CME Swiss Franc Future June 2018

Trading Metrics calculated at close of trading on 31-Jan-2018

Day Change Summary
	Previous	Current
	30-Jan-2018	31-Jan-2018	Change	Change %	Previous Week
Open	1.0774	1.0842	0.0068	0.6%	1.0513
High	1.0855	1.0883	0.0028	0.3%	1.0875
Low	1.0764	1.0804	0.0040	0.4%	1.0494
Close	1.0827	1.0857	0.0030	0.3%	1.0811
Range	0.0091	0.0079	-0.0012	-13.2%	0.0381
ATR	0.0085	0.0085	0.0000	-0.5%	0.0000
Volume	16	11	-5	-31.3%	109

Daily Pivots for day following 31-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.1085	1.1050	1.0900
R3	1.1006	1.0971	1.0879
R2	1.0927	1.0927	1.0871
R1	1.0892	1.0892	1.0864	1.0910
PP	1.0848	1.0848	1.0848	1.0857
S1	1.0813	1.0813	1.0850	1.0831
S2	1.0769	1.0769	1.0843
S3	1.0690	1.0734	1.0835
S4	1.0611	1.0655	1.0814

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	1.0883	1.0680	0.0203	1.9%	0.0107	1.0%	87%	True	False	20
10	1.0883	1.0477	0.0406	3.7%	0.0102	0.9%	94%	True	False	17
20	1.0883	1.0279	0.0604	5.6%	0.0088	0.8%	96%	True	False	25
40	1.0883	1.0181	0.0702	6.5%	0.0065	0.6%	96%	True	False	15

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1219
2.618	1.1090
1.618	1.1011
1.000	1.0962
0.618	1.0932
HIGH	1.0883
0.618	1.0853
0.500	1.0844
0.382	1.0834
LOW	1.0804
0.618	1.0755
1.000	1.0725
1.618	1.0676
2.618	1.0597
4.250	1.0468

Fisher Pivots for day following 31-Jan-2018
Pivot	1 day	3 day
R1	1.0853	1.0846
PP	1.0848	1.0835
S1	1.0844	1.0824

Download as Excel Spreadsheet

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

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