CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 08-Aug-2018
Day Change Summary
Previous Current
07-Aug-2018 08-Aug-2018 Change Change % Previous Week
Open 1.0161 1.0164 0.0003 0.0% 1.0221
High 1.0182 1.0187 0.0005 0.0% 1.0254
Low 1.0150 1.0145 -0.0005 0.0% 1.0154
Close 1.0161 1.0187 0.0026 0.3% 1.0177
Range 0.0032 0.0042 0.0010 31.3% 0.0100
ATR 0.0049 0.0049 -0.0001 -1.0% 0.0000
Volume 0 5 5 48
Daily Pivots for day following 08-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0299 1.0285 1.0210
R3 1.0257 1.0243 1.0199
R2 1.0215 1.0215 1.0195
R1 1.0201 1.0201 1.0191 1.0208
PP 1.0173 1.0173 1.0173 1.0177
S1 1.0159 1.0159 1.0183 1.0166
S2 1.0131 1.0131 1.0179
S3 1.0089 1.0117 1.0175
S4 1.0047 1.0075 1.0164
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.0495 1.0436 1.0232
R3 1.0395 1.0336 1.0205
R2 1.0295 1.0295 1.0195
R1 1.0236 1.0236 1.0186 1.0216
PP 1.0195 1.0195 1.0195 1.0185
S1 1.0136 1.0136 1.0168 1.0116
S2 1.0095 1.0095 1.0159
S3 0.9995 1.0036 1.0150
S4 0.9895 0.9936 1.0122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0194 1.0134 0.0060 0.6% 0.0032 0.3% 88% False False 3
10 1.0254 1.0134 0.0120 1.2% 0.0039 0.4% 44% False False 6
20 1.0254 1.0069 0.0185 1.8% 0.0048 0.5% 64% False False 5
40 1.0335 1.0069 0.0266 2.6% 0.0051 0.5% 44% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0366
2.618 1.0297
1.618 1.0255
1.000 1.0229
0.618 1.0213
HIGH 1.0187
0.618 1.0171
0.500 1.0166
0.382 1.0161
LOW 1.0145
0.618 1.0119
1.000 1.0103
1.618 1.0077
2.618 1.0035
4.250 0.9967
Fisher Pivots for day following 08-Aug-2018
Pivot 1 day 3 day
R1 1.0180 1.0178
PP 1.0173 1.0169
S1 1.0166 1.0161

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

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