CME Swiss Franc Future September 2018

Trading Metrics calculated at close of trading on 21-May-2018

Day Change Summary
	Previous	Current
	18-May-2018	21-May-2018	Change	Change %	Previous Week
Open	1.0093	1.0126	0.0033	0.3%	1.0105
High	1.0151	1.0133	-0.0018	-0.2%	1.0151
Low	1.0086	1.0103	0.0017	0.2%	1.0067
Close	1.0126	1.0127	0.0001	0.0%	1.0126
Range	0.0065	0.0030	-0.0035	-53.8%	0.0084
ATR	0.0054	0.0052	-0.0002	-3.2%	0.0000
Volume	109	64	-45	-41.3%	275

Daily Pivots for day following 21-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0211	1.0199	1.0144
R3	1.0181	1.0169	1.0135
R2	1.0151	1.0151	1.0133
R1	1.0139	1.0139	1.0130	1.0145
PP	1.0121	1.0121	1.0121	1.0124
S1	1.0109	1.0109	1.0124	1.0115
S2	1.0091	1.0091	1.0122
S3	1.0061	1.0079	1.0119
S4	1.0031	1.0049	1.0111

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0367	1.0330	1.0172
R3	1.0283	1.0246	1.0149
R2	1.0199	1.0199	1.0141
R1	1.0162	1.0162	1.0134	1.0181
PP	1.0115	1.0115	1.0115	1.0124
S1	1.0078	1.0078	1.0118	1.0097
S2	1.0031	1.0031	1.0111
S3	0.9947	0.9994	1.0103
S4	0.9863	0.9910	1.0080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0151	1.0067	0.0084	0.8%	0.0045	0.4%	71%	False	False	63
10	1.0151	1.0055	0.0096	0.9%	0.0049	0.5%	75%	False	False	43
20	1.0366	1.0055	0.0311	3.1%	0.0049	0.5%	23%	False	False	31
40	1.0762	1.0055	0.0707	7.0%	0.0054	0.5%	10%	False	False	18

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1.0261
2.618	1.0212
1.618	1.0182
1.000	1.0163
0.618	1.0152
HIGH	1.0133
0.618	1.0122
0.500	1.0118
0.382	1.0114
LOW	1.0103
0.618	1.0084
1.000	1.0073
1.618	1.0054
2.618	1.0024
4.250	0.9976

Fisher Pivots for day following 21-May-2018
Pivot	1 day	3 day
R1	1.0124	1.0122
PP	1.0121	1.0117
S1	1.0118	1.0112

Download as Excel Spreadsheet

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

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