CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 26-Oct-2017

Day Change Summary
	Previous	Current
	25-Oct-2017	26-Oct-2017	Change	Change %	Previous Week
Open	1.0196	1.0179	-0.0017	-0.2%	1.0367
High	1.0232	1.0224	-0.0008	-0.1%	1.0384
Low	1.0164	1.0123	-0.0041	-0.4%	1.0258
Close	1.0212	1.0126	-0.0086	-0.8%	1.0260
Range	0.0068	0.0101	0.0033	48.5%	0.0126
ATR	0.0063	0.0066	0.0003	4.2%	0.0000
Volume	55	64	9	16.4%	41

Daily Pivots for day following 26-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0461	1.0394	1.0182
R3	1.0360	1.0293	1.0154
R2	1.0259	1.0259	1.0145
R1	1.0192	1.0192	1.0135	1.0175
PP	1.0158	1.0158	1.0158	1.0149
S1	1.0091	1.0091	1.0117	1.0074
S2	1.0057	1.0057	1.0107
S3	0.9956	0.9990	1.0098
S4	0.9855	0.9889	1.0070

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	1.0353	1.0123	0.0230	2.3%	0.0077	0.8%	1%	False	True	36
10	1.0411	1.0123	0.0288	2.8%	0.0067	0.7%	1%	False	True	21
20	1.0457	1.0123	0.0334	3.3%	0.0057	0.6%	1%	False	True	15
40	1.0737	1.0123	0.0614	6.1%	0.0058	0.6%	0%	False	True	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.0653
2.618	1.0488
1.618	1.0387
1.000	1.0325
0.618	1.0286
HIGH	1.0224
0.618	1.0185
0.500	1.0174
0.382	1.0162
LOW	1.0123
0.618	1.0061
1.000	1.0022
1.618	0.9960
2.618	0.9859
4.250	0.9694

Fisher Pivots for day following 26-Oct-2017
Pivot	1 day	3 day
R1	1.0174	1.0195
PP	1.0158	1.0172
S1	1.0142	1.0149

Download as Excel Spreadsheet

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

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