CME Swiss Franc Future June 2017

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Trading Metrics calculated at close of trading on 03-Feb-2017
Day Change Summary Previous Current 02-Feb-2017 03-Feb-2017 Change Change % Previous Week Open 1.0195 1.0149 -0.0046 -0.5% 1.0048 High 1.0209 1.0165 -0.0044 -0.4% 1.0220 Low 1.0145 1.0107 -0.0038 -0.4% 1.0040 Close 1.0154 1.0142 -0.0012 -0.1% 1.0142 Range 0.0064 0.0058 -0.0006 -9.4% 0.0180 ATR 0.0075 0.0074 -0.0001 -1.6% 0.0000 Volume 16 6 -10 -62.5% 103
Daily Pivots for day following 03-Feb-2017 Classic Woodie Camarilla DeMark R4 1.0312 1.0285 1.0174 R3 1.0254 1.0227 1.0158 R2 1.0196 1.0196 1.0153 R1 1.0169 1.0169 1.0147 1.0154 PP 1.0138 1.0138 1.0138 1.0130 S1 1.0111 1.0111 1.0137 1.0096 S2 1.0080 1.0080 1.0131 S3 1.0022 1.0053 1.0126 S4 0.9964 0.9995 1.0110	Weekly Pivots for week ending 03-Feb-2017 Classic Woodie Camarilla DeMark R4 1.0674 1.0588 1.0241 R3 1.0494 1.0408 1.0192 R2 1.0314 1.0314 1.0175 R1 1.0228 1.0228 1.0159 1.0271 PP 1.0134 1.0134 1.0134 1.0156 S1 1.0048 1.0048 1.0126 1.0091 S2 0.9954 0.9954 1.0109 S3 0.9774 0.9868 1.0093 S4 0.9594 0.9688 1.0043
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0220 1.0040 0.0180 1.8% 0.0073 0.7% 57% False False 20 10 1.0220 1.0040 0.0180 1.8% 0.0063 0.6% 57% False False 12 20 1.0220 0.9854 0.0366 3.6% 0.0072 0.7% 79% False False 10 40 1.0220 0.9778 0.0442 4.4% 0.0064 0.6% 82% False False 10
Crabel Price Patterns NR True NR4 False NR5 False 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 0.0014 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0412 2.618 1.0317 1.618 1.0259 1.000 1.0223 0.618 1.0201 HIGH 1.0165 0.618 1.0143 0.500 1.0136 0.382 1.0129 LOW 1.0107 0.618 1.0071 1.000 1.0049 1.618 1.0013 2.618 0.9955 4.250 0.9861
Fisher Pivots for day following 03-Feb-2017 Pivot 1 day 3 day R1 1.0140 1.0158 PP 1.0138 1.0153 S1 1.0136 1.0147

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