265	1.0289	1.0362
S4	1.0198	1.0222	1.0343

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0809	1.0753	1.0516
R3	1.0684	1.0628	1.0481
R2	1.0559	1.0559	1.0470
R1	1.0503	1.0503	1.0458	1.0531
PP	1.0434	1.0434	1.0434	1.0448
S1	1.0378	1.0378	1.0436	1.0406
S2	1.0309	1.0309	1.0424
S3	1.0184	1.0253	1.0413
S4	1.0059	1.0128	1.0378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0484	1.0365	0.0119	1.1%	0.0064	0.6%	13%	False	False	10
10	1.0549	1.0365	0.0184	1.8%	0.0070	0.7%	8%	False	False	5
20	1.0737	1.0365	0.0372	3.6%	0.0055	0.5%	4%	False	False	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0727
2.618	1.0617
1.618	1.0550
1.000	1.0509
0.618	1.0483
HIGH	1.0442
0.618	1.0416
0.500	1.0409
0.382	1.0401
LOW	1.0375
0.618	1.0334
1.000	1.0308
1.618	1.0267
2.618	1.0200
4.250	1.0090

Fisher Pivots for day following 02-Oct-2017
Pivot	1 day	3 day
R1	1.0409	1.0413
PP	1.0399	1.0402
S1	1.0390	1.0391

Download as Excel Spreadsheet

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

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