CME Swiss Franc Future December 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 1.0226 1.0228 0.0002 0.0% 1.0232
High 1.0287 1.0232 -0.0055 -0.5% 1.0256
Low 1.0217 1.0181 -0.0036 -0.4% 1.0188
Close 1.0226 1.0219 -0.0007 -0.1% 1.0246
Range 0.0070 0.0051 -0.0019 -27.1% 0.0068
ATR 0.0056 0.0055 0.0000 -0.6% 0.0000
Volume 0 5 5 50
Daily Pivots for day following 10-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0364 1.0342 1.0247
R3 1.0313 1.0291 1.0233
R2 1.0262 1.0262 1.0228
R1 1.0240 1.0240 1.0224 1.0226
PP 1.0211 1.0211 1.0211 1.0203
S1 1.0189 1.0189 1.0214 1.0175
S2 1.0160 1.0160 1.0210
S3 1.0109 1.0138 1.0205
S4 1.0058 1.0087 1.0191
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 1.0287 1.0181 0.0106 1.0% 0.0049 0.5% 36% False True 10
10 1.0287 1.0161 0.0126 1.2% 0.0050 0.5% 46% False False 8
20 1.0342 1.0161 0.0181 1.8% 0.0053 0.5% 32% False False 9
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0449
2.618 1.0366
1.618 1.0315
1.000 1.0283
0.618 1.0264
HIGH 1.0232
0.618 1.0213
0.500 1.0207
0.382 1.0200
LOW 1.0181
0.618 1.0149
1.000 1.0130
1.618 1.0098
2.618 1.0047
4.250 0.9964
Fisher Pivots for day following 10-Jul-2018
Pivot 1 day 3 day
R1 1.0215 1.0234
PP 1.0211 1.0229
S1 1.0207 1.0224

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

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