CME Swiss Franc Future June 2018

Trading Metrics calculated at close of trading on 26-Dec-2017

Day Change Summary
	Previous	Current
	22-Dec-2017	26-Dec-2017	Change	Change %	Previous Week
Open	1.0252	1.0259	0.0007	0.1%	1.0286
High	1.0270	1.0262	-0.0008	-0.1%	1.0323
Low	1.0241	1.0234	-0.0007	-0.1%	1.0240
Close	1.0252	1.0259	0.0007	0.1%	1.0252
Range	0.0029	0.0028	-0.0001	-3.4%	0.0083
ATR	0.0053	0.0051	-0.0002	-3.3%	0.0000
Volume

Daily Pivots for day following 26-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0336	1.0325	1.0274
R3	1.0308	1.0297	1.0267
R2	1.0280	1.0280	1.0264
R1	1.0269	1.0269	1.0262	1.0273
PP	1.0252	1.0252	1.0252	1.0254
S1	1.0241	1.0241	1.0256	1.0245
S2	1.0224	1.0224	1.0254
S3	1.0196	1.0213	1.0251
S4	1.0168	1.0185	1.0244

Weekly Pivots for week ending 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0521	1.0469	1.0298
R3	1.0438	1.0386	1.0275
R2	1.0355	1.0355	1.0267
R1	1.0303	1.0303	1.0260	1.0288
PP	1.0272	1.0272	1.0272	1.0264
S1	1.0220	1.0220	1.0244	1.0205
S2	1.0189	1.0189	1.0237
S3	1.0106	1.0137	1.0229
S4	1.0023	1.0054	1.0206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0323	1.0234	0.0089	0.9%	0.0040	0.4%	28%	False	True	2
10	1.0323	1.0220	0.0103	1.0%	0.0040	0.4%	38%	False	False	4
20	1.0420	1.0181	0.0239	2.3%	0.0044	0.4%	33%	False	False	6

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0381
2.618	1.0335
1.618	1.0307
1.000	1.0290
0.618	1.0279
HIGH	1.0262
0.618	1.0251
0.500	1.0248
0.382	1.0245
LOW	1.0234
0.618	1.0217
1.000	1.0206
1.618	1.0189
2.618	1.0161
4.250	1.0115

Fisher Pivots for day following 26-Dec-2017
Pivot	1 day	3 day
R1	1.0255	1.0263
PP	1.0252	1.0261
S1	1.0248	1.0260

Download as Excel Spreadsheet

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

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