CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 31-Oct-2017

Day Change Summary
	Previous	Current
	30-Oct-2017	31-Oct-2017	Change	Change %	Previous Week
Open	1.0120	1.0119	-0.0001	0.0%	1.0255
High	1.0159	1.0150	-0.0009	-0.1%	1.0274
Low	1.0105	1.0105	0.0000	0.0%	1.0063
Close	1.0149	1.0119	-0.0030	-0.3%	1.0113
Range	0.0054	0.0045	-0.0009	-16.7%	0.0211
ATR	0.0065	0.0064	-0.0001	-2.2%	0.0000
Volume	14	0	-14	-100.0%	191

Daily Pivots for day following 31-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0260	1.0234	1.0144
R3	1.0215	1.0189	1.0131
R2	1.0170	1.0170	1.0127
R1	1.0144	1.0144	1.0123	1.0142
PP	1.0125	1.0125	1.0125	1.0123
S1	1.0099	1.0099	1.0115	1.0097
S2	1.0080	1.0080	1.0111
S3	1.0035	1.0054	1.0107
S4	0.9990	1.0009	1.0094

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	1.0232	1.0063	0.0169	1.7%	0.0066	0.7%	33%	False	False	32
10	1.0373	1.0063	0.0310	3.1%	0.0068	0.7%	18%	False	False	24
20	1.0415	1.0063	0.0352	3.5%	0.0056	0.6%	16%	False	False	15
40	1.0737	1.0063	0.0674	6.7%	0.0057	0.6%	8%	False	False	12

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0022
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.0341
2.618	1.0268
1.618	1.0223
1.000	1.0195
0.618	1.0178
HIGH	1.0150
0.618	1.0133
0.500	1.0128
0.382	1.0122
LOW	1.0105
0.618	1.0077
1.000	1.0060
1.618	1.0032
2.618	0.9987
4.250	0.9914

Fisher Pivots for day following 31-Oct-2017
Pivot	1 day	3 day
R1	1.0128	1.0116
PP	1.0125	1.0114
S1	1.0122	1.0111

Download as Excel Spreadsheet

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

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