CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 09-May-2018
Day Change Summary
Previous Current
08-May-2018 09-May-2018 Change Change % Previous Week
Open 1.0096 1.0073 -0.0023 -0.2% 1.0247
High 1.0113 1.0105 -0.0008 -0.1% 1.0250
Low 1.0070 1.0056 -0.0014 -0.1% 1.0099
Close 1.0092 1.0062 -0.0030 -0.3% 1.0110
Range 0.0043 0.0049 0.0006 14.0% 0.0151
ATR 0.0055 0.0054 0.0000 -0.8% 0.0000
Volume 5 49 44 880.0% 128
Daily Pivots for day following 09-May-2018
Classic Woodie Camarilla DeMark
R4 1.0221 1.0191 1.0089
R3 1.0172 1.0142 1.0075
R2 1.0123 1.0123 1.0071
R1 1.0093 1.0093 1.0066 1.0084
PP 1.0074 1.0074 1.0074 1.0070
S1 1.0044 1.0044 1.0058 1.0035
S2 1.0025 1.0025 1.0053
S3 0.9976 0.9995 1.0049
S4 0.9927 0.9946 1.0035
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 1.0164 1.0056 0.0108 1.1% 0.0049 0.5% 6% False True 24
10 1.0310 1.0056 0.0254 2.5% 0.0052 0.5% 2% False True 21
20 1.0588 1.0056 0.0532 5.3% 0.0053 0.5% 1% False True 14
40 1.0783 1.0056 0.0727 7.2% 0.0054 0.5% 1% False True 9
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0313
2.618 1.0233
1.618 1.0184
1.000 1.0154
0.618 1.0135
HIGH 1.0105
0.618 1.0086
0.500 1.0081
0.382 1.0075
LOW 1.0056
0.618 1.0026
1.000 1.0007
1.618 0.9977
2.618 0.9928
4.250 0.9848
Fisher Pivots for day following 09-May-2018
Pivot 1 day 3 day
R1 1.0081 1.0093
PP 1.0074 1.0082
S1 1.0068 1.0072

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

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