CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 08-Nov-2017

Day Change Summary
	Previous	Current
	07-Nov-2017	08-Nov-2017	Change	Change %	Previous Week
Open	1.0100	1.0111	0.0011	0.1%	1.0120
High	1.0119	1.0113	-0.0006	-0.1%	1.0159
Low	1.0076	1.0091	0.0015	0.1%	1.0062
Close	1.0098	1.0093	-0.0005	0.0%	1.0087
Range	0.0043	0.0022	-0.0021	-48.8%	0.0097
ATR	0.0063	0.0060	-0.0003	-4.6%	0.0000
Volume	32	18	-14	-43.8%	70

Daily Pivots for day following 08-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0165	1.0151	1.0105
R3	1.0143	1.0129	1.0099
R2	1.0121	1.0121	1.0097
R1	1.0107	1.0107	1.0095	1.0103
PP	1.0099	1.0099	1.0099	1.0097
S1	1.0085	1.0085	1.0091	1.0081
S2	1.0077	1.0077	1.0089
S3	1.0055	1.0063	1.0087
S4	1.0033	1.0041	1.0081

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	1.0144	1.0067	0.0077	0.8%	0.0047	0.5%	34%	False	False	21
10	1.0224	1.0062	0.0162	1.6%	0.0056	0.6%	19%	False	False	22
20	1.0411	1.0062	0.0349	3.5%	0.0059	0.6%	9%	False	False	19
40	1.0563	1.0062	0.0501	5.0%	0.0059	0.6%	6%	False	False	14

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.0207
2.618	1.0171
1.618	1.0149
1.000	1.0135
0.618	1.0127
HIGH	1.0113
0.618	1.0105
0.500	1.0102
0.382	1.0099
LOW	1.0091
0.618	1.0077
1.000	1.0069
1.618	1.0055
2.618	1.0033
4.250	0.9998

Fisher Pivots for day following 08-Nov-2017
Pivot	1 day	3 day
R1	1.0102	1.0095
PP	1.0099	1.0094
S1	1.0096	1.0094

Download as Excel Spreadsheet

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

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