CME Swiss Franc Future March 2018

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Trading Metrics calculated at close of trading on 08-Nov-2017
Day Change Summary Previous Current 07-Nov-2017 08-Nov-2017 Change Change % Previous Week Open 1.0100 1.0111 0.0011 0.1% 1.0120 High 1.0119 1.0113 -0.0006 -0.1% 1.0159 Low 1.0076 1.0091 0.0015 0.1% 1.0062 Close 1.0098 1.0093 -0.0005 0.0% 1.0087 Range 0.0043 0.0022 -0.0021 -48.8% 0.0097 ATR 0.0063 0.0060 -0.0003 -4.6% 0.0000 Volume 32 18 -14 -43.8% 70
Daily Pivots for day following 08-Nov-2017 Classic Woodie Camarilla DeMark R4 1.0165 1.0151 1.0105 R3 1.0143 1.0129 1.0099 R2 1.0121 1.0121 1.0097 R1 1.0107 1.0107 1.0095 1.0103 PP 1.0099 1.0099 1.0099 1.0097 S1 1.0085 1.0085 1.0091 1.0081 S2 1.0077 1.0077 1.0089 S3 1.0055 1.0063 1.0087 S4 1.0033 1.0041 1.0081	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 1.0067 0.0077 0.8% 0.0047 0.5% 34% False False 21 10 1.0224 1.0062 0.0162 1.6% 0.0056 0.6% 19% False False 22 20 1.0411 1.0062 0.0349 3.5% 0.0059 0.6% 9% False False 19 40 1.0563 1.0062 0.0501 5.0% 0.0059 0.6% 6% 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 True 3BNR True 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 0.0017 Narrowest range in 22 trading days	Fibonacci Retracements and Extensions 4.250 1.0207 2.618 1.0171 1.618 1.0149 1.000 1.0135 0.618 1.0127 HIGH 1.0113 0.618 1.0105 0.500 1.0102 0.382 1.0099 LOW 1.0091 0.618 1.0077 1.000 1.0069 1.618 1.0055 2.618 1.0033 4.250 0.9998
Fisher Pivots for day following 08-Nov-2017 Pivot 1 day 3 day R1 1.0102 1.0095 PP 1.0099 1.0094 S1 1.0096 1.0094

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