CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 05-Jul-2018
Day Change Summary
Previous Current
03-Jul-2018 05-Jul-2018 Change Change % Previous Week
Open 1.0222 1.0238 0.0016 0.2% 1.0303
High 1.0235 1.0241 0.0006 0.1% 1.0303
Low 1.0200 1.0204 0.0004 0.0% 1.0161
Close 1.0222 1.0204 -0.0018 -0.2% 1.0241
Range 0.0035 0.0037 0.0002 5.7% 0.0142
ATR 0.0056 0.0054 -0.0001 -2.4% 0.0000
Volume 0 48 48 31
Daily Pivots for day following 05-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0327 1.0303 1.0224
R3 1.0290 1.0266 1.0214
R2 1.0253 1.0253 1.0211
R1 1.0229 1.0229 1.0207 1.0223
PP 1.0216 1.0216 1.0216 1.0213
S1 1.0192 1.0192 1.0201 1.0186
S2 1.0179 1.0179 1.0197
S3 1.0142 1.0155 1.0194
S4 1.0105 1.0118 1.0184
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 1.0253 1.0161 0.0092 0.9% 0.0040 0.4% 47% False False 11
10 1.0303 1.0161 0.0142 1.4% 0.0048 0.5% 30% False False 8
20 1.0386 1.0161 0.0225 2.2% 0.0051 0.5% 19% False False 9
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0398
2.618 1.0338
1.618 1.0301
1.000 1.0278
0.618 1.0264
HIGH 1.0241
0.618 1.0227
0.500 1.0223
0.382 1.0218
LOW 1.0204
0.618 1.0181
1.000 1.0167
1.618 1.0144
2.618 1.0107
4.250 1.0047
Fisher Pivots for day following 05-Jul-2018
Pivot 1 day 3 day
R1 1.0223 1.0218
PP 1.0216 1.0213
S1 1.0210 1.0209

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

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