CME Swiss Franc Future September 2018

Trading Metrics calculated at close of trading on 17-May-2018

Day Change Summary
	Previous	Current
	16-May-2018	17-May-2018	Change	Change %	Previous Week
Open	1.0094	1.0098	0.0004	0.0%	1.0089
High	1.0122	1.0116	-0.0006	-0.1%	1.0131
Low	1.0090	1.0072	-0.0018	-0.2%	1.0055
Close	1.0095	1.0091	-0.0004	0.0%	1.0099
Range	0.0032	0.0044	0.0012	37.5%	0.0076
ATR	0.0054	0.0053	-0.0001	-1.3%	0.0000
Volume	56	59	3	5.4%	119

Daily Pivots for day following 17-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0225	1.0202	1.0115
R3	1.0181	1.0158	1.0103
R2	1.0137	1.0137	1.0099
R1	1.0114	1.0114	1.0095	1.0104
PP	1.0093	1.0093	1.0093	1.0088
S1	1.0070	1.0070	1.0087	1.0060
S2	1.0049	1.0049	1.0083
S3	1.0005	1.0026	1.0079
S4	0.9961	0.9982	1.0067

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	1.0067	0.0081	0.8%	0.0048	0.5%	30%	False	False	37
10	1.0148	1.0055	0.0093	0.9%	0.0051	0.5%	39%	False	False	31
20	1.0430	1.0055	0.0375	3.7%	0.0049	0.5%	10%	False	False	23
40	1.0762	1.0055	0.0707	7.0%	0.0053	0.5%	5%	False	False	14

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	True
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	1.0303
2.618	1.0231
1.618	1.0187
1.000	1.0160
0.618	1.0143
HIGH	1.0116
0.618	1.0099
0.500	1.0094
0.382	1.0089
LOW	1.0072
0.618	1.0045
1.000	1.0028
1.618	1.0001
2.618	0.9957
4.250	0.9885

Fisher Pivots for day following 17-May-2018
Pivot	1 day	3 day
R1	1.0094	1.0095
PP	1.0093	1.0094
S1	1.0092	1.0092

Download as Excel Spreadsheet

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

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