CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 03-Jul-2018
Day Change Summary
Previous Current
02-Jul-2018 03-Jul-2018 Change Change % Previous Week
Open 1.0232 1.0222 -0.0010 -0.1% 1.0303
High 1.0247 1.0235 -0.0012 -0.1% 1.0303
Low 1.0188 1.0200 0.0012 0.1% 1.0161
Close 1.0201 1.0222 0.0021 0.2% 1.0241
Range 0.0059 0.0035 -0.0024 -40.7% 0.0142
ATR 0.0057 0.0056 -0.0002 -2.8% 0.0000
Volume 1 0 -1 -100.0% 31
Daily Pivots for day following 03-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0324 1.0308 1.0241
R3 1.0289 1.0273 1.0232
R2 1.0254 1.0254 1.0228
R1 1.0238 1.0238 1.0225 1.0240
PP 1.0219 1.0219 1.0219 1.0220
S1 1.0203 1.0203 1.0219 1.0205
S2 1.0184 1.0184 1.0216
S3 1.0149 1.0168 1.0212
S4 1.0114 1.0133 1.0203
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.0661 1.0593 1.0319
R3 1.0519 1.0451 1.0280
R2 1.0377 1.0377 1.0267
R1 1.0309 1.0309 1.0254 1.0272
PP 1.0235 1.0235 1.0235 1.0217
S1 1.0167 1.0167 1.0228 1.0130
S2 1.0093 1.0093 1.0215
S3 0.9951 1.0025 1.0202
S4 0.9809 0.9883 1.0163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0264 1.0161 0.0103 1.0% 0.0049 0.5% 59% False False 4
10 1.0303 1.0161 0.0142 1.4% 0.0048 0.5% 43% False False 5
20 1.0386 1.0161 0.0225 2.2% 0.0051 0.5% 27% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0384
2.618 1.0327
1.618 1.0292
1.000 1.0270
0.618 1.0257
HIGH 1.0235
0.618 1.0222
0.500 1.0218
0.382 1.0213
LOW 1.0200
0.618 1.0178
1.000 1.0165
1.618 1.0143
2.618 1.0108
4.250 1.0051
Fisher Pivots for day following 03-Jul-2018
Pivot 1 day 3 day
R1 1.0221 1.0222
PP 1.0219 1.0221
S1 1.0218 1.0221

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

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