CME Swiss Franc Future December 2018


Trading Metrics calculated at close of trading on 13-Jul-2018
Day Change Summary
Previous Current
12-Jul-2018 13-Jul-2018 Change Change % Previous Week
Open 1.0165 1.0100 -0.0065 -0.6% 1.0226
High 1.0189 1.0118 -0.0071 -0.7% 1.0287
Low 1.0112 1.0069 -0.0043 -0.4% 1.0069
Close 1.0113 1.0114 0.0001 0.0% 1.0114
Range 0.0077 0.0049 -0.0028 -36.4% 0.0218
ATR 0.0057 0.0056 -0.0001 -1.0% 0.0000
Volume 18 7 -11 -61.1% 30
Daily Pivots for day following 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0247 1.0230 1.0141
R3 1.0198 1.0181 1.0127
R2 1.0149 1.0149 1.0123
R1 1.0132 1.0132 1.0118 1.0141
PP 1.0100 1.0100 1.0100 1.0105
S1 1.0083 1.0083 1.0110 1.0092
S2 1.0051 1.0051 1.0105
S3 1.0002 1.0034 1.0101
S4 0.9953 0.9985 1.0087
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.0811 1.0680 1.0234
R3 1.0593 1.0462 1.0174
R2 1.0375 1.0375 1.0154
R1 1.0244 1.0244 1.0134 1.0201
PP 1.0157 1.0157 1.0157 1.0135
S1 1.0026 1.0026 1.0094 0.9983
S2 0.9939 0.9939 1.0074
S3 0.9721 0.9808 1.0054
S4 0.9503 0.9590 0.9994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0287 1.0069 0.0218 2.2% 0.0061 0.6% 21% False True 6
10 1.0287 1.0069 0.0218 2.2% 0.0053 0.5% 21% False True 8
20 1.0303 1.0069 0.0234 2.3% 0.0050 0.5% 19% False True 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.0011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0326
2.618 1.0246
1.618 1.0197
1.000 1.0167
0.618 1.0148
HIGH 1.0118
0.618 1.0099
0.500 1.0094
0.382 1.0088
LOW 1.0069
0.618 1.0039
1.000 1.0020
1.618 0.9990
2.618 0.9941
4.250 0.9861
Fisher Pivots for day following 13-Jul-2018
Pivot 1 day 3 day
R1 1.0107 1.0152
PP 1.0100 1.0139
S1 1.0094 1.0127

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

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