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

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

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