CME Swiss Franc Future June 2018

Trading Metrics calculated at close of trading on 29-Jan-2018

Day Change Summary
	Previous	Current
	26-Jan-2018	29-Jan-2018	Change	Change %	Previous Week
Open	1.0828	1.0779	-0.0049	-0.5%	1.0513
High	1.0839	1.0827	-0.0012	-0.1%	1.0875
Low	1.0725	1.0772	0.0047	0.4%	1.0494
Close	1.0811	1.0794	-0.0017	-0.2%	1.0811
Range	0.0114	0.0055	-0.0059	-51.8%	0.0381
ATR	0.0087	0.0085	-0.0002	-2.6%	0.0000
Volume	21	31	10	47.6%	109

Daily Pivots for day following 29-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0963	1.0933	1.0824
R3	1.0908	1.0878	1.0809
R2	1.0853	1.0853	1.0804
R1	1.0823	1.0823	1.0799	1.0838
PP	1.0798	1.0798	1.0798	1.0805
S1	1.0768	1.0768	1.0789	1.0783
S2	1.0743	1.0743	1.0784
S3	1.0688	1.0713	1.0779
S4	1.0633	1.0658	1.0764

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.1870	1.1721	1.1021
R3	1.1489	1.1340	1.0916
R2	1.1108	1.1108	1.0881
R1	1.0959	1.0959	1.0846	1.1034
PP	1.0727	1.0727	1.0727	1.0764
S1	1.0578	1.0578	1.0776	1.0653
S2	1.0346	1.0346	1.0741
S3	0.9965	1.0197	1.0706
S4	0.9584	0.9816	1.0601

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0875	1.0498	0.0377	3.5%	0.0120	1.1%	79%	False	False	24
10	1.0875	1.0471	0.0404	3.7%	0.0101	0.9%	80%	False	False	34
20	1.0875	1.0279	0.0596	5.5%	0.0084	0.8%	86%	False	False	24
40	1.0875	1.0181	0.0694	6.4%	0.0065	0.6%	88%	False	False	15

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1061
2.618	1.0971
1.618	1.0916
1.000	1.0882
0.618	1.0861
HIGH	1.0827
0.618	1.0806
0.500	1.0800
0.382	1.0793
LOW	1.0772
0.618	1.0738
1.000	1.0717
1.618	1.0683
2.618	1.0628
4.250	1.0538

Fisher Pivots for day following 29-Jan-2018
Pivot	1 day	3 day
R1	1.0800	1.0789
PP	1.0798	1.0783
S1	1.0796	1.0778

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

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