CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 01-Nov-2017

Day Change Summary
	Previous	Current
	31-Oct-2017	01-Nov-2017	Change	Change %	Previous Week
Open	1.0119	1.0097	-0.0022	-0.2%	1.0255
High	1.0150	1.0126	-0.0024	-0.2%	1.0274
Low	1.0105	1.0062	-0.0043	-0.4%	1.0063
Close	1.0119	1.0062	-0.0057	-0.6%	1.0113
Range	0.0045	0.0064	0.0019	42.2%	0.0211
ATR	0.0064	0.0064	0.0000	0.0%	0.0000
Volume	0	7	7		191

Daily Pivots for day following 01-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0275	1.0233	1.0097
R3	1.0211	1.0169	1.0080
R2	1.0147	1.0147	1.0074
R1	1.0105	1.0105	1.0068	1.0094
PP	1.0083	1.0083	1.0083	1.0078
S1	1.0041	1.0041	1.0056	1.0030
S2	1.0019	1.0019	1.0050
S3	0.9955	0.9977	1.0044
S4	0.9891	0.9913	1.0027

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	1.0224	1.0062	0.0162	1.6%	0.0066	0.7%	0%	False	True	22
10	1.0373	1.0062	0.0311	3.1%	0.0069	0.7%	0%	False	True	25
20	1.0411	1.0062	0.0349	3.5%	0.0057	0.6%	0%	False	True	15
40	1.0737	1.0062	0.0675	6.7%	0.0058	0.6%	0%	False	True	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0398
2.618	1.0294
1.618	1.0230
1.000	1.0190
0.618	1.0166
HIGH	1.0126
0.618	1.0102
0.500	1.0094
0.382	1.0086
LOW	1.0062
0.618	1.0022
1.000	0.9998
1.618	0.9958
2.618	0.9894
4.250	0.9790

Fisher Pivots for day following 01-Nov-2017
Pivot	1 day	3 day
R1	1.0094	1.0111
PP	1.0083	1.0094
S1	1.0073	1.0078

Download as Excel Spreadsheet

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

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