CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 22-May-2018
Day Change Summary
Previous Current
21-May-2018 22-May-2018 Change Change % Previous Week
Open 1.0126 1.0138 0.0012 0.1% 1.0105
High 1.0133 1.0186 0.0053 0.5% 1.0151
Low 1.0103 1.0114 0.0011 0.1% 1.0067
Close 1.0127 1.0174 0.0047 0.5% 1.0126
Range 0.0030 0.0072 0.0042 140.0% 0.0084
ATR 0.0052 0.0054 0.0001 2.7% 0.0000
Volume 64 358 294 459.4% 275
Daily Pivots for day following 22-May-2018
Classic Woodie Camarilla DeMark
R4 1.0374 1.0346 1.0214
R3 1.0302 1.0274 1.0194
R2 1.0230 1.0230 1.0187
R1 1.0202 1.0202 1.0181 1.0216
PP 1.0158 1.0158 1.0158 1.0165
S1 1.0130 1.0130 1.0167 1.0144
S2 1.0086 1.0086 1.0161
S3 1.0014 1.0058 1.0154
S4 0.9942 0.9986 1.0134
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 1.0186 1.0072 0.0114 1.1% 0.0049 0.5% 89% True False 129
10 1.0186 1.0055 0.0131 1.3% 0.0052 0.5% 91% True False 78
20 1.0320 1.0055 0.0265 2.6% 0.0051 0.5% 45% False False 48
40 1.0759 1.0055 0.0704 6.9% 0.0054 0.5% 17% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0492
2.618 1.0374
1.618 1.0302
1.000 1.0258
0.618 1.0230
HIGH 1.0186
0.618 1.0158
0.500 1.0150
0.382 1.0142
LOW 1.0114
0.618 1.0070
1.000 1.0042
1.618 0.9998
2.618 0.9926
4.250 0.9808
Fisher Pivots for day following 22-May-2018
Pivot 1 day 3 day
R1 1.0166 1.0161
PP 1.0158 1.0149
S1 1.0150 1.0136

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

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