CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 1.0068 1.0079 0.0011 0.1% 1.0089
High 1.0115 1.0131 0.0016 0.2% 1.0131
Low 1.0055 1.0070 0.0015 0.1% 1.0055
Close 1.0087 1.0099 0.0012 0.1% 1.0099
Range 0.0060 0.0061 0.0001 1.7% 0.0076
ATR 0.0055 0.0055 0.0000 0.8% 0.0000
Volume 19 19 0 0.0% 119
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 1.0283 1.0252 1.0133
R3 1.0222 1.0191 1.0116
R2 1.0161 1.0161 1.0110
R1 1.0130 1.0130 1.0105 1.0146
PP 1.0100 1.0100 1.0100 1.0108
S1 1.0069 1.0069 1.0093 1.0085
S2 1.0039 1.0039 1.0088
S3 0.9978 1.0008 1.0082
S4 0.9917 0.9947 1.0065
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 1.0323 1.0287 1.0141
R3 1.0247 1.0211 1.0120
R2 1.0171 1.0171 1.0113
R1 1.0135 1.0135 1.0106 1.0153
PP 1.0095 1.0095 1.0095 1.0104
S1 1.0059 1.0059 1.0092 1.0077
S2 1.0019 1.0019 1.0085
S3 0.9943 0.9983 1.0078
S4 0.9867 0.9907 1.0057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0131 1.0055 0.0076 0.8% 0.0056 0.6% 58% True False 23
10 1.0250 1.0055 0.0195 1.9% 0.0053 0.5% 23% False False 24
20 1.0577 1.0055 0.0522 5.2% 0.0053 0.5% 8% False False 15
40 1.0762 1.0055 0.0707 7.0% 0.0054 0.5% 6% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0390
2.618 1.0291
1.618 1.0230
1.000 1.0192
0.618 1.0169
HIGH 1.0131
0.618 1.0108
0.500 1.0101
0.382 1.0093
LOW 1.0070
0.618 1.0032
1.000 1.0009
1.618 0.9971
2.618 0.9910
4.250 0.9811
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 1.0101 1.0097
PP 1.0100 1.0095
S1 1.0100 1.0093

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

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