CME Swiss Franc Future September 2018

Trading Metrics calculated at close of trading on 04-May-2018

Day Change Summary
	Previous	Current
	03-May-2018	04-May-2018	Change	Change %	Previous Week
Open	1.0127	1.0130	0.0003	0.0%	1.0247
High	1.0164	1.0144	-0.0020	-0.2%	1.0250
Low	1.0123	1.0099	-0.0024	-0.2%	1.0099
Close	1.0142	1.0110	-0.0032	-0.3%	1.0110
Range	0.0041	0.0045	0.0004	9.8%	0.0151
ATR	0.0056	0.0055	-0.0001	-1.4%	0.0000
Volume	11	31	20	181.8%	128

Daily Pivots for day following 04-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0253	1.0226	1.0135
R3	1.0208	1.0181	1.0122
R2	1.0163	1.0163	1.0118
R1	1.0136	1.0136	1.0114	1.0127
PP	1.0118	1.0118	1.0118	1.0113
S1	1.0091	1.0091	1.0106	1.0082
S2	1.0073	1.0073	1.0102
S3	1.0028	1.0046	1.0098
S4	0.9983	1.0001	1.0085

Weekly Pivots for week ending 04-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0606	1.0509	1.0193
R3	1.0455	1.0358	1.0152
R2	1.0304	1.0304	1.0138
R1	1.0207	1.0207	1.0124	1.0180
PP	1.0153	1.0153	1.0153	1.0140
S1	1.0056	1.0056	1.0096	1.0029
S2	1.0002	1.0002	1.0082
S3	0.9851	0.9905	1.0068
S4	0.9700	0.9754	1.0027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0250	1.0099	0.0151	1.5%	0.0050	0.5%	7%	False	True	25
10	1.0388	1.0099	0.0289	2.9%	0.0048	0.5%	4%	False	True	17
20	1.0629	1.0099	0.0530	5.2%	0.0052	0.5%	2%	False	True	10
40	1.0783	1.0099	0.0684	6.8%	0.0053	0.5%	2%	False	True	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0335
2.618	1.0262
1.618	1.0217
1.000	1.0189
0.618	1.0172
HIGH	1.0144
0.618	1.0127
0.500	1.0122
0.382	1.0116
LOW	1.0099
0.618	1.0071
1.000	1.0054
1.618	1.0026
2.618	0.9981
4.250	0.9908

Fisher Pivots for day following 04-May-2018
Pivot	1 day	3 day
R1	1.0122	1.0141
PP	1.0118	1.0131
S1	1.0114	1.0120

Download as Excel Spreadsheet

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

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