CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 22-Jun-2018

Day Change Summary
	Previous	Current
	21-Jun-2018	22-Jun-2018	Change	Change %	Previous Week
Open	1.0197	1.0270	0.0073	0.7%	1.0216
High	1.0259	1.0287	0.0028	0.3%	1.0287
Low	1.0175	1.0243	0.0068	0.7%	1.0175
Close	1.0251	1.0287	0.0036	0.4%	1.0287
Range	0.0084	0.0044	-0.0040	-47.6%	0.0112
ATR	0.0057	0.0056	-0.0001	-1.7%	0.0000
Volume	3	6	3	100.0%	38

Daily Pivots for day following 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0404	1.0390	1.0311
R3	1.0360	1.0346	1.0299
R2	1.0316	1.0316	1.0295
R1	1.0302	1.0302	1.0291	1.0309
PP	1.0272	1.0272	1.0272	1.0276
S1	1.0258	1.0258	1.0283	1.0265
S2	1.0228	1.0228	1.0279
S3	1.0184	1.0214	1.0275
S4	1.0140	1.0170	1.0263

Weekly Pivots for week ending 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0586	1.0548	1.0349
R3	1.0474	1.0436	1.0318
R2	1.0362	1.0362	1.0308
R1	1.0324	1.0324	1.0297	1.0343
PP	1.0250	1.0250	1.0250	1.0259
S1	1.0212	1.0212	1.0277	1.0231
S2	1.0138	1.0138	1.0266
S3	1.0026	1.0100	1.0256
S4	0.9914	0.9988	1.0225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0287	1.0175	0.0112	1.1%	0.0053	0.5%	100%	True	False	7
10	1.0342	1.0175	0.0167	1.6%	0.0056	0.5%	67%	False	False	9
20	1.0386	1.0175	0.0211	2.1%	0.0053	0.5%	53%	False	False	6

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0474
2.618	1.0402
1.618	1.0358
1.000	1.0331
0.618	1.0314
HIGH	1.0287
0.618	1.0270
0.500	1.0265
0.382	1.0260
LOW	1.0243
0.618	1.0216
1.000	1.0199
1.618	1.0172
2.618	1.0128
4.250	1.0056

Fisher Pivots for day following 22-Jun-2018
Pivot	1 day	3 day
R1	1.0280	1.0268
PP	1.0272	1.0250
S1	1.0265	1.0231

Download as Excel Spreadsheet

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

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