CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 04-May-2018
Day Change Summary
Previous Current
03-May-2018 04-May-2018 Change Change % Previous Week
Open 1.0127 1.0130 0.0003 0.0% 1.0247
High 1.0164 1.0144 -0.0020 -0.2% 1.0250
Low 1.0123 1.0099 -0.0024 -0.2% 1.0099
Close 1.0142 1.0110 -0.0032 -0.3% 1.0110
Range 0.0041 0.0045 0.0004 9.8% 0.0151
ATR 0.0056 0.0055 -0.0001 -1.4% 0.0000
Volume 11 31 20 181.8% 128
Daily Pivots for day following 04-May-2018
Classic Woodie Camarilla DeMark
R4 1.0253 1.0226 1.0135
R3 1.0208 1.0181 1.0122
R2 1.0163 1.0163 1.0118
R1 1.0136 1.0136 1.0114 1.0127
PP 1.0118 1.0118 1.0118 1.0113
S1 1.0091 1.0091 1.0106 1.0082
S2 1.0073 1.0073 1.0102
S3 1.0028 1.0046 1.0098
S4 0.9983 1.0001 1.0085
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 1.0606 1.0509 1.0193
R3 1.0455 1.0358 1.0152
R2 1.0304 1.0304 1.0138
R1 1.0207 1.0207 1.0124 1.0180
PP 1.0153 1.0153 1.0153 1.0140
S1 1.0056 1.0056 1.0096 1.0029
S2 1.0002 1.0002 1.0082
S3 0.9851 0.9905 1.0068
S4 0.9700 0.9754 1.0027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0250 1.0099 0.0151 1.5% 0.0050 0.5% 7% False True 25
10 1.0388 1.0099 0.0289 2.9% 0.0048 0.5% 4% False True 17
20 1.0629 1.0099 0.0530 5.2% 0.0052 0.5% 2% False True 10
40 1.0783 1.0099 0.0684 6.8% 0.0053 0.5% 2% False True 7
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 False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0335
2.618 1.0262
1.618 1.0217
1.000 1.0189
0.618 1.0172
HIGH 1.0144
0.618 1.0127
0.500 1.0122
0.382 1.0116
LOW 1.0099
0.618 1.0071
1.000 1.0054
1.618 1.0026
2.618 0.9981
4.250 0.9908
Fisher Pivots for day following 04-May-2018
Pivot 1 day 3 day
R1 1.0122 1.0141
PP 1.0118 1.0131
S1 1.0114 1.0120

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

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