CME Swiss Franc Future March 2018

Trading Metrics calculated at close of trading on 16-Nov-2017

Day Change Summary
	Previous	Current
	15-Nov-2017	16-Nov-2017	Change	Change %	Previous Week
Open	1.0197	1.0204	0.0007	0.1%	1.0070
High	1.0248	1.0209	-0.0039	-0.4%	1.0171
Low	1.0184	1.0148	-0.0036	-0.4%	1.0067
Close	1.0207	1.0156	-0.0051	-0.5%	1.0136
Range	0.0064	0.0061	-0.0003	-4.7%	0.0104
ATR	0.0062	0.0062	0.0000	-0.1%	0.0000
Volume	50	29	-21	-42.0%	226

Daily Pivots for day following 16-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0354	1.0316	1.0190
R3	1.0293	1.0255	1.0173
R2	1.0232	1.0232	1.0167
R1	1.0194	1.0194	1.0162	1.0183
PP	1.0171	1.0171	1.0171	1.0165
S1	1.0133	1.0133	1.0150	1.0122
S2	1.0110	1.0110	1.0145
S3	1.0049	1.0072	1.0139
S4	0.9988	1.0011	1.0122

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	1.0248	1.0106	0.0142	1.4%	0.0061	0.6%	35%	False	False	67
10	1.0248	1.0067	0.0181	1.8%	0.0058	0.6%	49%	False	False	46
20	1.0353	1.0062	0.0291	2.9%	0.0062	0.6%	32%	False	False	34
40	1.0490	1.0062	0.0428	4.2%	0.0059	0.6%	22%	False	False	20

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	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0468
2.618	1.0369
1.618	1.0308
1.000	1.0270
0.618	1.0247
HIGH	1.0209
0.618	1.0186
0.500	1.0179
0.382	1.0171
LOW	1.0148
0.618	1.0110
1.000	1.0087
1.618	1.0049
2.618	0.9988
4.250	0.9889

Fisher Pivots for day following 16-Nov-2017
Pivot	1 day	3 day
R1	1.0179	1.0186
PP	1.0171	1.0176
S1	1.0164	1.0166

Download as Excel Spreadsheet

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

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