CME Swiss Franc Future June 2017

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Trading Metrics calculated at close of trading on 23-Feb-2017
Day Change Summary Previous Current 22-Feb-2017 23-Feb-2017 Change Change % Previous Week Open 0.9960 0.9966 0.0006 0.1% 1.0045 High 0.9990 1.0013 0.0023 0.2% 1.0103 Low 0.9931 0.9954 0.0023 0.2% 0.9955 Close 0.9977 0.9997 0.0020 0.2% 1.0038 Range 0.0059 0.0059 0.0000 0.0% 0.0148 ATR 0.0071 0.0070 -0.0001 -1.2% 0.0000 Volume 48 191 143 297.9% 322
Daily Pivots for day following 23-Feb-2017 Classic Woodie Camarilla DeMark R4 1.0165 1.0140 1.0029 R3 1.0106 1.0081 1.0013 R2 1.0047 1.0047 1.0008 R1 1.0022 1.0022 1.0002 1.0035 PP 0.9988 0.9988 0.9988 0.9994 S1 0.9963 0.9963 0.9992 0.9976 S2 0.9929 0.9929 0.9986 S3 0.9870 0.9904 0.9981 S4 0.9811 0.9845 0.9965	Weekly Pivots for week ending 17-Feb-2017 Classic Woodie Camarilla DeMark R4 1.0476 1.0405 1.0119 R3 1.0328 1.0257 1.0079 R2 1.0180 1.0180 1.0065 R1 1.0109 1.0109 1.0052 1.0071 PP 1.0032 1.0032 1.0032 1.0013 S1 0.9961 0.9961 1.0024 0.9923 S2 0.9884 0.9884 1.0011 S3 0.9736 0.9813 0.9997 S4 0.9588 0.9665 0.9957
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0103 0.9931 0.0172 1.7% 0.0070 0.7% 38% False False 91 10 1.0136 0.9931 0.0205 2.1% 0.0065 0.6% 32% False False 71 20 1.0220 0.9931 0.0289 2.9% 0.0067 0.7% 23% False False 44 40 1.0220 0.9778 0.0442 4.4% 0.0072 0.7% 50% False False 27
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 0.0016 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 1.0264 2.618 1.0167 1.618 1.0108 1.000 1.0072 0.618 1.0049 HIGH 1.0013 0.618 0.9990 0.500 0.9984 0.382 0.9977 LOW 0.9954 0.618 0.9918 1.000 0.9895 1.618 0.9859 2.618 0.9800 4.250 0.9703
Fisher Pivots for day following 23-Feb-2017 Pivot 1 day 3 day R1 0.9993 0.9996 PP 0.9988 0.9995 S1 0.9984 0.9994

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