CME Swiss Franc Future June 2018

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

Day Change Summary
	Previous	Current
	02-Feb-2018	05-Feb-2018	Change	Change %	Previous Week
Open	1.0907	1.0863	-0.0044	-0.4%	1.0779
High	1.0916	1.0880	-0.0036	-0.3%	1.0926
Low	1.0829	1.0774	-0.0055	-0.5%	1.0764
Close	1.0854	1.0806	-0.0048	-0.4%	1.0854
Range	0.0087	0.0106	0.0019	21.8%	0.0162
ATR	0.0086	0.0088	0.0001	1.6%	0.0000
Volume	27	10	-17	-63.0%	93

Daily Pivots for day following 05-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.1138	1.1078	1.0864
R3	1.1032	1.0972	1.0835
R2	1.0926	1.0926	1.0825
R1	1.0866	1.0866	1.0816	1.0843
PP	1.0820	1.0820	1.0820	1.0809
S1	1.0760	1.0760	1.0796	1.0737
S2	1.0714	1.0714	1.0787
S3	1.0608	1.0654	1.0777
S4	1.0502	1.0548	1.0748

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%	0.0093	0.9%	26%	False	False	14
10	1.0926	1.0498	0.0428	4.0%	0.0107	1.0%	72%	False	False	19
20	1.0926	1.0279	0.0647	6.0%	0.0094	0.9%	81%	False	False	26
40	1.0926	1.0181	0.0745	6.9%	0.0070	0.7%	84%	False	False	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1331
2.618	1.1158
1.618	1.1052
1.000	1.0986
0.618	1.0946
HIGH	1.0880
0.618	1.0840
0.500	1.0827
0.382	1.0814
LOW	1.0774
0.618	1.0708
1.000	1.0668
1.618	1.0602
2.618	1.0496
4.250	1.0324

Fisher Pivots for day following 05-Feb-2018
Pivot	1 day	3 day
R1	1.0827	1.0850
PP	1.0820	1.0835
S1	1.0813	1.0821

Download as Excel Spreadsheet

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

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