CME Swiss Franc Future June 2018

Trading Metrics calculated at close of trading on 05-Jan-2018

Day Change Summary
	Previous	Current
	04-Jan-2018	05-Jan-2018	Change	Change %	Previous Week
Open	1.0385	1.0361	-0.0024	-0.2%	1.0425
High	1.0392	1.0391	-0.0001	0.0%	1.0437
Low	1.0349	1.0346	-0.0003	0.0%	1.0338
Close	1.0385	1.0376	-0.0009	-0.1%	1.0376
Range	0.0043	0.0045	0.0002	4.7%	0.0099
ATR	0.0054	0.0053	-0.0001	-1.2%	0.0000
Volume	28	9	-19	-67.9%	43

Daily Pivots for day following 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0506	1.0486	1.0401
R3	1.0461	1.0441	1.0388
R2	1.0416	1.0416	1.0384
R1	1.0396	1.0396	1.0380	1.0406
PP	1.0371	1.0371	1.0371	1.0376
S1	1.0351	1.0351	1.0372	1.0361
S2	1.0326	1.0326	1.0368
S3	1.0281	1.0306	1.0364
S4	1.0236	1.0261	1.0351

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0681	1.0627	1.0430
R3	1.0582	1.0528	1.0403
R2	1.0483	1.0483	1.0394
R1	1.0429	1.0429	1.0385	1.0407
PP	1.0384	1.0384	1.0384	1.0372
S1	1.0330	1.0330	1.0367	1.0308
S2	1.0285	1.0285	1.0358
S3	1.0186	1.0231	1.0349
S4	1.0087	1.0132	1.0322

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0437	1.0338	0.0099	1.0%	0.0055	0.5%	38%	False	False	8
10	1.0437	1.0234	0.0203	2.0%	0.0051	0.5%	70%	False	False	4
20	1.0437	1.0181	0.0256	2.5%	0.0047	0.5%	76%	False	False	5

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0582
2.618	1.0509
1.618	1.0464
1.000	1.0436
0.618	1.0419
HIGH	1.0391
0.618	1.0374
0.500	1.0369
0.382	1.0363
LOW	1.0346
0.618	1.0318
1.000	1.0301
1.618	1.0273
2.618	1.0228
4.250	1.0155

Fisher Pivots for day following 05-Jan-2018
Pivot	1 day	3 day
R1	1.0374	1.0380
PP	1.0371	1.0379
S1	1.0369	1.0377

Download as Excel Spreadsheet

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

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