CME Swiss Franc Future June 2018

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Trading Metrics calculated at close of trading on 26-Dec-2017
Day Change Summary Previous Current 22-Dec-2017 26-Dec-2017 Change Change % Previous Week Open 1.0252 1.0259 0.0007 0.1% 1.0286 High 1.0270 1.0262 -0.0008 -0.1% 1.0323 Low 1.0241 1.0234 -0.0007 -0.1% 1.0240 Close 1.0252 1.0259 0.0007 0.1% 1.0252 Range 0.0029 0.0028 -0.0001 -3.4% 0.0083 ATR 0.0053 0.0051 -0.0002 -3.3% 0.0000 Volume
Daily Pivots for day following 26-Dec-2017 Classic Woodie Camarilla DeMark R4 1.0336 1.0325 1.0274 R3 1.0308 1.0297 1.0267 R2 1.0280 1.0280 1.0264 R1 1.0269 1.0269 1.0262 1.0273 PP 1.0252 1.0252 1.0252 1.0254 S1 1.0241 1.0241 1.0256 1.0245 S2 1.0224 1.0224 1.0254 S3 1.0196 1.0213 1.0251 S4 1.0168 1.0185 1.0244	Weekly Pivots for week ending 22-Dec-2017 Classic Woodie Camarilla DeMark R4 1.0521 1.0469 1.0298 R3 1.0438 1.0386 1.0275 R2 1.0355 1.0355 1.0267 R1 1.0303 1.0303 1.0260 1.0288 PP 1.0272 1.0272 1.0272 1.0264 S1 1.0220 1.0220 1.0244 1.0205 S2 1.0189 1.0189 1.0237 S3 1.0106 1.0137 1.0229 S4 1.0023 1.0054 1.0206
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.0323 1.0234 0.0089 0.9% 0.0040 0.4% 28% False True 2 10 1.0323 1.0220 0.0103 1.0% 0.0040 0.4% 38% False False 4 20 1.0420 1.0181 0.0239 2.3% 0.0044 0.4% 33% False False 6
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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0009 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1.0381 2.618 1.0335 1.618 1.0307 1.000 1.0290 0.618 1.0279 HIGH 1.0262 0.618 1.0251 0.500 1.0248 0.382 1.0245 LOW 1.0234 0.618 1.0217 1.000 1.0206 1.618 1.0189 2.618 1.0161 4.250 1.0115
Fisher Pivots for day following 26-Dec-2017 Pivot 1 day 3 day R1 1.0255 1.0263 PP 1.0252 1.0261 S1 1.0248 1.0260

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