CME Swiss Franc Future March 2018

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Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary Previous Current 03-Nov-2017 06-Nov-2017 Change Change % Previous Week Open 1.0104 1.0070 -0.0034 -0.3% 1.0120 High 1.0135 1.0122 -0.0013 -0.1% 1.0159 Low 1.0074 1.0067 -0.0007 -0.1% 1.0062 Close 1.0087 1.0116 0.0029 0.3% 1.0087 Range 0.0061 0.0055 -0.0006 -9.8% 0.0097 ATR 0.0065 0.0064 -0.0001 -1.1% 0.0000 Volume 46 7 -39 -84.8% 70
Daily Pivots for day following 06-Nov-2017 Classic Woodie Camarilla DeMark R4 1.0267 1.0246 1.0146 R3 1.0212 1.0191 1.0131 R2 1.0157 1.0157 1.0126 R1 1.0136 1.0136 1.0121 1.0147 PP 1.0102 1.0102 1.0102 1.0107 S1 1.0081 1.0081 1.0111 1.0092 S2 1.0047 1.0047 1.0106 S3 0.9992 1.0026 1.0101 S4 0.9937 0.9971 1.0086	Weekly Pivots for week ending 03-Nov-2017 Classic Woodie Camarilla DeMark R4 1.0394 1.0337 1.0140 R3 1.0297 1.0240 1.0114 R2 1.0200 1.0200 1.0105 R1 1.0143 1.0143 1.0096 1.0123 PP 1.0103 1.0103 1.0103 1.0093 S1 1.0046 1.0046 1.0078 1.0026 S2 1.0006 1.0006 1.0069 S3 0.9909 0.9949 1.0060 S4 0.9812 0.9852 1.0034
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0150 1.0062 0.0088 0.9% 0.0056 0.5% 61% False False 12 10 1.0267 1.0062 0.0205 2.0% 0.0064 0.6% 26% False False 25 20 1.0411 1.0062 0.0349 3.4% 0.0060 0.6% 15% False False 18 40 1.0563 1.0062 0.0501 5.0% 0.0059 0.6% 11% False False 13
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 True Bull Hook False Stretch 0.0020 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.0356 2.618 1.0266 1.618 1.0211 1.000 1.0177 0.618 1.0156 HIGH 1.0122 0.618 1.0101 0.500 1.0095 0.382 1.0088 LOW 1.0067 0.618 1.0033 1.000 1.0012 1.618 0.9978 2.618 0.9923 4.250 0.9833
Fisher Pivots for day following 06-Nov-2017 Pivot 1 day 3 day R1 1.0109 1.0113 PP 1.0102 1.0109 S1 1.0095 1.0106

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