CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 15-May-2018
Day Change Summary
Previous Current
14-May-2018 15-May-2018 Change Change % Previous Week
Open 1.0105 1.0104 -0.0001 0.0% 1.0089
High 1.0148 1.0123 -0.0025 -0.2% 1.0131
Low 1.0101 1.0067 -0.0034 -0.3% 1.0055
Close 1.0107 1.0084 -0.0023 -0.2% 1.0099
Range 0.0047 0.0056 0.0009 19.1% 0.0076
ATR 0.0055 0.0055 0.0000 0.2% 0.0000
Volume 23 28 5 21.7% 119
Daily Pivots for day following 15-May-2018
Classic Woodie Camarilla DeMark
R4 1.0259 1.0228 1.0115
R3 1.0203 1.0172 1.0099
R2 1.0147 1.0147 1.0094
R1 1.0116 1.0116 1.0089 1.0104
PP 1.0091 1.0091 1.0091 1.0085
S1 1.0060 1.0060 1.0079 1.0048
S2 1.0035 1.0035 1.0074
S3 0.9979 1.0004 1.0069
S4 0.9923 0.9948 1.0053
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% 0.0055 0.5% 31% False False 27
10 1.0183 1.0055 0.0128 1.3% 0.0053 0.5% 23% False False 21
20 1.0494 1.0055 0.0439 4.4% 0.0050 0.5% 7% False False 18
40 1.0762 1.0055 0.0707 7.0% 0.0054 0.5% 4% False False 11
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0361
2.618 1.0270
1.618 1.0214
1.000 1.0179
0.618 1.0158
HIGH 1.0123
0.618 1.0102
0.500 1.0095
0.382 1.0088
LOW 1.0067
0.618 1.0032
1.000 1.0011
1.618 0.9976
2.618 0.9920
4.250 0.9829
Fisher Pivots for day following 15-May-2018
Pivot 1 day 3 day
R1 1.0095 1.0108
PP 1.0091 1.0100
S1 1.0088 1.0092

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

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