CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 13-Nov-2017

Day Change Summary
	Previous	Current
	10-Nov-2017	13-Nov-2017	Change	Change %	Previous Week
Open	1.0141	1.0125	-0.0016	-0.2%	1.0070
High	1.0167	1.0158	-0.0009	-0.1%	1.0171
Low	1.0126	1.0106	-0.0020	-0.2%	1.0067
Close	1.0136	1.0137	0.0001	0.0%	1.0136
Range	0.0041	0.0052	0.0011	26.8%	0.0104
ATR	0.0061	0.0060	-0.0001	-1.0%	0.0000
Volume	146	93	-53	-36.3%	226

Daily Pivots for day following 13-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0290	1.0265	1.0166
R3	1.0238	1.0213	1.0151
R2	1.0186	1.0186	1.0147
R1	1.0161	1.0161	1.0142	1.0174
PP	1.0134	1.0134	1.0134	1.0140
S1	1.0109	1.0109	1.0132	1.0122
S2	1.0082	1.0082	1.0127
S3	1.0030	1.0057	1.0123
S4	0.9978	1.0005	1.0108

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	1.0076	0.0095	0.9%	0.0051	0.5%	64%	False	False	62
10	1.0171	1.0062	0.0109	1.1%	0.0053	0.5%	69%	False	False	37
20	1.0373	1.0062	0.0311	3.1%	0.0061	0.6%	24%	False	False	31
40	1.0549	1.0062	0.0487	4.8%	0.0059	0.6%	15%	False	False	18

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0379
2.618	1.0294
1.618	1.0242
1.000	1.0210
0.618	1.0190
HIGH	1.0158
0.618	1.0138
0.500	1.0132
0.382	1.0126
LOW	1.0106
0.618	1.0074
1.000	1.0054
1.618	1.0022
2.618	0.9970
4.250	0.9885

Fisher Pivots for day following 13-Nov-2017
Pivot	1 day	3 day
R1	1.0135	1.0133
PP	1.0134	1.0128
S1	1.0132	1.0124

Download as Excel Spreadsheet

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

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