CME Swiss Franc Future June 2018

Trading Metrics calculated at close of trading on 20-Feb-2018

Day Change Summary
	Previous	Current
	16-Feb-2018	20-Feb-2018	Change	Change %	Previous Week
Open	1.0948	1.0865	-0.0083	-0.8%	1.0769
High	1.0991	1.0900	-0.0091	-0.8%	1.0991
Low	1.0875	1.0779	-0.0096	-0.9%	1.0748
Close	1.0889	1.0790	-0.0099	-0.9%	1.0889
Range	0.0116	0.0121	0.0005	4.3%	0.0243
ATR	0.0092	0.0094	0.0002	2.2%	0.0000
Volume	66	106	40	60.6%	360

Daily Pivots for day following 20-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.1186	1.1109	1.0857
R3	1.1065	1.0988	1.0823
R2	1.0944	1.0944	1.0812
R1	1.0867	1.0867	1.0801	1.0845
PP	1.0823	1.0823	1.0823	1.0812
S1	1.0746	1.0746	1.0779	1.0724
S2	1.0702	1.0702	1.0768
S3	1.0581	1.0625	1.0757
S4	1.0460	1.0504	1.0723

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.1605	1.1490	1.1023
R3	1.1362	1.1247	1.0956
R2	1.1119	1.1119	1.0934
R1	1.1004	1.1004	1.0911	1.1062
PP	1.0876	1.0876	1.0876	1.0905
S1	1.0761	1.0761	1.0867	1.0819
S2	1.0633	1.0633	1.0844
S3	1.0390	1.0518	1.0822
S4	1.0147	1.0275	1.0755

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0991	1.0750	0.0241	2.2%	0.0102	0.9%	17%	False	False	88
10	1.0991	1.0668	0.0323	3.0%	0.0097	0.9%	38%	False	False	97
20	1.0991	1.0498	0.0493	4.6%	0.0102	0.9%	59%	False	False	58
40	1.0991	1.0234	0.0757	7.0%	0.0084	0.8%	73%	False	False	38

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	0.0020
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1414
2.618	1.1217
1.618	1.1096
1.000	1.1021
0.618	1.0975
HIGH	1.0900
0.618	1.0854
0.500	1.0840
0.382	1.0825
LOW	1.0779
0.618	1.0704
1.000	1.0658
1.618	1.0583
2.618	1.0462
4.250	1.0265

Fisher Pivots for day following 20-Feb-2018
Pivot	1 day	3 day
R1	1.0840	1.0885
PP	1.0823	1.0853
S1	1.0807	1.0822

Download as Excel Spreadsheet

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

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