CME Swiss Franc Future September 2018

Trading Metrics calculated at close of trading on 14-May-2018

Day Change Summary
	Previous	Current
	11-May-2018	14-May-2018	Change	Change %	Previous Week
Open	1.0079	1.0105	0.0026	0.3%	1.0089
High	1.0131	1.0148	0.0017	0.2%	1.0131
Low	1.0070	1.0101	0.0031	0.3%	1.0055
Close	1.0099	1.0107	0.0008	0.1%	1.0099
Range	0.0061	0.0047	-0.0014	-23.0%	0.0076
ATR	0.0055	0.0055	0.0000	-0.8%	0.0000
Volume	19	23	4	21.1%	119

Daily Pivots for day following 14-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0260	1.0230	1.0133
R3	1.0213	1.0183	1.0120
R2	1.0166	1.0166	1.0116
R1	1.0136	1.0136	1.0111	1.0151
PP	1.0119	1.0119	1.0119	1.0126
S1	1.0089	1.0089	1.0103	1.0104
S2	1.0072	1.0072	1.0098
S3	1.0025	1.0042	1.0094
S4	0.9978	0.9995	1.0081

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	1.0148	1.0055	0.0093	0.9%	0.0052	0.5%	56%	True	False	23
10	1.0218	1.0055	0.0163	1.6%	0.0054	0.5%	32%	False	False	26
20	1.0573	1.0055	0.0518	5.1%	0.0052	0.5%	10%	False	False	16
40	1.0762	1.0055	0.0707	7.0%	0.0054	0.5%	7%	False	False	10

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0348
2.618	1.0271
1.618	1.0224
1.000	1.0195
0.618	1.0177
HIGH	1.0148
0.618	1.0130
0.500	1.0125
0.382	1.0119
LOW	1.0101
0.618	1.0072
1.000	1.0054
1.618	1.0025
2.618	0.9978
4.250	0.9901

Fisher Pivots for day following 14-May-2018
Pivot	1 day	3 day
R1	1.0125	1.0105
PP	1.0119	1.0103
S1	1.0113	1.0102

Download as Excel Spreadsheet

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

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