CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 25-Jul-2018

Day Change Summary
	Previous	Current
	24-Jul-2018	25-Jul-2018	Change	Change %	Previous Week
Open	1.0189	1.0200	0.0011	0.1%	1.0160
High	1.0204	1.0218	0.0014	0.1%	1.0211
Low	1.0175	1.0181	0.0006	0.1%	1.0091
Close	1.0189	1.0200	0.0011	0.1%	1.0206
Range	0.0029	0.0037	0.0008	27.6%	0.0120
ATR	0.0057	0.0055	-0.0001	-2.5%	0.0000
Volume

Daily Pivots for day following 25-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0311	1.0292	1.0220
R3	1.0274	1.0255	1.0210
R2	1.0237	1.0237	1.0207
R1	1.0218	1.0218	1.0203	1.0219
PP	1.0200	1.0200	1.0200	1.0200
S1	1.0181	1.0181	1.0197	1.0182
S2	1.0163	1.0163	1.0193
S3	1.0126	1.0144	1.0190
S4	1.0089	1.0107	1.0180

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0529	1.0488	1.0272
R3	1.0409	1.0368	1.0239
R2	1.0289	1.0289	1.0228
R1	1.0248	1.0248	1.0217	1.0269
PP	1.0169	1.0169	1.0169	1.0180
S1	1.0128	1.0128	1.0195	1.0149
S2	1.0049	1.0049	1.0184
S3	0.9929	1.0008	1.0173
S4	0.9809	0.9888	1.0140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0227	1.0091	0.0136	1.3%	0.0054	0.5%	80%	False	False	1
10	1.0227	1.0069	0.0158	1.5%	0.0057	0.6%	83%	False	False	4
20	1.0287	1.0069	0.0218	2.1%	0.0054	0.5%	60%	False	False	5
40	1.0386	1.0069	0.0317	3.1%	0.0052	0.5%	41%	False	False	6

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0375
2.618	1.0315
1.618	1.0278
1.000	1.0255
0.618	1.0241
HIGH	1.0218
0.618	1.0204
0.500	1.0200
0.382	1.0195
LOW	1.0181
0.618	1.0158
1.000	1.0144
1.618	1.0121
2.618	1.0084
4.250	1.0024

Fisher Pivots for day following 25-Jul-2018
Pivot	1 day	3 day
R1	1.0200	1.0201
PP	1.0200	1.0201
S1	1.0200	1.0200

Download as Excel Spreadsheet

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

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