CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 03-Nov-2017

Day Change Summary
	Previous	Current
	02-Nov-2017	03-Nov-2017	Change	Change %	Previous Week
Open	1.0102	1.0104	0.0002	0.0%	1.0120
High	1.0144	1.0135	-0.0009	-0.1%	1.0159
Low	1.0091	1.0074	-0.0017	-0.2%	1.0062
Close	1.0104	1.0087	-0.0017	-0.2%	1.0087
Range	0.0053	0.0061	0.0008	15.1%	0.0097
ATR	0.0065	0.0065	0.0000	-0.4%	0.0000
Volume	3	46	43	1,433.3%	70

Daily Pivots for day following 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0282	1.0245	1.0121
R3	1.0221	1.0184	1.0104
R2	1.0160	1.0160	1.0098
R1	1.0123	1.0123	1.0093	1.0111
PP	1.0099	1.0099	1.0099	1.0093
S1	1.0062	1.0062	1.0081	1.0050
S2	1.0038	1.0038	1.0076
S3	0.9977	1.0001	1.0070
S4	0.9916	0.9940	1.0053

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0394	1.0337	1.0140
R3	1.0297	1.0240	1.0114
R2	1.0200	1.0200	1.0105
R1	1.0143	1.0143	1.0096	1.0123
PP	1.0103	1.0103	1.0103	1.0093
S1	1.0046	1.0046	1.0078	1.0026
S2	1.0006	1.0006	1.0069
S3	0.9909	0.9949	1.0060
S4	0.9812	0.9852	1.0034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0159	1.0062	0.0097	1.0%	0.0055	0.5%	26%	False	False	14
10	1.0274	1.0062	0.0212	2.1%	0.0063	0.6%	12%	False	False	26
20	1.0411	1.0062	0.0349	3.5%	0.0057	0.6%	7%	False	False	17
40	1.0613	1.0062	0.0551	5.5%	0.0058	0.6%	5%	False	False	13

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0394
2.618	1.0295
1.618	1.0234
1.000	1.0196
0.618	1.0173
HIGH	1.0135
0.618	1.0112
0.500	1.0105
0.382	1.0097
LOW	1.0074
0.618	1.0036
1.000	1.0013
1.618	0.9975
2.618	0.9914
4.250	0.9815

Fisher Pivots for day following 03-Nov-2017
Pivot	1 day	3 day
R1	1.0105	1.0103
PP	1.0099	1.0098
S1	1.0093	1.0092

Download as Excel Spreadsheet

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

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