CME Swiss Franc Future March 2018

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

Day Change Summary
	Previous	Current
	12-Oct-2017	13-Oct-2017	Change	Change %	Previous Week
Open	1.0396	1.0377	-0.0019	-0.2%	1.0324
High	1.0406	1.0411	0.0005	0.0%	1.0411
Low	1.0356	1.0347	-0.0009	-0.1%	1.0324
Close	1.0362	1.0377	0.0015	0.1%	1.0377
Range	0.0050	0.0064	0.0014	28.0%	0.0087
ATR	0.0062	0.0062	0.0000	0.2%	0.0000
Volume	14	8	-6	-42.9%	52

Daily Pivots for day following 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0570	1.0538	1.0412
R3	1.0506	1.0474	1.0395
R2	1.0442	1.0442	1.0389
R1	1.0410	1.0410	1.0383	1.0409
PP	1.0378	1.0378	1.0378	1.0378
S1	1.0346	1.0346	1.0371	1.0345
S2	1.0314	1.0314	1.0365
S3	1.0250	1.0282	1.0359
S4	1.0186	1.0218	1.0342

Weekly Pivots for week ending 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0632	1.0591	1.0425
R3	1.0545	1.0504	1.0401
R2	1.0458	1.0458	1.0393
R1	1.0417	1.0417	1.0385	1.0438
PP	1.0371	1.0371	1.0371	1.0381
S1	1.0330	1.0330	1.0369	1.0351
S2	1.0284	1.0284	1.0361
S3	1.0197	1.0243	1.0353
S4	1.0110	1.0156	1.0329

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0411	1.0324	0.0087	0.8%	0.0039	0.4%	61%	True	False	10
10	1.0442	1.0285	0.0157	1.5%	0.0048	0.5%	59%	False	False	5
20	1.0557	1.0285	0.0272	2.6%	0.0058	0.6%	34%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0683
2.618	1.0579
1.618	1.0515
1.000	1.0475
0.618	1.0451
HIGH	1.0411
0.618	1.0387
0.500	1.0379
0.382	1.0371
LOW	1.0347
0.618	1.0307
1.000	1.0283
1.618	1.0243
2.618	1.0179
4.250	1.0075

Fisher Pivots for day following 13-Oct-2017
Pivot	1 day	3 day
R1	1.0379	1.0379
PP	1.0378	1.0378
S1	1.0378	1.0378

Download as Excel Spreadsheet

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

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