CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 06-Jul-2018
Day Change Summary
Previous Current
05-Jul-2018 06-Jul-2018 Change Change % Previous Week
Open 1.0238 1.0216 -0.0022 -0.2% 1.0232
High 1.0241 1.0256 0.0015 0.1% 1.0256
Low 1.0204 1.0202 -0.0002 0.0% 1.0188
Close 1.0204 1.0246 0.0042 0.4% 1.0246
Range 0.0037 0.0054 0.0017 45.9% 0.0068
ATR 0.0054 0.0054 0.0000 -0.1% 0.0000
Volume 48 1 -47 -97.9% 50
Daily Pivots for day following 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0397 1.0375 1.0276
R3 1.0343 1.0321 1.0261
R2 1.0289 1.0289 1.0256
R1 1.0267 1.0267 1.0251 1.0278
PP 1.0235 1.0235 1.0235 1.0240
S1 1.0213 1.0213 1.0241 1.0224
S2 1.0181 1.0181 1.0236
S3 1.0127 1.0159 1.0231
S4 1.0073 1.0105 1.0216
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0434 1.0408 1.0283
R3 1.0366 1.0340 1.0265
R2 1.0298 1.0298 1.0258
R1 1.0272 1.0272 1.0252 1.0285
PP 1.0230 1.0230 1.0230 1.0237
S1 1.0204 1.0204 1.0240 1.0217
S2 1.0162 1.0162 1.0234
S3 1.0094 1.0136 1.0227
S4 1.0026 1.0068 1.0209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0256 1.0188 0.0068 0.7% 0.0045 0.4% 85% True False 11
10 1.0303 1.0161 0.0142 1.4% 0.0045 0.4% 60% False False 8
20 1.0342 1.0161 0.0181 1.8% 0.0050 0.5% 47% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0486
2.618 1.0397
1.618 1.0343
1.000 1.0310
0.618 1.0289
HIGH 1.0256
0.618 1.0235
0.500 1.0229
0.382 1.0223
LOW 1.0202
0.618 1.0169
1.000 1.0148
1.618 1.0115
2.618 1.0061
4.250 0.9973
Fisher Pivots for day following 06-Jul-2018
Pivot 1 day 3 day
R1 1.0240 1.0240
PP 1.0235 1.0234
S1 1.0229 1.0228

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

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