CME Swiss Franc Future September 2018

Trading Metrics calculated at close of trading on 08-May-2018

Day Change Summary
	Previous	Current
	07-May-2018	08-May-2018	Change	Change %	Previous Week
Open	1.0089	1.0096	0.0007	0.1%	1.0247
High	1.0129	1.0113	-0.0016	-0.2%	1.0250
Low	1.0061	1.0070	0.0009	0.1%	1.0099
Close	1.0088	1.0092	0.0004	0.0%	1.0110
Range	0.0068	0.0043	-0.0025	-36.8%	0.0151
ATR	0.0056	0.0055	-0.0001	-1.6%	0.0000
Volume	27	5	-22	-81.5%	128

Daily Pivots for day following 08-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0221	1.0199	1.0116
R3	1.0178	1.0156	1.0104
R2	1.0135	1.0135	1.0100
R1	1.0113	1.0113	1.0096	1.0103
PP	1.0092	1.0092	1.0092	1.0086
S1	1.0070	1.0070	1.0088	1.0060
S2	1.0049	1.0049	1.0084
S3	1.0006	1.0027	1.0080
S4	0.9963	0.9984	1.0068

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	1.0183	1.0061	0.0122	1.2%	0.0051	0.5%	25%	False	False	15
10	1.0320	1.0061	0.0259	2.6%	0.0051	0.5%	12%	False	False	17
20	1.0606	1.0061	0.0545	5.4%	0.0052	0.5%	6%	False	False	11
40	1.0783	1.0061	0.0722	7.2%	0.0055	0.5%	4%	False	False	8

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0296
2.618	1.0226
1.618	1.0183
1.000	1.0156
0.618	1.0140
HIGH	1.0113
0.618	1.0097
0.500	1.0092
0.382	1.0086
LOW	1.0070
0.618	1.0043
1.000	1.0027
1.618	1.0000
2.618	0.9957
4.250	0.9887

Fisher Pivots for day following 08-May-2018
Pivot	1 day	3 day
R1	1.0092	1.0103
PP	1.0092	1.0099
S1	1.0092	1.0096

Download as Excel Spreadsheet

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

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