CME Swiss Franc Future September 2018

Trading Metrics calculated at close of trading on 16-May-2018

Day Change Summary
	Previous	Current
	15-May-2018	16-May-2018	Change	Change %	Previous Week
Open	1.0104	1.0094	-0.0010	-0.1%	1.0089
High	1.0123	1.0122	-0.0001	0.0%	1.0131
Low	1.0067	1.0090	0.0023	0.2%	1.0055
Close	1.0084	1.0095	0.0011	0.1%	1.0099
Range	0.0056	0.0032	-0.0024	-42.9%	0.0076
ATR	0.0055	0.0054	-0.0001	-2.2%	0.0000
Volume	28	56	28	100.0%	119

Daily Pivots for day following 16-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0198	1.0179	1.0113
R3	1.0166	1.0147	1.0104
R2	1.0134	1.0134	1.0101
R1	1.0115	1.0115	1.0098	1.0125
PP	1.0102	1.0102	1.0102	1.0107
S1	1.0083	1.0083	1.0092	1.0093
S2	1.0070	1.0070	1.0089
S3	1.0038	1.0051	1.0086
S4	1.0006	1.0019	1.0077

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%	0.0051	0.5%	43%	False	False	29
10	1.0164	1.0055	0.0109	1.1%	0.0050	0.5%	37%	False	False	26
20	1.0475	1.0055	0.0420	4.2%	0.0050	0.5%	10%	False	False	20
40	1.0762	1.0055	0.0707	7.0%	0.0054	0.5%	6%	False	False	13

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.0258
2.618	1.0206
1.618	1.0174
1.000	1.0154
0.618	1.0142
HIGH	1.0122
0.618	1.0110
0.500	1.0106
0.382	1.0102
LOW	1.0090
0.618	1.0070
1.000	1.0058
1.618	1.0038
2.618	1.0006
4.250	0.9954

Fisher Pivots for day following 16-May-2018
Pivot	1 day	3 day
R1	1.0106	1.0108
PP	1.0102	1.0103
S1	1.0099	1.0099

Download as Excel Spreadsheet

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

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