CME Swiss Franc Future June 2018

Trading Metrics calculated at close of trading on 07-Feb-2018

Day Change Summary
	Previous	Current
	06-Feb-2018	07-Feb-2018	Change	Change %	Previous Week
Open	1.0843	1.0802	-0.0041	-0.4%	1.0779
High	1.0856	1.0816	-0.0040	-0.4%	1.0926
Low	1.0757	1.0687	-0.0070	-0.7%	1.0764
Close	1.0797	1.0718	-0.0079	-0.7%	1.0854
Range	0.0099	0.0129	0.0030	30.3%	0.0162
ATR	0.0088	0.0091	0.0003	3.3%	0.0000
Volume	50	365	315	630.0%	93

Daily Pivots for day following 07-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.1127	1.1052	1.0789
R3	1.0998	1.0923	1.0753
R2	1.0869	1.0869	1.0742
R1	1.0794	1.0794	1.0730	1.0767
PP	1.0740	1.0740	1.0740	1.0727
S1	1.0665	1.0665	1.0706	1.0638
S2	1.0611	1.0611	1.0694
S3	1.0482	1.0536	1.0683
S4	1.0353	1.0407	1.0647

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	1.0687	0.0239	2.2%	0.0105	1.0%	13%	False	True	92
10	1.0926	1.0680	0.0246	2.3%	0.0106	1.0%	15%	False	False	56
20	1.0926	1.0279	0.0647	6.0%	0.0100	0.9%	68%	False	False	46
40	1.0926	1.0220	0.0706	6.6%	0.0073	0.7%	71%	False	False	25

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	0.0018
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1364
2.618	1.1154
1.618	1.1025
1.000	1.0945
0.618	1.0896
HIGH	1.0816
0.618	1.0767
0.500	1.0752
0.382	1.0736
LOW	1.0687
0.618	1.0607
1.000	1.0558
1.618	1.0478
2.618	1.0349
4.250	1.0139

Fisher Pivots for day following 07-Feb-2018
Pivot	1 day	3 day
R1	1.0752	1.0784
PP	1.0740	1.0762
S1	1.0729	1.0740

Download as Excel Spreadsheet

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

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