CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 09-Nov-2017

Day Change Summary
	Previous	Current
	08-Nov-2017	09-Nov-2017	Change	Change %	Previous Week
Open	1.0111	1.0095	-0.0016	-0.2%	1.0120
High	1.0113	1.0171	0.0058	0.6%	1.0159
Low	1.0091	1.0076	-0.0015	-0.1%	1.0062
Close	1.0093	1.0162	0.0069	0.7%	1.0087
Range	0.0022	0.0095	0.0073	331.8%	0.0097
ATR	0.0060	0.0062	0.0003	4.2%	0.0000
Volume	18	23	5	27.8%	70

Daily Pivots for day following 09-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0421	1.0387	1.0214
R3	1.0326	1.0292	1.0188
R2	1.0231	1.0231	1.0179
R1	1.0197	1.0197	1.0171	1.0214
PP	1.0136	1.0136	1.0136	1.0145
S1	1.0102	1.0102	1.0153	1.0119
S2	1.0041	1.0041	1.0145
S3	0.9946	1.0007	1.0136
S4	0.9851	0.9912	1.0110

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	1.0171	1.0067	0.0104	1.0%	0.0055	0.5%	91%	True	False	25
10	1.0171	1.0062	0.0109	1.1%	0.0056	0.5%	92%	True	False	17
20	1.0411	1.0062	0.0349	3.4%	0.0061	0.6%	29%	False	False	19
40	1.0563	1.0062	0.0501	4.9%	0.0060	0.6%	20%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.0575
2.618	1.0420
1.618	1.0325
1.000	1.0266
0.618	1.0230
HIGH	1.0171
0.618	1.0135
0.500	1.0124
0.382	1.0112
LOW	1.0076
0.618	1.0017
1.000	0.9981
1.618	0.9922
2.618	0.9827
4.250	0.9672

Fisher Pivots for day following 09-Nov-2017
Pivot	1 day	3 day
R1	1.0149	1.0149
PP	1.0136	1.0136
S1	1.0124	1.0124

Download as Excel Spreadsheet

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

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