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

Download as Excel Spreadsheet

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

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