CME Swiss Franc Future June 2018

Trading Metrics calculated at close of trading on 28-Dec-2017

Day Change Summary
	Previous	Current
	27-Dec-2017	28-Dec-2017	Change	Change %	Previous Week
Open	1.0270	1.0281	0.0011	0.1%	1.0286
High	1.0291	1.0360	0.0069	0.7%	1.0323
Low	1.0250	1.0272	0.0022	0.2%	1.0240
Close	1.0284	1.0352	0.0068	0.7%	1.0252
Range	0.0041	0.0088	0.0047	114.6%	0.0083
ATR	0.0050	0.0053	0.0003	5.4%	0.0000
Volume	1	4	3	300.0%	16

Daily Pivots for day following 28-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0592	1.0560	1.0400
R3	1.0504	1.0472	1.0376
R2	1.0416	1.0416	1.0368
R1	1.0384	1.0384	1.0360	1.0400
PP	1.0328	1.0328	1.0328	1.0336
S1	1.0296	1.0296	1.0344	1.0312
S2	1.0240	1.0240	1.0336
S3	1.0152	1.0208	1.0328
S4	1.0064	1.0120	1.0304

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	1.0360	1.0234	0.0126	1.2%	0.0047	0.5%	94%	True	False	1
10	1.0360	1.0234	0.0126	1.2%	0.0042	0.4%	94%	True	False	2
20	1.0420	1.0181	0.0239	2.3%	0.0047	0.4%	72%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.0734
2.618	1.0590
1.618	1.0502
1.000	1.0448
0.618	1.0414
HIGH	1.0360
0.618	1.0326
0.500	1.0316
0.382	1.0306
LOW	1.0272
0.618	1.0218
1.000	1.0184
1.618	1.0130
2.618	1.0042
4.250	0.9898

Fisher Pivots for day following 28-Dec-2017
Pivot	1 day	3 day
R1	1.0340	1.0334
PP	1.0328	1.0315
S1	1.0316	1.0297

Download as Excel Spreadsheet

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

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