CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 10-May-2018
Day Change Summary
Previous Current
09-May-2018 10-May-2018 Change Change % Previous Week
Open 1.0073 1.0068 -0.0005 0.0% 1.0247
High 1.0105 1.0115 0.0010 0.1% 1.0250
Low 1.0056 1.0055 -0.0001 0.0% 1.0099
Close 1.0062 1.0087 0.0025 0.2% 1.0110
Range 0.0049 0.0060 0.0011 22.4% 0.0151
ATR 0.0054 0.0055 0.0000 0.7% 0.0000
Volume 49 19 -30 -61.2% 128
Daily Pivots for day following 10-May-2018
Classic Woodie Camarilla DeMark
R4 1.0266 1.0236 1.0120
R3 1.0206 1.0176 1.0104
R2 1.0146 1.0146 1.0098
R1 1.0116 1.0116 1.0093 1.0131
PP 1.0086 1.0086 1.0086 1.0093
S1 1.0056 1.0056 1.0082 1.0071
S2 1.0026 1.0026 1.0076
S3 0.9966 0.9996 1.0071
S4 0.9906 0.9936 1.0054
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 1.0144 1.0055 0.0089 0.9% 0.0053 0.5% 36% False True 26
10 1.0250 1.0055 0.0195 1.9% 0.0051 0.5% 16% False True 23
20 1.0577 1.0055 0.0522 5.2% 0.0052 0.5% 6% False True 14
40 1.0770 1.0055 0.0715 7.1% 0.0055 0.5% 4% 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 True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0370
2.618 1.0272
1.618 1.0212
1.000 1.0175
0.618 1.0152
HIGH 1.0115
0.618 1.0092
0.500 1.0085
0.382 1.0078
LOW 1.0055
0.618 1.0018
1.000 0.9995
1.618 0.9958
2.618 0.9898
4.250 0.9800
Fisher Pivots for day following 10-May-2018
Pivot 1 day 3 day
R1 1.0086 1.0086
PP 1.0086 1.0086
S1 1.0085 1.0085

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

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