CME Swiss Franc Future March 2018

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Trading Metrics calculated at close of trading on 27-Oct-2017
Day Change Summary Previous Current 26-Oct-2017 27-Oct-2017 Change Change % Previous Week Open 1.0179 1.0125 -0.0054 -0.5% 1.0255 High 1.0224 1.0127 -0.0097 -0.9% 1.0274 Low 1.0123 1.0063 -0.0060 -0.6% 1.0063 Close 1.0126 1.0113 -0.0013 -0.1% 1.0113 Range 0.0101 0.0064 -0.0037 -36.6% 0.0211 ATR 0.0066 0.0066 0.0000 -0.2% 0.0000 Volume 64 29 -35 -54.7% 191
Daily Pivots for day following 27-Oct-2017 Classic Woodie Camarilla DeMark R4 1.0293 1.0267 1.0148 R3 1.0229 1.0203 1.0131 R2 1.0165 1.0165 1.0125 R1 1.0139 1.0139 1.0119 1.0120 PP 1.0101 1.0101 1.0101 1.0092 S1 1.0075 1.0075 1.0107 1.0056 S2 1.0037 1.0037 1.0101 S3 0.9973 1.0011 1.0095 S4 0.9909 0.9947 1.0078	Weekly Pivots for week ending 27-Oct-2017 Classic Woodie Camarilla DeMark R4 1.0783 1.0659 1.0229 R3 1.0572 1.0448 1.0171 R2 1.0361 1.0361 1.0152 R1 1.0237 1.0237 1.0132 1.0194 PP 1.0150 1.0150 1.0150 1.0128 S1 1.0026 1.0026 1.0094 0.9983 S2 0.9939 0.9939 1.0074 S3 0.9728 0.9815 1.0055 S4 0.9517 0.9604 0.9997
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0274 1.0063 0.0211 2.1% 0.0071 0.7% 24% False True 38 10 1.0384 1.0063 0.0321 3.2% 0.0067 0.7% 16% False True 23 20 1.0442 1.0063 0.0379 3.7% 0.0058 0.6% 13% False True 14 40 1.0737 1.0063 0.0674 6.7% 0.0057 0.6% 7% False True 11
Crabel Price Patterns NR True NR4 True 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 0.0021 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1.0399 2.618 1.0295 1.618 1.0231 1.000 1.0191 0.618 1.0167 HIGH 1.0127 0.618 1.0103 0.500 1.0095 0.382 1.0087 LOW 1.0063 0.618 1.0023 1.000 0.9999 1.618 0.9959 2.618 0.9895 4.250 0.9791
Fisher Pivots for day following 27-Oct-2017 Pivot 1 day 3 day R1 1.0107 1.0148 PP 1.0101 1.0136 S1 1.0095 1.0125

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