CME Swiss Franc Future September 2018

Trading Metrics calculated at close of trading on 10-Jul-2018

Day Change Summary
	Previous	Current
	09-Jul-2018	10-Jul-2018	Change	Change %	Previous Week
Open	1.0169	1.0141	-0.0028	-0.3%	1.0162
High	1.0204	1.0149	-0.0055	-0.5%	1.0179
Low	1.0129	1.0095	-0.0034	-0.3%	1.0098
Close	1.0141	1.0135	-0.0006	-0.1%	1.0160
Range	0.0075	0.0054	-0.0021	-28.0%	0.0081
ATR	0.0063	0.0062	-0.0001	-1.0%	0.0000
Volume	22,765	21,899	-866	-3.8%	82,699

Daily Pivots for day following 10-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0288	1.0266	1.0165
R3	1.0234	1.0212	1.0150
R2	1.0180	1.0180	1.0145
R1	1.0158	1.0158	1.0140	1.0142
PP	1.0126	1.0126	1.0126	1.0119
S1	1.0104	1.0104	1.0130	1.0088
S2	1.0072	1.0072	1.0125
S3	1.0018	1.0050	1.0120
S4	0.9964	0.9996	1.0105

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0389	1.0355	1.0205
R3	1.0308	1.0274	1.0182
R2	1.0227	1.0227	1.0175
R1	1.0193	1.0193	1.0167	1.0170
PP	1.0146	1.0146	1.0146	1.0134
S1	1.0112	1.0112	1.0153	1.0089
S2	1.0065	1.0065	1.0145
S3	0.9984	1.0031	1.0138
S4	0.9903	0.9950	1.0115

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0204	1.0095	0.0109	1.1%	0.0055	0.5%	37%	False	True	21,171
10	1.0215	1.0075	0.0140	1.4%	0.0061	0.6%	43%	False	False	22,194
20	1.0259	1.0075	0.0184	1.8%	0.0063	0.6%	33%	False	False	23,677
40	1.0304	1.0067	0.0237	2.3%	0.0062	0.6%	29%	False	False	12,451
60	1.0577	1.0055	0.0522	5.2%	0.0059	0.6%	15%	False	False	8,306
80	1.0762	1.0055	0.0707	7.0%	0.0058	0.6%	11%	False	False	6,231

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0379
2.618	1.0290
1.618	1.0236
1.000	1.0203
0.618	1.0182
HIGH	1.0149
0.618	1.0128
0.500	1.0122
0.382	1.0116
LOW	1.0095
0.618	1.0062
1.000	1.0041
1.618	1.0008
2.618	0.9954
4.250	0.9866

Fisher Pivots for day following 10-Jul-2018
Pivot	1 day	3 day
R1	1.0131	1.0150
PP	1.0126	1.0145
S1	1.0122	1.0140

Download as Excel Spreadsheet

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

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