CME Swiss Franc Future June 2018

Trading Metrics calculated at close of trading on 21-Feb-2018

Day Change Summary
	Previous	Current
	20-Feb-2018	21-Feb-2018	Change	Change %	Previous Week
Open	1.0865	1.0785	-0.0080	-0.7%	1.0769
High	1.0900	1.0806	-0.0094	-0.9%	1.0991
Low	1.0779	1.0748	-0.0031	-0.3%	1.0748
Close	1.0790	1.0759	-0.0031	-0.3%	1.0889
Range	0.0121	0.0058	-0.0063	-52.1%	0.0243
ATR	0.0094	0.0092	-0.0003	-2.7%	0.0000
Volume	106	109	3	2.8%	360

Daily Pivots for day following 21-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0945	1.0910	1.0791
R3	1.0887	1.0852	1.0775
R2	1.0829	1.0829	1.0770
R1	1.0794	1.0794	1.0764	1.0783
PP	1.0771	1.0771	1.0771	1.0765
S1	1.0736	1.0736	1.0754	1.0725
S2	1.0713	1.0713	1.0748
S3	1.0655	1.0678	1.0743
S4	1.0597	1.0620	1.0727

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	1.0748	0.0243	2.3%	0.0097	0.9%	5%	False	True	105
10	1.0991	1.0668	0.0323	3.0%	0.0093	0.9%	28%	False	False	103
20	1.0991	1.0556	0.0435	4.0%	0.0101	0.9%	47%	False	False	63
40	1.0991	1.0234	0.0757	7.0%	0.0084	0.8%	69%	False	False	41

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0021
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1053
2.618	1.0958
1.618	1.0900
1.000	1.0864
0.618	1.0842
HIGH	1.0806
0.618	1.0784
0.500	1.0777
0.382	1.0770
LOW	1.0748
0.618	1.0712
1.000	1.0690
1.618	1.0654
2.618	1.0596
4.250	1.0502

Fisher Pivots for day following 21-Feb-2018
Pivot	1 day	3 day
R1	1.0777	1.0870
PP	1.0771	1.0833
S1	1.0765	1.0796

Download as Excel Spreadsheet

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

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