CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 25-Oct-2017

Day Change Summary
	Previous	Current
	24-Oct-2017	25-Oct-2017	Change	Change %	Previous Week
Open	1.0211	1.0196	-0.0015	-0.1%	1.0367
High	1.0267	1.0232	-0.0035	-0.3%	1.0384
Low	1.0194	1.0164	-0.0030	-0.3%	1.0258
Close	1.0218	1.0212	-0.0006	-0.1%	1.0260
Range	0.0073	0.0068	-0.0005	-6.8%	0.0126
ATR	0.0063	0.0063	0.0000	0.6%	0.0000
Volume	30	55	25	83.3%	41

Daily Pivots for day following 25-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0407	1.0377	1.0249
R3	1.0339	1.0309	1.0231
R2	1.0271	1.0271	1.0224
R1	1.0241	1.0241	1.0218	1.0256
PP	1.0203	1.0203	1.0203	1.0210
S1	1.0173	1.0173	1.0206	1.0188
S2	1.0135	1.0135	1.0200
S3	1.0067	1.0105	1.0193
S4	0.9999	1.0037	1.0175

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0679	1.0595	1.0329
R3	1.0553	1.0469	1.0295
R2	1.0427	1.0427	1.0283
R1	1.0343	1.0343	1.0272	1.0322
PP	1.0301	1.0301	1.0301	1.0290
S1	1.0217	1.0217	1.0248	1.0196
S2	1.0175	1.0175	1.0237
S3	1.0049	1.0091	1.0225
S4	0.9923	0.9965	1.0191

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0373	1.0164	0.0209	2.0%	0.0072	0.7%	23%	False	True	27
10	1.0411	1.0164	0.0247	2.4%	0.0062	0.6%	19%	False	True	16
20	1.0457	1.0164	0.0293	2.9%	0.0055	0.5%	16%	False	True	11
40	1.0737	1.0164	0.0573	5.6%	0.0057	0.6%	8%	False	True	9

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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0521
2.618	1.0410
1.618	1.0342
1.000	1.0300
0.618	1.0274
HIGH	1.0232
0.618	1.0206
0.500	1.0198
0.382	1.0190
LOW	1.0164
0.618	1.0122
1.000	1.0096
1.618	1.0054
2.618	0.9986
4.250	0.9875

Fisher Pivots for day following 25-Oct-2017
Pivot	1 day	3 day
R1	1.0207	1.0219
PP	1.0203	1.0217
S1	1.0198	1.0214

Download as Excel Spreadsheet

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

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