CME Swiss Franc Future September 2018


Trading Metrics calculated at close of trading on 18-May-2018
Day Change Summary
Previous Current
17-May-2018 18-May-2018 Change Change % Previous Week
Open 1.0098 1.0093 -0.0005 0.0% 1.0105
High 1.0116 1.0151 0.0035 0.3% 1.0151
Low 1.0072 1.0086 0.0014 0.1% 1.0067
Close 1.0091 1.0126 0.0035 0.3% 1.0126
Range 0.0044 0.0065 0.0021 47.7% 0.0084
ATR 0.0053 0.0054 0.0001 1.6% 0.0000
Volume 59 109 50 84.7% 275
Daily Pivots for day following 18-May-2018
Classic Woodie Camarilla DeMark
R4 1.0316 1.0286 1.0162
R3 1.0251 1.0221 1.0144
R2 1.0186 1.0186 1.0138
R1 1.0156 1.0156 1.0132 1.0171
PP 1.0121 1.0121 1.0121 1.0129
S1 1.0091 1.0091 1.0120 1.0106
S2 1.0056 1.0056 1.0114
S3 0.9991 1.0026 1.0108
S4 0.9926 0.9961 1.0090
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% 0.0049 0.5% 70% True False 55
10 1.0151 1.0055 0.0096 0.9% 0.0053 0.5% 74% True False 39
20 1.0388 1.0055 0.0333 3.3% 0.0050 0.5% 21% False False 28
40 1.0762 1.0055 0.0707 7.0% 0.0054 0.5% 10% False False 17
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 0.0014
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0427
2.618 1.0321
1.618 1.0256
1.000 1.0216
0.618 1.0191
HIGH 1.0151
0.618 1.0126
0.500 1.0119
0.382 1.0111
LOW 1.0086
0.618 1.0046
1.000 1.0021
1.618 0.9981
2.618 0.9916
4.250 0.9810
Fisher Pivots for day following 18-May-2018
Pivot 1 day 3 day
R1 1.0124 1.0121
PP 1.0121 1.0116
S1 1.0119 1.0112

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

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