CME Swiss Franc Future September 2018

Trading Metrics calculated at close of trading on 03-May-2018

Day Change Summary
	Previous	Current
	02-May-2018	03-May-2018	Change	Change %	Previous Week
Open	1.0167	1.0127	-0.0040	-0.4%	1.0375
High	1.0183	1.0164	-0.0019	-0.2%	1.0388
Low	1.0124	1.0123	-0.0001	0.0%	1.0208
Close	1.0151	1.0142	-0.0009	-0.1%	1.0246
Range	0.0059	0.0041	-0.0018	-30.5%	0.0180
ATR	0.0057	0.0056	-0.0001	-2.0%	0.0000
Volume	4	11	7	175.0%	51

Daily Pivots for day following 03-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0266	1.0245	1.0165
R3	1.0225	1.0204	1.0153
R2	1.0184	1.0184	1.0150
R1	1.0163	1.0163	1.0146	1.0174
PP	1.0143	1.0143	1.0143	1.0148
S1	1.0122	1.0122	1.0138	1.0133
S2	1.0102	1.0102	1.0134
S3	1.0061	1.0081	1.0131
S4	1.0020	1.0040	1.0119

Weekly Pivots for week ending 27-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0821	1.0713	1.0345
R3	1.0641	1.0533	1.0296
R2	1.0461	1.0461	1.0279
R1	1.0353	1.0353	1.0263	1.0317
PP	1.0281	1.0281	1.0281	1.0263
S1	1.0173	1.0173	1.0230	1.0137
S2	1.0101	1.0101	1.0213
S3	0.9921	0.9993	1.0197
S4	0.9741	0.9813	1.0147

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0250	1.0123	0.0127	1.3%	0.0049	0.5%	15%	False	True	20
10	1.0430	1.0123	0.0307	3.0%	0.0048	0.5%	6%	False	True	15
20	1.0629	1.0123	0.0506	5.0%	0.0053	0.5%	4%	False	True	8
40	1.0788	1.0123	0.0665	6.6%	0.0054	0.5%	3%	False	True	7

Crabel Price Patterns
NR	True
NR4	True
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	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0338
2.618	1.0271
1.618	1.0230
1.000	1.0205
0.618	1.0189
HIGH	1.0164
0.618	1.0148
0.500	1.0144
0.382	1.0139
LOW	1.0123
0.618	1.0098
1.000	1.0082
1.618	1.0057
2.618	1.0016
4.250	0.9949

Fisher Pivots for day following 03-May-2018
Pivot	1 day	3 day
R1	1.0144	1.0171
PP	1.0143	1.0161
S1	1.0143	1.0152

Download as Excel Spreadsheet

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

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