CME Swiss Franc Future December 2018

Trading Metrics calculated at close of trading on 11-Jul-2018

Day Change Summary
	Previous	Current
	10-Jul-2018	11-Jul-2018	Change	Change %	Previous Week
Open	1.0228	1.0181	-0.0047	-0.5%	1.0232
High	1.0232	1.0234	0.0002	0.0%	1.0256
Low	1.0181	1.0177	-0.0004	0.0%	1.0188
Close	1.0219	1.0181	-0.0038	-0.4%	1.0246
Range	0.0051	0.0057	0.0006	11.8%	0.0068
ATR	0.0055	0.0055	0.0000	0.2%	0.0000
Volume	5	0	-5	-100.0%	50

Daily Pivots for day following 11-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0368	1.0332	1.0212
R3	1.0311	1.0275	1.0197
R2	1.0254	1.0254	1.0191
R1	1.0218	1.0218	1.0186	1.0210
PP	1.0197	1.0197	1.0197	1.0193
S1	1.0161	1.0161	1.0176	1.0153
S2	1.0140	1.0140	1.0171
S3	1.0083	1.0104	1.0165
S4	1.0026	1.0047	1.0150

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	1.0177	0.0110	1.1%	0.0054	0.5%	4%	False	True	10
10	1.0287	1.0161	0.0126	1.2%	0.0052	0.5%	16%	False	False	7
20	1.0335	1.0161	0.0174	1.7%	0.0053	0.5%	11%	False	False	8

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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0476
2.618	1.0383
1.618	1.0326
1.000	1.0291
0.618	1.0269
HIGH	1.0234
0.618	1.0212
0.500	1.0206
0.382	1.0199
LOW	1.0177
0.618	1.0142
1.000	1.0120
1.618	1.0085
2.618	1.0028
4.250	0.9935

Fisher Pivots for day following 11-Jul-2018
Pivot	1 day	3 day
R1	1.0206	1.0232
PP	1.0197	1.0215
S1	1.0189	1.0198

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols