CME Swiss Franc Future June 2018

Trading Metrics calculated at close of trading on 02-Feb-2018

Day Change Summary
	Previous	Current
	01-Feb-2018	02-Feb-2018	Change	Change %	Previous Week
Open	1.0856	1.0907	0.0051	0.5%	1.0779
High	1.0926	1.0916	-0.0010	-0.1%	1.0926
Low	1.0822	1.0829	0.0007	0.1%	1.0764
Close	1.0897	1.0854	-0.0043	-0.4%	1.0854
Range	0.0104	0.0087	-0.0017	-16.3%	0.0162
ATR	0.0086	0.0086	0.0000	0.1%	0.0000
Volume	8	27	19	237.5%	93

Daily Pivots for day following 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.1127	1.1078	1.0902
R3	1.1040	1.0991	1.0878
R2	1.0953	1.0953	1.0870
R1	1.0904	1.0904	1.0862	1.0885
PP	1.0866	1.0866	1.0866	1.0857
S1	1.0817	1.0817	1.0846	1.0798
S2	1.0779	1.0779	1.0838
S3	1.0692	1.0730	1.0830
S4	1.0605	1.0643	1.0806

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.1334	1.1256	1.0943
R3	1.1172	1.1094	1.0899
R2	1.1010	1.1010	1.0884
R1	1.0932	1.0932	1.0869	1.0971
PP	1.0848	1.0848	1.0848	1.0868
S1	1.0770	1.0770	1.0839	1.0809
S2	1.0686	1.0686	1.0824
S3	1.0524	1.0608	1.0809
S4	1.0362	1.0446	1.0765

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0926	1.0764	0.0162	1.5%	0.0083	0.8%	56%	False	False	18
10	1.0926	1.0494	0.0432	4.0%	0.0101	0.9%	83%	False	False	20
20	1.0926	1.0279	0.0647	6.0%	0.0091	0.8%	89%	False	False	26
40	1.0926	1.0181	0.0745	6.9%	0.0069	0.6%	90%	False	False	16

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1286
2.618	1.1144
1.618	1.1057
1.000	1.1003
0.618	1.0970
HIGH	1.0916
0.618	1.0883
0.500	1.0873
0.382	1.0862
LOW	1.0829
0.618	1.0775
1.000	1.0742
1.618	1.0688
2.618	1.0601
4.250	1.0459

Fisher Pivots for day following 02-Feb-2018
Pivot	1 day	3 day
R1	1.0873	1.0865
PP	1.0866	1.0861
S1	1.0860	1.0858

Download as Excel Spreadsheet

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

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