CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 10-Nov-2017

Day Change Summary
	Previous	Current
	09-Nov-2017	10-Nov-2017	Change	Change %	Previous Week
Open	1.0095	1.0141	0.0046	0.5%	1.0070
High	1.0171	1.0167	-0.0004	0.0%	1.0171
Low	1.0076	1.0126	0.0050	0.5%	1.0067
Close	1.0162	1.0136	-0.0026	-0.3%	1.0136
Range	0.0095	0.0041	-0.0054	-56.8%	0.0104
ATR	0.0062	0.0061	-0.0002	-2.4%	0.0000
Volume	23	146	123	534.8%	226

Daily Pivots for day following 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0266	1.0242	1.0159
R3	1.0225	1.0201	1.0147
R2	1.0184	1.0184	1.0144
R1	1.0160	1.0160	1.0140	1.0152
PP	1.0143	1.0143	1.0143	1.0139
S1	1.0119	1.0119	1.0132	1.0111
S2	1.0102	1.0102	1.0128
S3	1.0061	1.0078	1.0125
S4	1.0020	1.0037	1.0113

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0437	1.0390	1.0193
R3	1.0333	1.0286	1.0165
R2	1.0229	1.0229	1.0155
R1	1.0182	1.0182	1.0146	1.0206
PP	1.0125	1.0125	1.0125	1.0136
S1	1.0078	1.0078	1.0126	1.0102
S2	1.0021	1.0021	1.0117
S3	0.9917	0.9974	1.0107
S4	0.9813	0.9870	1.0079

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%	0.0051	0.5%	66%	False	False	45
10	1.0171	1.0062	0.0109	1.1%	0.0053	0.5%	68%	False	False	29
20	1.0384	1.0062	0.0322	3.2%	0.0060	0.6%	23%	False	False	26
40	1.0557	1.0062	0.0495	4.9%	0.0059	0.6%	15%	False	False	16

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0341
2.618	1.0274
1.618	1.0233
1.000	1.0208
0.618	1.0192
HIGH	1.0167
0.618	1.0151
0.500	1.0147
0.382	1.0142
LOW	1.0126
0.618	1.0101
1.000	1.0085
1.618	1.0060
2.618	1.0019
4.250	0.9952

Fisher Pivots for day following 10-Nov-2017
Pivot	1 day	3 day
R1	1.0147	1.0132
PP	1.0143	1.0128
S1	1.0140	1.0124

Download as Excel Spreadsheet

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

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