CME Swiss Franc Future June 2018

Trading Metrics calculated at close of trading on 25-Jan-2018

Day Change Summary
	Previous	Current
	24-Jan-2018	25-Jan-2018	Change	Change %	Previous Week
Open	1.0592	1.0705	0.0113	1.1%	1.0471
High	1.0721	1.0875	0.0154	1.4%	1.0604
Low	1.0556	1.0680	0.0124	1.2%	1.0471
Close	1.0697	1.0727	0.0030	0.3%	1.0515
Range	0.0165	0.0195	0.0030	18.2%	0.0133
ATR	0.0076	0.0085	0.0008	11.1%	0.0000
Volume	36	24	-12	-33.3%	200

Daily Pivots for day following 25-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.1346	1.1231	1.0834
R3	1.1151	1.1036	1.0781
R2	1.0956	1.0956	1.0763
R1	1.0841	1.0841	1.0745	1.0899
PP	1.0761	1.0761	1.0761	1.0789
S1	1.0646	1.0646	1.0709	1.0704
S2	1.0566	1.0566	1.0691
S3	1.0371	1.0451	1.0673
S4	1.0176	1.0256	1.0620

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0929	1.0855	1.0588
R3	1.0796	1.0722	1.0552
R2	1.0663	1.0663	1.0539
R1	1.0589	1.0589	1.0527	1.0626
PP	1.0530	1.0530	1.0530	1.0549
S1	1.0456	1.0456	1.0503	1.0493
S2	1.0397	1.0397	1.0491
S3	1.0264	1.0323	1.0478
S4	1.0131	1.0190	1.0442

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0875	1.0486	0.0389	3.6%	0.0119	1.1%	62%	True	False	19
10	1.0875	1.0308	0.0567	5.3%	0.0103	1.0%	74%	True	False	32
20	1.0875	1.0250	0.0625	5.8%	0.0082	0.8%	76%	True	False	22
40	1.0875	1.0181	0.0694	6.5%	0.0063	0.6%	79%	True	False	14

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	0.0021
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	1.1704
2.618	1.1386
1.618	1.1191
1.000	1.1070
0.618	1.0996
HIGH	1.0875
0.618	1.0801
0.500	1.0778
0.382	1.0754
LOW	1.0680
0.618	1.0559
1.000	1.0485
1.618	1.0364
2.618	1.0169
4.250	0.9851

Fisher Pivots for day following 25-Jan-2018
Pivot	1 day	3 day
R1	1.0778	1.0714
PP	1.0761	1.0700
S1	1.0744	1.0687

Download as Excel Spreadsheet

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

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