CME Swiss Franc Future March 2018

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Trading Metrics calculated at close of trading on 07-Nov-2017
Day Change Summary Previous Current 06-Nov-2017 07-Nov-2017 Change Change % Previous Week Open 1.0070 1.0100 0.0030 0.3% 1.0120 High 1.0122 1.0119 -0.0003 0.0% 1.0159 Low 1.0067 1.0076 0.0009 0.1% 1.0062 Close 1.0116 1.0098 -0.0018 -0.2% 1.0087 Range 0.0055 0.0043 -0.0012 -21.8% 0.0097 ATR 0.0064 0.0063 -0.0002 -2.3% 0.0000 Volume 7 32 25 357.1% 70
Daily Pivots for day following 07-Nov-2017 Classic Woodie Camarilla DeMark R4 1.0227 1.0205 1.0122 R3 1.0184 1.0162 1.0110 R2 1.0141 1.0141 1.0106 R1 1.0119 1.0119 1.0102 1.0109 PP 1.0098 1.0098 1.0098 1.0092 S1 1.0076 1.0076 1.0094 1.0066 S2 1.0055 1.0055 1.0090 S3 1.0012 1.0033 1.0086 S4 0.9969 0.9990 1.0074	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 1.0144 1.0062 0.0082 0.8% 0.0055 0.5% 44% False False 19 10 1.0232 1.0062 0.0170 1.7% 0.0061 0.6% 21% False False 25 20 1.0411 1.0062 0.0349 3.5% 0.0061 0.6% 10% False False 18 40 1.0563 1.0062 0.0501 5.0% 0.0060 0.6% 7% False False 14
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 0.0020 Narrowest range in 16 trading days	Fibonacci Retracements and Extensions 4.250 1.0302 2.618 1.0232 1.618 1.0189 1.000 1.0162 0.618 1.0146 HIGH 1.0119 0.618 1.0103 0.500 1.0098 0.382 1.0092 LOW 1.0076 0.618 1.0049 1.000 1.0033 1.618 1.0006 2.618 0.9963 4.250 0.9893
Fisher Pivots for day following 07-Nov-2017 Pivot 1 day 3 day R1 1.0098 1.0101 PP 1.0098 1.0100 S1 1.0098 1.0099

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