CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 06-Nov-2017

Day Change Summary
	Previous	Current
	03-Nov-2017	06-Nov-2017	Change	Change %	Previous Week
Open	1.0104	1.0070	-0.0034	-0.3%	1.0120
High	1.0135	1.0122	-0.0013	-0.1%	1.0159
Low	1.0074	1.0067	-0.0007	-0.1%	1.0062
Close	1.0087	1.0116	0.0029	0.3%	1.0087
Range	0.0061	0.0055	-0.0006	-9.8%	0.0097
ATR	0.0065	0.0064	-0.0001	-1.1%	0.0000
Volume	46	7	-39	-84.8%	70

Daily Pivots for day following 06-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0267	1.0246	1.0146
R3	1.0212	1.0191	1.0131
R2	1.0157	1.0157	1.0126
R1	1.0136	1.0136	1.0121	1.0147
PP	1.0102	1.0102	1.0102	1.0107
S1	1.0081	1.0081	1.0111	1.0092
S2	1.0047	1.0047	1.0106
S3	0.9992	1.0026	1.0101
S4	0.9937	0.9971	1.0086

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	1.0150	1.0062	0.0088	0.9%	0.0056	0.5%	61%	False	False	12
10	1.0267	1.0062	0.0205	2.0%	0.0064	0.6%	26%	False	False	25
20	1.0411	1.0062	0.0349	3.4%	0.0060	0.6%	15%	False	False	18
40	1.0563	1.0062	0.0501	5.0%	0.0059	0.6%	11%	False	False	13

Crabel Price Patterns
NR	True
NR4	False
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	True
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0356
2.618	1.0266
1.618	1.0211
1.000	1.0177
0.618	1.0156
HIGH	1.0122
0.618	1.0101
0.500	1.0095
0.382	1.0088
LOW	1.0067
0.618	1.0033
1.000	1.0012
1.618	0.9978
2.618	0.9923
4.250	0.9833

Fisher Pivots for day following 06-Nov-2017
Pivot	1 day	3 day
R1	1.0109	1.0113
PP	1.0102	1.0109
S1	1.0095	1.0106

Download as Excel Spreadsheet

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

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