CME Swiss Franc Future December 2018

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

Day Change Summary
	Previous	Current
	20-Jun-2018	21-Jun-2018	Change	Change %	Previous Week
Open	1.0197	1.0197	0.0000	0.0%	1.0326
High	1.0222	1.0259	0.0037	0.4%	1.0342
Low	1.0181	1.0175	-0.0006	-0.1%	1.0179
Close	1.0202	1.0251	0.0049	0.5%	1.0191
Range	0.0041	0.0084	0.0043	104.9%	0.0163
ATR	0.0055	0.0057	0.0002	3.7%	0.0000
Volume	15	3	-12	-80.0%	60

Daily Pivots for day following 21-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0480	1.0450	1.0297
R3	1.0396	1.0366	1.0274
R2	1.0312	1.0312	1.0266
R1	1.0282	1.0282	1.0259	1.0297
PP	1.0228	1.0228	1.0228	1.0236
S1	1.0198	1.0198	1.0243	1.0213
S2	1.0144	1.0144	1.0236
S3	1.0060	1.0114	1.0228
S4	0.9976	1.0030	1.0205

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0726	1.0622	1.0281
R3	1.0563	1.0459	1.0236
R2	1.0400	1.0400	1.0221
R1	1.0296	1.0296	1.0206	1.0267
PP	1.0237	1.0237	1.0237	1.0223
S1	1.0133	1.0133	1.0176	1.0104
S2	1.0074	1.0074	1.0161
S3	0.9911	0.9970	1.0146
S4	0.9748	0.9807	1.0101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0259	1.0175	0.0084	0.8%	0.0051	0.5%	90%	True	True	13
10	1.0342	1.0175	0.0167	1.6%	0.0055	0.5%	46%	False	True	9
20	1.0386	1.0175	0.0211	2.1%	0.0053	0.5%	36%	False	True	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0616
2.618	1.0479
1.618	1.0395
1.000	1.0343
0.618	1.0311
HIGH	1.0259
0.618	1.0227
0.500	1.0217
0.382	1.0207
LOW	1.0175
0.618	1.0123
1.000	1.0091
1.618	1.0039
2.618	0.9955
4.250	0.9818

Fisher Pivots for day following 21-Jun-2018
Pivot	1 day	3 day
R1	1.0240	1.0240
PP	1.0228	1.0228
S1	1.0217	1.0217

Download as Excel Spreadsheet

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

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