CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 27-Oct-2017

Day Change Summary
	Previous	Current
	26-Oct-2017	27-Oct-2017	Change	Change %	Previous Week
Open	1.0179	1.0125	-0.0054	-0.5%	1.0255
High	1.0224	1.0127	-0.0097	-0.9%	1.0274
Low	1.0123	1.0063	-0.0060	-0.6%	1.0063
Close	1.0126	1.0113	-0.0013	-0.1%	1.0113
Range	0.0101	0.0064	-0.0037	-36.6%	0.0211
ATR	0.0066	0.0066	0.0000	-0.2%	0.0000
Volume	64	29	-35	-54.7%	191

Daily Pivots for day following 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0293	1.0267	1.0148
R3	1.0229	1.0203	1.0131
R2	1.0165	1.0165	1.0125
R1	1.0139	1.0139	1.0119	1.0120
PP	1.0101	1.0101	1.0101	1.0092
S1	1.0075	1.0075	1.0107	1.0056
S2	1.0037	1.0037	1.0101
S3	0.9973	1.0011	1.0095
S4	0.9909	0.9947	1.0078

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0783	1.0659	1.0229
R3	1.0572	1.0448	1.0171
R2	1.0361	1.0361	1.0152
R1	1.0237	1.0237	1.0132	1.0194
PP	1.0150	1.0150	1.0150	1.0128
S1	1.0026	1.0026	1.0094	0.9983
S2	0.9939	0.9939	1.0074
S3	0.9728	0.9815	1.0055
S4	0.9517	0.9604	0.9997

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0274	1.0063	0.0211	2.1%	0.0071	0.7%	24%	False	True	38
10	1.0384	1.0063	0.0321	3.2%	0.0067	0.7%	16%	False	True	23
20	1.0442	1.0063	0.0379	3.7%	0.0058	0.6%	13%	False	True	14
40	1.0737	1.0063	0.0674	6.7%	0.0057	0.6%	7%	False	True	11

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0399
2.618	1.0295
1.618	1.0231
1.000	1.0191
0.618	1.0167
HIGH	1.0127
0.618	1.0103
0.500	1.0095
0.382	1.0087
LOW	1.0063
0.618	1.0023
1.000	0.9999
1.618	0.9959
2.618	0.9895
4.250	0.9791

Fisher Pivots for day following 27-Oct-2017
Pivot	1 day	3 day
R1	1.0107	1.0148
PP	1.0101	1.0136
S1	1.0095	1.0125

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

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