CME Swiss Franc Future September 2018

Trading Metrics calculated at close of trading on 26-Apr-2018

Day Change Summary
	Previous	Current
	25-Apr-2018	26-Apr-2018	Change	Change %	Previous Week
Open	1.0315	1.0295	-0.0020	-0.2%	1.0561
High	1.0320	1.0310	-0.0010	-0.1%	1.0577
Low	1.0288	1.0236	-0.0052	-0.5%	1.0384
Close	1.0307	1.0236	-0.0071	-0.7%	1.0389
Range	0.0032	0.0074	0.0042	131.3%	0.0193
ATR	0.0057	0.0058	0.0001	2.1%	0.0000
Volume	6	3	-3	-50.0%	17

Daily Pivots for day following 26-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0483	1.0433	1.0277
R3	1.0409	1.0359	1.0256
R2	1.0335	1.0335	1.0250
R1	1.0285	1.0285	1.0243	1.0273
PP	1.0261	1.0261	1.0261	1.0255
S1	1.0211	1.0211	1.0229	1.0199
S2	1.0187	1.0187	1.0222
S3	1.0113	1.0137	1.0216
S4	1.0039	1.0063	1.0195

Weekly Pivots for week ending 20-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.1029	1.0902	1.0495
R3	1.0836	1.0709	1.0442
R2	1.0643	1.0643	1.0424
R1	1.0516	1.0516	1.0407	1.0483
PP	1.0450	1.0450	1.0450	1.0434
S1	1.0323	1.0323	1.0371	1.0290
S2	1.0257	1.0257	1.0354
S3	1.0064	1.0130	1.0336
S4	0.9871	0.9937	1.0283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0430	1.0236	0.0194	1.9%	0.0046	0.5%	0%	False	True	10
10	1.0577	1.0236	0.0341	3.3%	0.0053	0.5%	0%	False	True	6
20	1.0646	1.0236	0.0410	4.0%	0.0052	0.5%	0%	False	True	5
40	1.0883	1.0236	0.0647	6.3%	0.0055	0.5%	0%	False	True	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0625
2.618	1.0504
1.618	1.0430
1.000	1.0384
0.618	1.0356
HIGH	1.0310
0.618	1.0282
0.500	1.0273
0.382	1.0264
LOW	1.0236
0.618	1.0190
1.000	1.0162
1.618	1.0116
2.618	1.0042
4.250	0.9922

Fisher Pivots for day following 26-Apr-2018
Pivot	1 day	3 day
R1	1.0273	1.0301
PP	1.0261	1.0279
S1	1.0248	1.0258

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These figures are updated between 7pm and 10pm EST after a trading day.

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